Browsing All of EconStor by Author Hanck, Christoph

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Year of PublicationTitleAuthor(s)
2003 Erfolgskontrolle in der KlimapolitikHanck, Christoph; Voss, Gerhard
2006 Cointegration tests of PPP: do they also exhibit erratic behaviour?Caporale, Guglielmo Maria; Hanck, Christoph
2006 Cross-Sectional Correlation Robust Tests for Panel CointegrationHanck, Christoph
2006 Mixed Signals Among Panel Cointegration TestsHanck, Christoph
2006 The Error-in-Rejection Probability of Meta-Analytic Panel TestsHanck, Christoph
2006 Are PPP Tests Erratically Behaved? Some Panel EvidenceCaporale, Guglielmo Maria; Hanck, Christoph
2006 OLS-based estimation of the disturbance variance under spatial autocorrelationKrämer, Walter; Hanck, Christoph
2006 For Which Countries did PPP hold? A Multiple Testing ApproachHanck, Christoph
2007 A meta analytic approach to testing for panel cointegrationHanck, Christoph
2008 Is Double Trouble? – How to Combine Cointegration TestsBayer, Christian; Hanck, Christoph
2008 Is double trouble? How to combine cointegration testsBayer, Christian; Hanck, Christoph
2008 An intersection test for panel unit rootsHanck, Christoph
2008 More on the F-test under nonspherical disturbancesKrämer, Walter; Hanck, Christoph
2010 Unit Root Testing in Heteroskedastic Panels using the Cauchy EstimatorDemetrescu, Matei; Hanck, Christoph
2010 Multiple Testing in Growth EconometricsDeckers, Thomas; Hanck, Christoph
2012 IV-Based Cointegration Testing in Dependent Panels with Time-Varying VarianceHanck, Christoph; Demetrescu, Matei; Tarcolea, Adina
2013 Nonstationary-Volatility Robust Panel Unit Root Tests and the Great ModerationHanck, Christoph; Czudaj, Robert
2013 Nonstationary-Volatility Robust Panel Unit Root Tests and the Great ModerationCzudaj, Robert; Hanck, Christoph
2015 Fixed-b Asymptotics for t-Statistics in the Presence of Time-Varying VolatilityHanck, Christoph; Demetrescu, Matei; Kruse, Robinson
2016 House prices and interest rates: Bayesian evidence from GermanyHanck, Christoph; Prüser, Jan