Browsing All of EconStor by Author Schweikert, Karsten
Showing results 1 to 11 of 11
| Year of Publication | Title | Author(s) |
| 2018 | Testing for cointegration with threshold adjustment in the presence of structural breaks | Schweikert, Karsten |
| 2018 | Price regulations and price adjustment dynamics: Evidence from the Austrian retail fuel market | Fasoula, Evanthia; Schweikert, Karsten |
| 2019 | On the validity of tests for asymmetry in residual-based threshold cointegration models | Schild, Karl-Heinz; Schweikert, Karsten |
| 2021 | Price Effects of the Austrian Fuel Price Fixing Act: A Synthetic Control Study | Becker, Maike; Pfeifer, Gregor; Schweikert, Karsten |
| 2021 | Detecting a copycat effect in school shootings using spatio‐temporal panel count models | Schweikert, Karsten; Huth, Manuel; Gius, Mark |
| 2021 | Forecasting Baden‐Württemberg's GDP growth: MIDAS regressions versus dynamic mixed‐frequency factor models | Kuck, Konstantin; Schweikert, Karsten |
| 2021 | Oracle Efficient Estimation of Structural Breaks in Cointegrating Regressions | Schweikert, Karsten |
| 2022 | Spatial panel count data: modeling and forecasting of urban crimes | Glaser, Stephanie; Jung, Robert C.; Schweikert, Karsten |
| 2024 | Predictor Preselection for Mixed‐Frequency Dynamic Factor Models: A Simulation Study With an Empirical Application to GDP Nowcasting | Franjic, Domenic; Schweikert, Karsten |
| 2025 | Detecting Multiple Structural Breaks in Systems of Linear Regression Equations With Integrated and Stationary Regressors | Schweikert, Karsten |
| 2026 | Coherent Forecasting of Realized Volatility | Puke, Marius; Schweikert, Karsten |
