| Publication | Date of Publication | Type |
|---|
| Inference in Heavy-Tailed Nonstationary Multivariate Time Series | 2024-03-19 | Paper |
| Specification Tests for GARCH Processes with Nuisance Parameters on the Boundary | 2024-03-06 | Paper |
| An identification and testing strategy for proxy-SVARs with weak proxies | 2024-02-13 | Paper |
| Tail behavior of ACD models and consequences for likelihood-based estimation | 2024-02-13 | Paper |
| Adaptive information-based methods for determining the co-integration rank in heteroskedastic VAR models | 2023-12-07 | Paper |
| Bootstrap inference for Hawkes and general point processes | 2023-06-09 | Paper |
| Bootstrap Determination of the Co-Integration Rank in Heteroskedastic VAR Models | 2022-05-31 | Paper |
| Lag Length Selection for Unit Root Tests in the Presence of Nonstationary Volatility | 2022-05-31 | Paper |
| Wild Bootstrap of the Sample Mean in the Infinite Variance Case | 2022-05-31 | Paper |
| Bootstrap Cointegration Rank Testing: The Role of Deterministic Variables and Initial Values in the Bootstrap Recursion | 2022-05-31 | Paper |
| Bootstrap inference on the boundary of the parameter space, with application to conditional volatility models | 2022-03-16 | Paper |
| Wild bootstrap seasonal unit root tests for time series with periodic nonstationary volatility | 2022-03-04 | Paper |
| Bootstrapping non-stationary stochastic volatility | 2021-07-30 | Paper |
| Inference Under Random Limit Bootstrap Measures | 2021-06-07 | Paper |
| A PRIMER ON BOOTSTRAP TESTING OF HYPOTHESES IN TIME SERIES MODELS: WITH AN APPLICATION TO DOUBLE AUTOREGRESSIVE MODELS | 2021-04-16 | Paper |
| A new approach to stock price modelling and the efficiency of the Italian stock exchange | 2020-09-29 | Paper |
| Quasi-maximum likelihood estimation and bootstrap inference in fractional time series models with heteroskedasticity of unknown form | 2020-02-11 | Paper |
| Bootstrap Testing of Hypotheses on Co-Integration Relations in Vector Autoregressive Models | 2019-01-30 | Paper |
| The Fixed Volatility Bootstrap for a Class of Arch(q) Models | 2018-11-16 | Paper |
| UNIT ROOT INFERENCE FOR NON-STATIONARY LINEAR PROCESSES DRIVEN BY INFINITE VARIANCE INNOVATIONS | 2018-04-25 | Paper |
| DETERMINING THE COINTEGRATION RANK IN HETEROSKEDASTIC VAR MODELS OF UNKNOWN ORDER | 2018-04-25 | Paper |
| On the Consistency of Bootstrap Testing for a Parameter on the Boundary of the Parameter Space | 2017-07-21 | Paper |
| Sieve-based inference for infinite-variance linear processes | 2016-09-07 | Paper |
| Testing for co-integration in vector autoregressions with non-stationary volatility | 2016-08-04 | Paper |
| The Role of the Normal Distribution in Financial Markets | 2016-07-14 | Paper |
| Testing for a change in persistence in the presence of non-stationary volatility | 2016-06-22 | Paper |
| Inference on co-integration parameters in heteroskedastic vector autoregressions | 2016-03-01 | Paper |
| Testing for Unit Roots Under Multiple Possible Trend Breaks and Non-Stationary Volatility Using Bootstrap Minimum Dickey-Fuller Statistics | 2015-10-12 | Paper |
| Bootstrap score tests for fractional integration in heteroskedastic ARFIMA models, with an application to price dynamics in commodity spot and futures markets | 2015-06-08 | Paper |
| Bootstrap Determination of the Co‐Integration Rank in VAR Models with Unrestricted Deterministic Components | 2015-05-20 | Paper |
| Testing for unit roots in bounded time series | 2014-08-06 | Paper |
| EXPLOITING INFINITE VARIANCE THROUGH DUMMY VARIABLES IN NONSTATIONARY AUTOREGRESSIONS | 2014-06-23 | Paper |
| HETEROSKEDASTIC TIME SERIES WITH A UNIT ROOT | 2014-04-23 | Paper |
| Bootstrap Determination of the Co-Integration Rank in Vector Autoregressive Models | 2013-11-08 | Paper |
| Testing stationarity under a permanent variance shift | 2013-01-01 | Paper |
| Testing for unit roots in time series models with non-stationary volatility | 2012-09-23 | Paper |
| TESTING FOR UNIT ROOTS IN AUTOREGRESSIONS WITH MULTIPLE LEVEL SHIFTS | 2012-05-14 | Paper |
| TESTING FOR UNIT ROOTS IN THE PRESENCE OF A POSSIBLE BREAK IN TREND AND NONSTATIONARY VOLATILITY | 2011-11-22 | Paper |
| COINTEGRATION RANK TESTING UNDER CONDITIONAL HETEROSKEDASTICITY | 2011-04-21 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3080582 | 2011-03-10 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3565379 | 2010-06-03 | Paper |
| ROBUST INFERENCE IN AUTOREGRESSIONS WITH MULTIPLE OUTLIERS | 2009-12-15 | Paper |
| A Note on Testing Covariance Stationarity | 2009-10-21 | Paper |
| Tests for cointegration rank and choice of the alternative | 2009-10-13 | Paper |
| BootstrapMUnit Root Tests | 2009-08-28 | Paper |
| BOOTSTRAP UNIT ROOT TESTS FOR TIME SERIES WITH NONSTATIONARY VOLATILITY | 2009-06-11 | Paper |
| REGIME-SWITCHING AUTOREGRESSIVE COEFFICIENTS AND THE ASYMPTOTICS FOR UNIT ROOT TESTS | 2009-06-11 | Paper |
| Time-Transformed Unit Root Tests for Models with Non-Stationary Volatility | 2009-02-28 | Paper |
| Devaluation expectations and the unit root hypothesis: The Italian Lira in the European monetary system | 2009-02-03 | Paper |
| Testing the Null of Co-integration in the Presence of Variance Breaks | 2007-05-29 | Paper |
| STATIONARITY TESTS UNDER TIME-VARYING SECOND MOMENTS | 2006-03-22 | Paper |
| LIMITED TIME SERIES WITH A UNIT ROOT | 2006-03-08 | Paper |
| Bounded integrated processes and unit root tests | 2005-03-03 | Paper |
| Fundamentals and asset price dynamics | 2005-03-03 | Paper |
| Unit Root Tests under Time-Varying Variances | 2005-01-19 | Paper |
| Asymptotics for unit root tests under Markov regime‐switching | 2004-03-17 | Paper |
| Testing the unit root hypothesis using generalized range statistics | 2002-02-19 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4259408 | 2001-04-09 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3125697 | 1997-06-02 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4224728 | 1997-01-01 | Paper |
