Publications
- Arnold, Martin C.; Reinschlüssel, Thilo: Bootstrap Adaptive Lasso Solution Path Unit Root Tests. 2024. doi:10.48550/arXiv.2409.07859CitationDetails
- Massing, Till: Parametric Estimation of Tempered Stable Laws. In: ALEA, Lat. Am. J. Probab. Math. Stat., Vol 21 (2024) No 2, p. 1567-1600. doi:10.30757/ALEA.v21-59Full textCitationDetails
- Băncescu, Irina; Chivu, Luminiţa; Massing, Till; Preda, Vasile; Puente-Ajovín, Miguel; Ramos, Arturo: On the parametric description of log-growth rates of Romanian city sizes. In: Physica A: Statistical Mechanics and its Applications, Vol 643 (2024) No 1. doi:10.1016/j.physa.2024.129818Full textCitationDetails
- Ramos, A.; Massing, T.; Ishikawa, A.; Mizuno, T. : Mixtures of log‑normal distributions in the mid‑scale range of firm‑size variables. In: Evolutionary and Institutional Economics Review (2024). doi:10.1007/s40844-024-00283-1CitationDetails
- Fissler, T.; Hoga, Y.: Backtesting Systemic Risk Forecasts using Multi-Objective Elicitability. In: Journal of Business & Economic Statistics, Vol 42 (2024) No 2, p. 485-498. doi:10.1080/07350015.2023.2200514CitationDetails
- Hoga, Y.: The Estimation Risk in Extreme Systemic Risk Forecasts. In: Econometric Theory (2024), p. 1-50. doi:10.1017/S0266466623000233CitationDetails
- Arnold, Martin Christopher; Reinschlüssel, Thilo: Adaptive Unit Root Inference in Autoregressions using the Lasso Solution Path. 2024. doi:10.48550/arXiv.2404.06205CitationDetails
- Hoga, Y.: Extremal Dependence-Based Specification Testing of Time Series. In: Journal of Business & Economic Statistics, Vol 41 (2023) No 4, p. 1274-1287. doi:10.1080/07350015.2022.2120483CitationDetails
- Massing, T.: Approximation and Error Analysis of Forward–Backward SDEs Driven by General Lévy Processes Using Shot Noise Series Representations. In: ESAIM: Probability and Statistics (2023) No 27, p. 694-722. doi:10.1051/ps/2023013CitationDetails
- Langerbein, J.; Massing, T.; Klenke, J.; Striewe, M.; Goedicke, M.; Hanck, C.; Reckmann, N.: A Data Mining Approach for Detecting Collusion in Unproctored Online Exams. In: Proceedings of the 16th International Conference on Educational Data Mining (2023) No 1, p. 6-16. doi:10.5281/zenodo.8115649CitationDetails
- Klenke, J.; Massing, T.; Reckmann, N.; Langerbein, J.; Otto, B.; Goedicke, M.; Hanck, C.: Effects of Early Warning Emails on Student Performance. In: Proceedings Of The 15Th International Conference On Computer Supported Education (2023) No 1, p. 225-232. doi:10.5220/0011847800003470CitationDetails
- Hoga, Y.; Demetrescu, M.: Monitoring Value-at-Risk and Expected Shortfall Forecasts. In: Management Science, Vol 69 (2023) No 5, p. 2954-2971. doi:10.1287/mnsc.2022.4460CitationDetails
- Hoga, Y.; Dimitriadis, T.: On Testing Equal Conditional Predictive Ability Under Measurement Error. In: Journal of Business & Economic Statistics, Vol 41 (2023) No 2, p. 364-376. doi:10.1080/07350015.2021.2021923CitationDetails
- Hanck, Christoph; Arnold, Martin Christopher: Hierarchical Bayes modelling of penalty conversion rates of Bundesliga players. In: AStA Advances in Statistical Analysis, Vol 107 (2023). doi:10.1007/s10182-021-00420-wCitationDetails
- Reinschlüssel, Thilo; Arnold, Martin Christopher: Information-Enriched Selection of Stationary and Non-Stationary Autoregressions using the Adaptive Lasso. 2023. doi:10.48550/arXiv.2402.16580CitationDetails
- Demetrescu, M.; Hanck, C.; Kruse, Robinson: Robust Inference under Time-Varying Volatility: A Real-Time Evaluation of Professional Forecasters. In: Journal of Applied Econometrics (2022). doi:10.1002/jae.2906CitationDetails
- Hoga, Y.: Limit Theory for Forecasts of Extreme Distortion Risk Measures and Expectiles. In: Journal of Financial Econometrics, Vol 20 (2022) No 1, p. 18-44. doi:10.1093/jjfinec/nbz032CitationDetails
- Hoga, Y.: Modeling Time-Varying Tail Dependence, With Application to Systemic Risk Forecasting. In: Journal of Financial Econometrics, Vol 20 (2022) No 5, p. 1007-1037. doi:10.1093/jjfinec/nbaa043CitationDetails
- Hoga, Y.: Quantifying the Data-Dredging Bias in Structural Break Tests. In: Statistical Papers, Vol 63 (2022), p. 143-155. doi:10.1007/s00362-021-01233-4CitationDetails
- Hanck, C.; Prüser, J.: A Comparison of Approaches to Select the Informativeness of Priors in BVARs. In: Journal of Economics and Statistics (2021). doi:10.1515/jbnst-2020-0050CitationDetails
- Massing, T.; Ramos, A.: Student's t mixture models for stock indices. A comparative study. In: Physica A: Statistical Mechanics and its Applications (2021). doi:10.1016/j.physa.2021.126143CitationDetails
- Massing, T.; Reckmann, N.; Blasberg, A.; Otto, B.; Hanck, C.; Goedicke, M.: When is the Best Time to Learn? - Evidence from an Introductory Statistics Course. In: Open Education Studies, Vol 3 (2021) No 1, p. 84-95. doi:10.1515/edu-2020-0144CitationDetails
- Heiss, F.; Hetzenecker, S.; Osterhaus, M.: Nonparametric estimation of the random coefficients: An elastic net approach. In: Journal of Econometrics (2021). doi:10.1016/j.jeconom.2020.11.010CitationDetails
- Massing, T.: Clustering Using Student t Mixture Copulas. In: SN Computer Science (2021). doi:10.1007/s42979-021-00503-0CitationDetails
- Hoga, Y.: The Uncertainty in Extreme Risk Forecasts from Covariate-Augmented Volatility Models. In: International Journal of Forecasting, Vol 37 (2021) No 2, p. 675-686. doi:10.1016/j.ijforecast.2020.08.009CitationDetails
- Massing, T.; Puente-Ajovín, M.; Ramos, A.: On the parametric description of log-growth rates of cities’ sizes of four European countries and the USA. In: Physica A: Statistical Mechanics and its Applications (2020). doi:10.1016/j.physa.2020.124587CitationDetails
- Hoga, Y.: Where Does the Tail Begin? An Approach Based on Scoring Rules. In: Econometric Reviews, Vol 39 (2020) No 6, p. 579-601. doi:10.1080/07474938.2019.1697087CitationDetails
- Hanck, C.; Prüser, J.: House prices and interest rates: Bayesian evidence from Germany. In: Applied Economics (2020), p. 3073-3089. doi:10.1080/00036846.2019.1705242CitationDetails
- Massing, T.: What is the best Lévy model for stock indices? A comparative study with a view to time consistency. In: Financial Markets and Portfolio Management, Vol 33 (2019) No 3, p. 277-344. doi:10.1007/s11408-019-00335-2CitationDetails
- Arnold, M.; Hanck, C.: On Combining Evidence from Heteroskedasticity Robust Panel Unit Root Tests in Pooled Regressions. In: Journal of Risk and Financial Management, Vol 12 (2019) No 117. doi:10.3390/jrfm12030117Full textCitationDetails
- Hoga, Y.: Confidence Intervals for Conditional Tail Risk Measures in ARMA-GARCH Models. In: Journal of Business & Economic Statistics, Vol 37 (2019) No 4, p. 613-624. doi:10.1080/07350015.2017.1401543Full textCitationDetails
- Berrisch, J.; Rammert, T.; Klüver, C.: Implementation of a Self-Enforcing Network to Identify Determinants of the WiFi Quality on German Highspeed Trains. In: Gonçalves, G.; van Moergestel, L. (Ed.): INTELLI 2019 : The Eighth International Conference on Intelligent Systems and Applications. IARIA, Rome 2019, p. 1-6. Full textCitationDetails
- Massing, T.: Local asymptotic normality for Student-Lévy processes under high-frequency sampling. In: Statistics, Vol 53 (2019) No 4, p. 721-752. doi:10.1080/02331888.2019.1618856Full textCitationDetails
- Hoga, Y.: Extending the Limits of Backtesting via the ‘Vanishing p’ Approach. In: Journal of Time Series Analysis, Vol 40 (2019), p. 858-866. doi:10.1111/jtsa.12450CitationDetails
- Hoga, Y.: Extreme Conditional Tail Moment Estimation under Serial Dependence. In: Journal of Financial Econometrics, Vol 17 (2019) No 4, p. 587-615. doi:10.1093/jjfinec/nby016CitationAbstractDetails
, forthcoming
- Massing, T.: Stochastic Properties of Student-Lévy Processes with Applications (Dissertation). 2019. doi:10.17185/duepublico/70020Full textCitationDetails
- Massing, T.; Schwinning, N.; Striewe, M.; Hanck, C.; Goedicke, M.: E-Assessment Using Variable-Content Exercises in Mathematical Statistics. In: Journal of Statistics Education, Vol 2018 (2018) No 26-3, p. 174-189. doi:10.1080/10691898.2018.1518121Full textCitationDetails
- Massing, T.: Simulation of Student–Lévy processes using series representations. In: Computational Statistics, Vol 33 (2018) No 4, p. 1649-1685. doi:10.1007/s00180-018-0814-y Full textCitationDetails
- Hanck, C.; Arnold, M.; Gerber, A.; Schmelzer, M.: Introduction to Econometrics with R. 2018. Full textCitationDetails
- Massing, T.; Reckmann, N.; Otto, B.; Hermann, K.; Hanck, C.; Goedicke, M.: Klausurprognose mit Hilfe von E-Assessment-Nutzerdaten. In: DeLFI 2018 - Die 16. E-Learning Fachtagung Informatik (2018) No 284, p. 171-176. CitationDetails
- Prüser, J.: Adaptive learning from model space (Accepted in Journal of Forecasting). In: Journal of Forecasting (2018). doi:10.1002/for.2549PDFFull textCitationDetails
- Prüser, J.; Schlösser, A.: On the Time-Varying Effects of Economic Policy Uncertainty on the US Economy. In: Ruhr Economic Papers (2018) No 761. Full textCitationDetails
- Prüser, J.: Forecasting US inflation using Markov Dimension Switching. In: Ruhr Economic Papers (2018) No 710. PDFCitationDetails
- Hoga, Y.: A structural break test for extremal dependence in β-mixing random vectors. In: Biometrika, Vol 105 (2018), p. 627-643. doi:10.1093/biomet/asy030CitationDetails
- Hoga, Y.: Detecting Tail Risk Differences in Multivariate Time Series. In: Journal of Time Series Analysis, Vol 39 (2018), p. 665-689. doi:10.1111/jtsa.12292Full textCitationAbstractDetails
Here is the RCode.
- Demetrescu, M.; Hanck, C.: Multiple Testing for No Cointegration under Nonstationary Volatility. In: Oxford Bulletin of Economics and Statistics, Vol 80 (2017) No 3, p. 485-513. doi:10.1111/obes.12214CitationDetails
- Prüser, J.; Schlösser, A.: The Effects of Economic Policy Uncertainty on European Economies: Evidence from a TVP-FAVAR. In: Ruhr Economic Papers (2017) No 708. CitationDetails
- Otto, B.; Massing, T.; Schwinning, N.; Reckmann, N.; Blasberg, A.; Schumann, S.; Hanck, C.; Goedicke, M.: Evaluation einer Statistiklehrveranstaltung mit dem JACK R-Modul. In: DeLFI 2017 - Die 15. E-Learning Fachtagung Informatik, Volume 273 of Lecture Notes in Informatics (2017), p. 75-86. CitationDetails
- Schwinning, N.; Striewe, M.; Massing, T.; Hanck, C.; Goedicke, M.: Towards digitalisation of summative and formative assessments in academic teaching of statistics. In: Proceedings of the Fifth International Conference on Learning and Teaching in Computing and Engineering (LaTiCE 2017) (2017). CitationDetails
- Hoga, Y.: Change Point Tests for the Tail Index of β-Mixing Random Variables. In: Econometric Theory, Vol 33 (2017) No 4, p. 915-954. doi:10.1017/S0266466616000189CitationDetails
- Hoga, Y.: Monitoring Multivariate Time Series. In: Journal of Multivariate Analysis, Vol 155 (2017), p. 105-121. doi:10.1016/j.jmva.2016.12.003CitationDetails
- Hoga, Y.; Wied, D.: Sequential Monitoring of the Tail Behavior of Dependent Data. In: Journal of Statistical Planning & Inference, Vol 182 (2017), p. 29-49. doi:10.1016/j.jspi.2016.08.010CitationDetails
- Hoga, Y.: Testing for Changes in (Extreme) VaR. In: Econometrics Journal, Vol 20 (2017), p. 23-51. doi:10.1111/ectj.12080CitationDetails
- Hanck, C.: I just ran two trillion regressions. In: Economics Bulletin, Vol 36 (2016) No 4, p. 2037-2042. Full textCitationDetails
- Demetrescu, M.; Hanck, C.: Robust Inference for Near-Unit Root Processes with Time-Varying Error Variances. In: Econometric Reviews, Vol 35 (2016) No 5, p. 751-781. doi:10.1080/07474938.2014.976525CitationDetails
- Hanck, C.; Prüser, J.: House Prices and Interest Rates - Bayesian Evidence from Germany. In: Ruhr Economic Papers (2016) No 620. CitationDetails
- Beckmann; J.; Berger, T.; Czudaj, R.: Oil Price and FX-Rates Dependency. In: Quantitative Finance, forthcoming (2015). doi:10.1080/14697688.2015.1045930CitationDetails
- Beckmann; J.; Belke, A.; Czudaj, R.: Productivity Shocks and Real Effective Exchange Rates. In: Review of Development Economics, forthcoming (2015). CitationDetails
- de Vos, P.; Faas, M. M.; Groen, H.; Hanck, C.; Neisingh, M.; Prak, D.: Weight Gain in Freshman College Students and Perceived Health. In: Preventive Medicine Reports (2015) No 2, p. 292-234. doi:10.1016/j.pmedr.2015.03.008CitationDetails
- Czudaj, R.; Hanck, C.: Nonstationary-Volatility Robust Panel Unit Root Tests and the Great Moderation. In: AStA Advances in Statistical Analysis, Vol 99 (2015) No 2, p. 161-187. doi:10.1007/s10182-014-0235-3CitationDetails
- Czudaj, R.; Prüser, J.: International Parity Relationships between Germany and the USA Revisited: Evidence from the Post-DM Period. In: Applied Economics, Vol 47 (2015) No 26, p. 2745-2767. doi:10.1080/00036846.2015.1008776CitationDetails
- Beckmann; J.; Berger, T.; Czudaj, R.: Does Gold Act as a Hedge or a Safe Haven for Stocks? A Smooth Transition Approach. In: Economic Modelling, Vol 48 (2015) No 1, p. 16-24. doi:10.1016/j.econmod.2014.10.044CitationDetails
- Deckers, T.; Hanck, C.: Variable Selection in Cross-Section Regressions: Comparisons and Extensions. In: Oxford Bulletin of Economics and Statistics, Vol 76 (2014) No 6, p. 841-873. doi:10.1111/obes.12048CitationDetails
- Beckmann; J.; Belke, A.; Czudaj, R.: Does Global Liquidity Drive Commodity Prices?. In: Journal of Banking & Finance, Vol 48 (2014) No 1, p. 224-234. doi:10.1016/j.jbankfin.2014.04.007CitationDetails
- Beckmann; J.; Belke, A.; Czudaj, R.: The Importance of Global Shocks for National Policymakers - Rising Challenges for Sustainable Monetary Policies. In: World Economy, Vol 37 (2014) No 8, p. 1101-1127. doi:10.1111/twec.12127CitationDetails
- Beckmann, J.; Czudaj, R.: Regime Shifts and the Canada/US Exchange Rate in a Multivariate Framework. In: Economics Letters, Vol 123 (2014) No 2, p. 206-211. doi:10.1016/j.econlet.2014.02.005CitationDetails
- Beckmann; J.; Belke, A.; Czudaj, R.: Regime-Dependent Adjustment in Energy Spot and Futures Markets. In: Economic Modelling, Vol 40 (2014) No 1, p. 400-409. doi:10.1016/j.econmod.2013.12.026CitationDetails
- Demetrescu, M.; Hanck, C.; Tarcolea, A.: IV-Based Cointegration Testing in Dependent Panels with Time-Varying Variance. In: Journal of Time Series Analysis, Vol 35 (2014) No 5, p. 393-406. doi:10.1111/jtsa.12071 CitationDetails
- Beckmann, J.; Czudaj, R.: Non-linearities in the Relationship of Agricultural Futures Prices. In: European Review of Agricultural Economics, Vol 41 (2014) No 1, p. 1-23. doi:10.1093/erae/jbt015CitationDetails
- Beckmann, J.; Czudaj, R.: Volatility Transmission in Agricultural Futures Markets. In: Economic Modelling, Vol 36 (2014) No 1, p. 541-546. doi:10.1016/j.econmod.2013.09.036CitationDetails
- Deckers, T.; Hanck, C.: Multiple Testing For Output Convergence. In: Macroeconomic Dynamics, Vol 18 (2014) No 1, p. 199-214. doi:10.1017/S1365100512000338 CitationDetails
- Beckmann, J.; Czudaj, R.: Is there a Homogeneous Causality Pattern between Oil Prices and Currencies of Oil Importers and Exporters?. In: Energy Economics, Vol 40 (2013) No 1, p. 665-678. doi:10.1016/j.eneco.2013.08.007CitationDetails
- Hanck, C.; Czudaj, R.: Nonstationary-Volatility Robust Panel Unit Root Tests and the Great Moderation. 434. Ruhr Economic Paper 434, Essen 2013. doi:10.4419/86788490CitationDetails
- Beckmann, J.; Czudaj, R.: Is there a Homogeneous Causality Pattern between Oil Prices and Currencies of Oil Importers and Exporters?. 431. Ruhr Economic Paper 431, Essen 2013. doi:10.4419/86788487CitationDetails
- Beckmann, J.; Czudaj, R.: The Forward Pricing Function of Industrial Metal Futures – Evidence from Cointegration and Smooth Transition Regression Analysis. In: International Review of Applied Economics, Vol 27 (2013) No 4, p. 472-490. doi:10.1080/02692171.2012.736480CitationDetails
- Beckmann, J.; Czudaj, R.: Oil and Gold Price Dynamics in a Multivariate Cointegration Framework. In: International Economics and Economic Policy, Vol 10 (2013) No 3, p. 453-468. doi:10.1007/s10368-013-0237-8CitationDetails
- Beckmann; J.; Belke, A.; Czudaj, R.: The U.S. Current Account and Real Effective Dollar Exchange Rates. In: Kredit und Kapital, Vol 46 (2013) No 2, p. 213-231. doi:10.3790/kuk.46.2.213CitationDetails
- Beckmann, J.; Czudaj, R.: Oil Prices and Effective Dollar Exchange Rates. In: International Review of Economics & Finance, Vol 27 (2013) No 1, p. 621-636. doi:10.1016/j.iref.2012.12.002CitationDetails
- Demetrescu, M.; Hanck, C.: Nonlinear IV Panel Unit Root Testing under Structural Breaks in the Error Variance. In: Statistical Papers, Vol 54 (2013) No 4, p. 1043-1066. doi:10.1007/s00362-013-0502-5CitationDetails
- Bayer, C.; Hanck, C.: Combining Non-Cointegration Tests. In: Journal of Time Series Analysis (2013) No 1, p. 83-95. doi:10.1111/j.1467-9892.2012.00814.xCitationDetails
- Beckmann, J.; Czudaj, R.: Gold as an Inflation Hedge in a Time-Varying Coefficient Framework. In: North American Journal of Economics and Finance, Vol 24 (2013) No 1, p. 208-222. doi:10.1016/j.najef.2012.10.007CitationDetails
- Hanck, C.: An Intersection Test for Panel Unit Roots. In: Econometric Reviews (2013) No 32, p. 183-203. doi:10.1080/07474938.2011.608058CitationDetails
- Belke, A.; Czudaj, R.: Die Persistenz von Schocks in makroökonomischen Zeitreihen. In: WISU - Das Wirtschaftsstudium, Vol 12 (2012) No 10, p. 1340-1347. CitationDetails
- Czudaj, R.: Modelling Euro Area Money Demand and Forecasting Inflation in a Time-Varying Environment. In: International Journal of Monetary Economics and Finance, Vol 5 (2012) No 3, p. 244-267. doi:10.1504/IJMEF.2012.049047CitationDetails
- Becker, A.; Deckers, T.; Dohmen, T.; Falk, A.; Kosse, F.: The Relationship Between Economic Preferences and Psychological Personality Measures. In: Annual Review of Economics, Vol 4 (2012), p. 453-478. doi:10.1146/annurev-economics-080511-110922CitationDetails
- Beckmann, J.; Czudaj, R.: Gold as an Inflation Hedge in a Time-Varying Coefficient Framework. 362. Ruhr Economic Paper 362, Essen 2012. doi:10.4419/86788416CitationDetails
- Czudaj, R.; Beckmann, J.: Spot and Futures Commodity Markets and the Unbiasedness Hypothesis. In: Economics Bulletin, Vol 32 (2012) No 2, p. 1695-1707. CitationDetails
- Belke, A.; Czudaj, R.: Theorien der Geldnachfrage: Von der Klassik bis zur Finanzkrise. In: WISU - Das Wirtschaftsstudium, Vol 12 (2012) No 4, p. 568-574. CitationDetails
- Czudaj, R.: Money or Output Gap: What Matters for Inflation in the Euro Area?. In: Schröder, H.; Clausen, V.; Behr, A. (Ed.): Essener Beiträge zur empirischen Wirtschaftsforschung: Festschrift für Prof. Dr. Walter Assenmacher. Springer Gabler, Wiesbaden 2012, p. 107-124. CitationDetails
- Hanck, C.: Do Panel Cointegration Tests Produce `Mixed Signals'?. In: Annales d'Economie et de Statistique, forthcoming (2012). CitationDetails
- Hanck, C.: Multiple Unit Root Tests under Uncertainty over the Initial Condition: Some Powerful Modifications. In: Statistical Papers (2012) No 53, p. 767-774. doi:10.1007/s00362-011-0379-0 CitationDetails
- Demetrescu, M.; Hanck, C.: Unit Root Testing in Heteroskedastic Panels using the Cauchy Estimator. In: Journal of Business & Economic Statistics (2012) No 30, p. 256-264. doi:10.1080/07350015.2011.638839CitationDetails
- Demetrescu, M.; Hanck, C.: A Simple Nonstationary-Volatility Robust Panel Unit Root Test. In: Economics Letters (2012) No 117, p. 10-13. doi:10.1016/j.econlet.2012.04.067CitationDetails
- Hanck, C.: On the Asymptotic Distribution of a Unit Root Test against ESTAR Alternatives. In: Statistics & Probability Letters (2012) No 82, p. 360-364. doi:10.1016/j.spl.2011.11.001CitationDetails
- Czudaj, R.: P-Star in Times of Crisis - Forecasting Inflation for the Euro Area. In: Economic Systems, Vol 35 (2011) No 3, p. 390-407. doi:10.1016/j.ecosys.2010.09.006CitationDetails
- Czudaj, R.: Improving Phillips Curve Based Inflation Forecasts: A Monetary Approach for the Euro Area. In: Banks and Bank Systems, Vol 6 (2011) No 2, p. 5-14. CitationDetails
- Hanck, C.: Now, Whose Schools are Really Better (or Weaker) than Germany's? A Multiple Testing Approach. In: Economic Modelling (2011) No 28, p. 1739-1746. doi:10.1016/j.econmod.2011.03.011CitationDetails
- Hanck, C.; Krämer, W.: The Exact Bias of S2 in Linear Panel Regressions with Spatial Autocorrelation. In: Economics Letters (2011) No 110, p. 67-70. doi:10.1016/j.econlet.2010.09.015CitationDetails
- Belke, A.; Czudaj, R.: Is Euro Area Money Demand (Still) Stable? Cointegrated VAR Versus Single Equation Techniques. In: Applied Economics Quarterly, Vol 56 (2010) No 4, p. 285-315. doi:10.3790/aeq.56.4.285CitationDetails
- Belke, A.; Czudaj, R.: Is Euro Area Money Demand (Still) Stable? Cointegrated VAR Versus Single Equation Techniques. DIW Discussion Paper 982, Ruhr Economic Paper 171, ROME Discussion Paper Series 10-03, Berlin, Essen 2010. CitationDetails
- Döhrn, Roland: Konjunkturprognosen in bewegten Zeiten - Die Kunst des Unmöglichen?. RWI Materialien, 2010. CitationDetails
- Caporale, G. M.; Hanck, C.: Are PPP Tests Erratically Behaved? Some Panel Evidence. In: International Review of Applied Economics (2010) No 24.2, p. 203-221. doi:10.1080/02692170903424331CitationDetails
- Narayan, Paresh Kumar; Narayan, Seema; Popp, Stephan: A Note on the Lon-run Elasticities from the Energy Consumption-GDP Relationship. In: Applied Energy (2009). CitationDetails
- Mauro Costantini, Stephan Popp: A note on the asymptotic distribution of a Perron-type innovational outlier unit root test with break. In: Statistical Papers (2009). CitationDetails
- Hanck, C.: For Which Countries did PPP hold? A Multiple Testing Approach. In: Empirical Economics (2009) No 37, p. 93-103. doi:10.1007/s00181-008-0224-zCitationDetails
- Hanck, C.: Cross-Sectional Correlation Robust Tests for Panel Cointegration. In: Journal of Applied Statistics (2009) No 36.7, p. 817-833. doi:10.1080/02664760802510042CitationDetails
- Hanck, C.: A Meta Analytic Approach to Testing for Panel Cointegration. In: Communications in Statistics - Simulation and Computation (2009) No 38.5, p. 1051-1070. doi:10.1080/03610910902750039CitationDetails
- Paresh Kumar Narayan, Stephan Popp: Can the Electricity Market be Characterised by Asymmetric Behaviour?. In: Energy Policy (2009). CitationDetails
- Hanck, C.; Krämer, W: More on the F-test under Nonspherical Disturbances. In: Statistical Inference, Econo- metric Analysis and Matrix Algebra (2009) No 4, p. 179-184. CitationDetails
- Paresh Kumar Narayan, Stephan Popp: A New Unit Root Test With Two Structural Breaks in Level and Slope at Unknown Time. In: Journal of Applied Statistics (2009). CitationDetails
- Caporale, G. M.; Hanck, C.: Cointegration Tests of PPP: Do They Also Exhibit Erratic Behaviour?. In: Applied Economics Letters (2009) No 16.1, p. 9-15. doi:10.1080/17446540802092198CitationDetails
- Popp, Stephan: Einheitswurzeltests unter Beachtung von Strukturbrüchen: Ist die Arbeitslosenquote in Deutschland durch Hysterese gekennzeichnet? (Dissertation). 2008. CitationDetails
- Christoph Hanck, Robert Czudaj: Nonstationary-volatility robust panel unit root tests and the great moderation. In: AStA Advances in Statistical Analysis (2008). doi:10.1007/s10182-014-0235-3CitationDetails
- Popp, Stephan: New Innovational Outlier Unit Root Test with a Break at an Unknown Time. In: Journal of Statistical Computation and Simulation (2008) No 78, p. 1143-1159. CitationDetails
- Paresh Kumar Narayan, Stephan Popp: Investigating Business Cycle Asymmetry for the G7 Countries: Evidence from Over a Century of Data. In: International Review of Economics and Finance (2008). CitationDetails
- Hanck, C.: The Error-in-Rejection Probability of Meta Analytic Panel Tests. In: Economics Letters (2008) No 101, p. 27-30. doi:10.1016/j.econlet.2008.03.029CitationDetails
- Hanck, C.; Krämer, W: OLS-based Estimation of the Disturbance Variance under Spatial Autocorrelation. In: Recent Advances in Linear Models and Related Areas (2008) No 18, p. 357-366. CitationDetails
- Popp, Stephan: Modified Seasonal Unit Root Test with Seasonal Level Shifts at Unknown Time. In: Economics Letters (2007) No 97, p. 111-117. CitationDetails
- Walter Assenmacher, Stephan Popp: Europäische Einkommensentwicklung - Einkommenskonvergenzen zwischen ausgewählten Ländern der Europäischen Union. In: Assenmacher, Walter (Ed.): Empirische Wirtschaftsforschung; Essener Unikate. 29th Edition. Universität Duisburg-Essen 2007, p. 102-111. CitationDetails
- Assenmacher, W.; Kunert, A; Popp, S.: Der Chi-Quadrat Anpassungstest. In: WISU - Das Wirtschaftsstudium, Vol 30 (2001) No 10, p. 1396-1408. CitationDetails
- Assenmacher, W.; Kunert, A; Popp, S.: Der Kolmogoroff-Smirnoff-Anpassungstest. In: WISU - Das Wirtschaftsstudium, Vol 30 (2001) No 12, p. 1682-1688. CitationDetails
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