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Ergebnisse 1-10 von 55.

Erscheinungsjahr	Titel	Autor:innen
2011	Two competitive models and their identification problem: The ESTAR and TSTAR model	Heinen, Florian; Michael, Stefanie; Sibbertsen, Philipp
2019	A comparison of semiparametric tests for fractional cointegration	Leschinski, Christian; Voges, Michelle; Sibbertsen, Philipp
2009	Testing for a break in persistence under long-range dependencies and mean shifts	Sibbertsen, Philipp; Willert, Juliane
2019	Robust multivariate local whittle estimation and spurious fractional cointegration	Becker, Janis; Leschinski, Christian; Sibbertsen, Philipp
2011	About the impact of model risk on capital reserves: A quantitative analysis	Bertram, Philip; Sibbertsen, Philipp; Stahl, Gerhard
2019	The memory of beta factors	Becker, Janis; Hollstein, Fabian; Prokopczuk, Marcel; Sibbertsen, Philipp
2013	Testing for cointegration in a double-LSTR framework	Grote, Claudia; Sibbertsen, Philipp
2012	On tests for linearity against STAR models with deterministic trends	Kaufmann, Hendrik; Kruse, Robinson; Sibbertsen, Philipp
2020	The similarities in efficiency of universities and universities of applied sciences in Lower Saxony	Stöver, Britta; Sibbertsen, Philipp
2020	The long memory of equity volatility and the macroeconomy: International evidence	Dräger, Lena; Nguyen, Duc Binh Benno; Prokopczuk, Marcel; Sibbertsen, Philipp