Browsing All of EconStor by Author Kruse, Robinson
Showing results 1 to 11 of 11
Year of Publication | Title | Author(s) |
2007 | Testing for a break in persistence under long-range dependencies | Sibbertsen, Philipp; Kruse, Robinson |
2008 | A new unit root test against ESTAR based on a class of modified statistics | Kruse, Robinson |
2008 | Rational bubbles and fractional integration | Kruse, Robinson |
2009 | Forecasting long memory time series under a break in persistence | Heinen, Florian; Sibbertsen, Philipp; Kruse, Robinson |
2010 | Long memory and changing persistence | Kruse, Robinson; Sibbertsen, Philipp |
2012 | On tests for linearity against STAR models with deterministic trends | Kaufmann, Hendrik; Kruse, Robinson; Sibbertsen, Philipp |
2012 | A simple specification procedure for the transition function in persistent nonlinear time series models | Kaufmann, Hendrik; Kruse, Robinson; Sibbertsen, Philipp |
2013 | A unified framework for testing in the linear regression model under unknown order of fractional integration | Christensen, Bent Jesper; Kruse, Robinson; Sibbertsen, Philipp |
2015 | Testing heteroskedastic time series for normality | Demetrescu, Matei; Kruse, Robinson |
2015 | Fixed-b Asymptotics for t-Statistics in the Presence of Time-Varying Volatility | Hanck, Christoph; Demetrescu, Matei; Kruse, Robinson |
2016 | Comparing predictive accuracy under long memory: With an application to volatility forecasting | Kruse, Robinson; Leschinski, Christian; Will, Michael |