Browsing All of EconStor by Author Sibbertsen, Philipp


Showing results 21 to 40 of 80
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Year of PublicationTitleAuthor(s)
2004The Power of the KPSS-Test for Cointegration when Residuals are Fractionally IntegratedSibbertsen, Philipp; Krämer, Walter
2005Phillips-Perron-type unit root tests in the nonlinear ESTAR frameworkRothe, Christoph; Sibbertsen, Philipp
2005Tests of Bias in Log-Periodogram RegressionDavidson, James E. H.; Sibbertsen, Philipp
2005Empirical likelihood confidence intervals for the mean of a long-range dependent processNordman, Daniel; Sibbertsen, Philipp; Lahiri, Soumendra N.
2005The Power of the KPSS{Test for Cointegration when Residuals are Fractionally IntegratedSibbertsen, Philipp; Krämer, Walter
2006Divergence of credit valuation in Germany: Continuous theory and discrete practiceWeibach, Rafael; Sibbertsen, Philipp
2007Testing for a break in persistence under long-range dependenciesSibbertsen, Philipp; Kruse, Robinson
2007Can we distinguish between common nonlinear time series models and long memory?Kuswanto, Heri; Sibbertsen, Philipp
2008A Study on spurious long memory in nonlinear time series modelsKuswanto, Heri; Sibbertsen, Philipp
2008Measuring model riskSibbertsen, Philipp; Stahl, Gerhard; Luedtke, Corinna
2009Testing for a break in persistence under long-range dependencies and mean shiftsSibbertsen, Philipp; Willert, Juliane
2009Testing for long memory against ESTAR nonlinearitiesKuswanto, Heri; Sibbertsen, Philipp
2009Forecasting long memory time series under a break in persistenceHeinen, Florian; Sibbertsen, Philipp; Kruse, Robinson
2010Long memory and changing persistenceKruse, Robinson; Sibbertsen, Philipp
2010Identification problems in ESTAR models and a new modelDonauer, Stefanie; Heinen, Florian; Sibbertsen, Philipp
2011Two competitive models and their identification problem: The ESTAR and TSTAR modelHeinen, Florian; Michael, Stefanie; Sibbertsen, Philipp
2011About the impact of model risk on capital reserves: A quantitative analysisBertram, Philip; Sibbertsen, Philipp; Stahl, Gerhard
2011ModellrisikoStahl, Gerhard; Sibbertsen, Philipp; Bertram, Philip
2011The dynamics of real exchange rates: A reconsiderationHeinen, Florian; Kaufmann, Hendrik; Sibbertsen, Philipp
2012On tests for linearity against STAR models with deterministic trendsKaufmann, Hendrik; Kruse, Robinson; Sibbertsen, Philipp