Publikationen

Dimitriadis, T.; Hoga, Y.: Regressions Under Adverse Conditions. In: Journal of Business & Economic Statistics (2025), S. 1-33. doi:10.1080/07350015.2025.2520853Details BIB Download
Hanck, Christoph; Klenke, Jens: Aspekte des digitalen Lehrens und Prüfens: Überblick und neuere Entwicklungen im Fach Statistik - Technische und didaktische Konzepte für die Hochschullehre. In: Auferkorte-Michaelis, Nicole; Bonnes, Maiken; Hintze, Patrick; Liebscher, Julia (Hrsg.): Prüfungen digital gestalten. 1. Auflage. Verlag Barbara Budrich, Essen, 2025, S. 157-167. doi:10.3224/84743098Details Volltext BIB Download
Langerbein, Janine; Klenke, Jens: combcoint: A Joint Test-Statistic for the Null of Non-Cointegration - R package version 0.2.0. 2025. doi:10.32614/CRAN.package.combcointKurzfassungDetails Volltext BIB Download
Implements a joint cointegration testing approach that combines Engle-Granger, Johansen maximum eigenvalue, Boswijk, and Banerjee tests into a unified test-statistic for the null of non-cointegration.
Hoga, Y.: The Estimation Risk in Extreme Systemic Risk Forecasts. In: Econometric Theory, Jg.41 (2025), Nr. 2, S. 341-390. doi:10.1017/S0266466623000233Details BIB Download
Hanck, C.; Massing, T.: Testing for nonlinear cointegration under heteroskedasticity. In: Econometric Reviews (2024), S. 1-32. doi:10.1080/07474938.2024.2429598Details BIB Download
Arnold, Martin C.; Reinschlüssel, Thilo: Bootstrap Adaptive Lasso Solution Path Unit Root Tests. 2024. doi:10.48550/arXiv.2409.07859Details BIB Download
Arnold, Martin Christopher; Hanck, Christoph: Kausalanalyse und maschinelles Lernen mit R. Essen 2024. Details Volltext BIB Download
Massing, Till: Parametric Estimation of Tempered Stable Laws. In: ALEA, Lat. Am. J. Probab. Math. Stat., Jg.21 (2024), Nr. 2, S. 1567-1600. doi:10.30757/ALEA.v21-59Details Volltext BIB Download
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, Jg.643 (2024), Nr. 1. doi:10.1016/j.physa.2024.129818Details Volltext BIB Download
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/s40844-024-00283-1Details BIB Download
Fissler, T.; Hoga, Y.: Backtesting Systemic Risk Forecasts using Multi-Objective Elicitability. In: Journal of Business & Economic Statistics, Jg.42 (2024), Nr. 2, S. 485-498. doi:10.1080/07350015.2023.2200514Details BIB Download
Arnold, Martin Christopher; Reinschlüssel, Thilo: Adaptive Unit Root Inference in Autoregressions using the Lasso Solution Path. 2024. doi:10.48550/arXiv.2404.06205Details BIB Download
Hoga, Y.: Extremal Dependence-Based Specification Testing of Time Series. In: Journal of Business & Economic Statistics, Jg.41 (2023), Nr. 4, S. 1274-1287. doi:10.1080/07350015.2022.2120483Details BIB Download
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), Nr. 27, S. 694-722. doi:10.1051/ps/2023013Details BIB Download
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), Nr. 1, S. 6-16. doi:10.5281/zenodo.8115649Details BIB Download
Demetrescu, M.; Hanck, C.; Kruse-Becher, R.: Robust Fixed-b Inference in the Presence of Time-Varying Volatility. In: Econometrics and Statistics (2023). doi:10.1016/j.ecosta.2023.05.003Details BIB Download
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), Nr. 1, S. 225-232. doi:10.5220/0011847800003470Details BIB Download
Hoga, Y.; Demetrescu, M.: Monitoring Value-at-Risk and Expected Shortfall Forecasts. In: Management Science, Jg.69 (2023), Nr. 5, S. 2954-2971. doi:10.1287/mnsc.2022.4460Details BIB Download
Hoga, Y.; Dimitriadis, T.: On Testing Equal Conditional Predictive Ability Under Measurement Error. In: Journal of Business & Economic Statistics, Jg.41 (2023), Nr. 2, S. 364-376. doi:10.1080/07350015.2021.2021923Details BIB Download
Hanck, Christoph; Arnold, Martin Christopher: Hierarchical Bayes modelling of penalty conversion rates of Bundesliga players. In: AStA Advances in Statistical Analysis, Jg.107 (2023). doi:10.1007/s10182-021-00420-wDetails BIB Download
Reinschlüssel, Thilo; Arnold, Martin Christopher: Information-Enriched Selection of Stationary and Non-Stationary Autoregressions using the Adaptive Lasso. 2023. doi:10.48550/arXiv.2402.16580Details BIB Download
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.2906Details BIB Download
Hoga, Y.: Limit Theory for Forecasts of Extreme Distortion Risk Measures and Expectiles. In: Journal of Financial Econometrics, Jg.20 (2022), Nr. 1, S. 18-44. doi:10.1093/jjfinec/nbz032Details BIB Download
Hoga, Y.: Modeling Time-Varying Tail Dependence, With Application to Systemic Risk Forecasting. In: Journal of Financial Econometrics, Jg.20 (2022), Nr. 5, S. 1007-1037. doi:10.1093/jjfinec/nbaa043Details BIB Download
Hoga, Y.: Quantifying the Data-Dredging Bias in Structural Break Tests. In: Statistical Papers, Jg.63 (2022), S. 143-155. doi:10.1007/s00362-021-01233-4Details BIB Download
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-2020-0050Details BIB Download
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.2021.126143Details BIB Download
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, Jg.3 (2021), Nr. 1, S. 84-95. doi:10.1515/edu-2020-0144Details BIB Download
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.2020.11.010Details BIB Download
Massing, T.: Clustering Using Student t Mixture Copulas. In: SN Computer Science (2021). doi:10.1007/s42979-021-00503-0Details BIB Download
Hoga, Y.: The Uncertainty in Extreme Risk Forecasts from Covariate-Augmented Volatility Models. In: International Journal of Forecasting, Jg.37 (2021), Nr. 2, S. 675-686. doi:10.1016/j.ijforecast.2020.08.009Details BIB Download
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.2020.124587Details BIB Download
Hoga, Y.: Where Does the Tail Begin? An Approach Based on Scoring Rules. In: Econometric Reviews, Jg.39 (2020), Nr. 6, S. 579-601. doi:10.1080/07474938.2019.1697087Details BIB Download
Hanck, C.; Prüser, J.: House prices and interest rates: Bayesian evidence from Germany. In: Applied Economics (2020), S. 3073-3089. doi:10.1080/00036846.2019.1705242Details BIB Download
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, Jg.33 (2019), Nr. 3, S. 277-344. doi:10.1007/s11408-019-00335-2Details BIB Download
Arnold, M.; Hanck, C.: On Combining Evidence from Heteroskedasticity Robust Panel Unit Root Tests in Pooled Regressions. In: Journal of Risk and Financial Management, Jg.12 (2019), Nr. 117. doi:10.3390/jrfm12030117Details Volltext BIB Download
Hoga, Y.: Confidence Intervals for Conditional Tail Risk Measures in ARMA-GARCH Models. In: Journal of Business & Economic Statistics, Jg.37 (2019), Nr. 4, S. 613-624. doi:10.1080/07350015.2017.1401543Details Volltext BIB Download
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. (Hrsg.): INTELLI 2019 : The Eighth International Conference on Intelligent Systems and Applications. IARIA, Rome, 2019, S. 1-6. Details Volltext BIB Download
Massing, T.: Local asymptotic normality for Student-Lévy processes under high-frequency sampling. In: Statistics, Jg.53 (2019), Nr. 4, S. 721-752. doi:10.1080/02331888.2019.1618856Details Volltext BIB Download
Hoga, Y.: Extending the Limits of Backtesting via the ‘Vanishing p’ Approach. In: Journal of Time Series Analysis, Jg.40 (2019), S. 858-866. doi:10.1111/jtsa.12450Details BIB Download
Hoga, Y.: Extreme Conditional Tail Moment Estimation under Serial Dependence. In: Journal of Financial Econometrics, Jg.17 (2019), Nr. 4, S. 587-615. doi:10.1093/jjfinec/nby016KurzfassungDetails BIB Download
, forthcoming
Massing, T.: Stochastic Properties of Student-Lévy Processes with Applications (Dissertation). 2019. doi:10.17185/duepublico/70020Details Volltext BIB Download
Massing, T.; Schwinning, N.; Striewe, M.; Hanck, C.; Goedicke, M.: E-Assessment Using Variable-Content Exercises in Mathematical Statistics. In: Journal of Statistics Education, Jg.2018 (2018), Nr. 26-3, S. 174-189. doi:10.1080/10691898.2018.1518121Details Volltext BIB Download
Massing, T.: Simulation of Student–Lévy processes using series representations. In: Computational Statistics, Jg.33 (2018), Nr. 4, S. 1649-1685. doi:10.1007/s00180-018-0814-y Details Volltext BIB Download
Hanck, C.; Arnold, M.; Gerber, A.; Schmelzer, M.: Introduction to Econometrics with R. 2018. Details Volltext BIB Download
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), Nr. 284, S. 171-176 (ISSN: 1617-5468). Details BIB Download
Prüser, J.: Adaptive learning from model space (Accepted in Journal of Forecasting). In: Journal of Forecasting (2018). doi:10.1002/for.2549PDF Details Volltext BIB Download
Prüser, J.; Schlösser, A.: On the Time-Varying Effects of Economic Policy Uncertainty on the US Economy. In: Ruhr Economic Papers (2018), Nr. 761. Details Volltext BIB Download
Prüser, J.: Forecasting US inflation using Markov Dimension Switching. In: Ruhr Economic Papers (2018), Nr. 710. PDF Details BIB Download
Hoga, Y.: A structural break test for extremal dependence in β-mixing random vectors. In: Biometrika, Jg.105 (2018), S. 627-643. doi:10.1093/biomet/asy030Details BIB Download
Hoga, Y.: Detecting Tail Risk Differences in Multivariate Time Series. In: Journal of Time Series Analysis, Jg.39 (2018), S. 665-689. doi:10.1111/jtsa.12292KurzfassungDetails Volltext BIB Download
Here is the RCode.
Demetrescu, M.; Hanck, C.: Multiple Testing for No Cointegration under Nonstationary Volatility. In: Oxford Bulletin of Economics and Statistics, Jg.80 (2017), Nr. 3, S. 485-513. doi:10.1111/obes.12214Details BIB Download
Prüser, J.; Schlösser, A.: The Effects of Economic Policy Uncertainty on European Economies: Evidence from a TVP-FAVAR. In: Ruhr Economic Papers (2017), Nr. 708. Details BIB Download
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), S. 75-86. Details BIB Download
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). Details BIB Download
Hoga, Y.: Change Point Tests for the Tail Index of β-Mixing Random Variables. In: Econometric Theory, Jg.33 (2017), Nr. 4, S. 915-954. doi:10.1017/S0266466616000189Details BIB Download
Hoga, Y.: Monitoring Multivariate Time Series. In: Journal of Multivariate Analysis, Jg.155 (2017), S. 105-121. doi:10.1016/j.jmva.2016.12.003Details BIB Download
Hoga, Y.; Wied, D.: Sequential Monitoring of the Tail Behavior of Dependent Data. In: Journal of Statistical Planning & Inference, Jg.182 (2017), S. 29-49. doi:10.1016/j.jspi.2016.08.010Details BIB Download
Hoga, Y.: Testing for Changes in (Extreme) VaR. In: Econometrics Journal, Jg.20 (2017), S. 23-51. doi:10.1111/ectj.12080Details BIB Download
Hanck, C.: I just ran two trillion regressions. In: Economics Bulletin, Jg.36 (2016), Nr. 4, S. 2037-2042. Details Volltext BIB Download
Demetrescu, M.; Hanck, C.: Robust Inference for Near-Unit Root Processes with Time-Varying Error Variances. In: Econometric Reviews, Jg.35 (2016), Nr. 5, S. 751-781. doi:10.1080/07474938.2014.976525Details BIB Download
Hanck, C.; Prüser, J.: House Prices and Interest Rates - Bayesian Evidence from Germany. In: Ruhr Economic Papers (2016), Nr. 620. Details BIB Download
Beckmann; J.; Berger, T.; Czudaj, R.: Oil Price and FX-Rates Dependency. In: Quantitative Finance, forthcoming (2015). doi:10.1080/14697688.2015.1045930Details BIB Download
Beckmann; J.; Belke, A.; Czudaj, R.: Productivity Shocks and Real Effective Exchange Rates. In: Review of Development Economics, forthcoming (2015). Details BIB Download
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), Nr. 2, S. 292-234. doi:10.1016/j.pmedr.2015.03.008Details BIB Download
Czudaj, R.; Hanck, C.: Nonstationary-Volatility Robust Panel Unit Root Tests and the Great Moderation. In: AStA Advances in Statistical Analysis, Jg.99 (2015), Nr. 2, S. 161-187. doi:10.1007/s10182-014-0235-3Details BIB Download
Czudaj, R.; Prüser, J.: International Parity Relationships between Germany and the USA Revisited: Evidence from the Post-DM Period. In: Applied Economics, Jg.47 (2015), Nr. 26, S. 2745-2767. doi:10.1080/00036846.2015.1008776Details BIB Download
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, Jg.48 (2015), Nr. 1, S. 16-24. doi:10.1016/j.econmod.2014.10.044Details BIB Download
Deckers, T.; Hanck, C.: Variable Selection in Cross-Section Regressions: Comparisons and Extensions. In: Oxford Bulletin of Economics and Statistics, Jg.76 (2014), Nr. 6, S. 841-873. doi:10.1111/obes.12048Details BIB Download
Beckmann; J.; Belke, A.; Czudaj, R.: Does Global Liquidity Drive Commodity Prices?. In: Journal of Banking & Finance, Jg.48 (2014), Nr. 1, S. 224-234. doi:10.1016/j.jbankfin.2014.04.007Details BIB Download
Beckmann; J.; Belke, A.; Czudaj, R.: The Importance of Global Shocks for National Policymakers - Rising Challenges for Sustainable Monetary Policies. In: World Economy, Jg.37 (2014), Nr. 8, S. 1101-1127. doi:10.1111/twec.12127Details BIB Download
Beckmann, J.; Czudaj, R.: Regime Shifts and the Canada/US Exchange Rate in a Multivariate Framework. In: Economics Letters, Jg.123 (2014), Nr. 2, S. 206-211. doi:10.1016/j.econlet.2014.02.005Details BIB Download
Beckmann; J.; Belke, A.; Czudaj, R.: Regime-Dependent Adjustment in Energy Spot and Futures Markets. In: Economic Modelling, Jg.40 (2014), Nr. 1, S. 400-409. doi:10.1016/j.econmod.2013.12.026Details BIB Download
Demetrescu, M.; Hanck, C.; Tarcolea, A.: IV-Based Cointegration Testing in Dependent Panels with Time-Varying Variance. In: Journal of Time Series Analysis, Jg.35 (2014), Nr. 5, S. 393-406. doi:10.1111/jtsa.12071 Details BIB Download
Beckmann, J.; Czudaj, R.: Non-linearities in the Relationship of Agricultural Futures Prices. In: European Review of Agricultural Economics, Jg.41 (2014), Nr. 1, S. 1-23. doi:10.1093/erae/jbt015Details BIB Download
Beckmann, J.; Czudaj, R.: Volatility Transmission in Agricultural Futures Markets. In: Economic Modelling, Jg.36 (2014), Nr. 1, S. 541-546. doi:10.1016/j.econmod.2013.09.036Details BIB Download
Deckers, T.; Hanck, C.: Multiple Testing For Output Convergence. In: Macroeconomic Dynamics, Jg.18 (2014), Nr. 1, S. 199-214. doi:10.1017/S1365100512000338 Details BIB Download
Beckmann, J.; Czudaj, R.: Is there a Homogeneous Causality Pattern between Oil Prices and Currencies of Oil Importers and Exporters?. In: Energy Economics, Jg.40 (2013), Nr. 1, S. 665-678. doi:10.1016/j.eneco.2013.08.007Details BIB Download
Hanck, C.; Czudaj, R.: Nonstationary-Volatility Robust Panel Unit Root Tests and the Great Moderation. 434. Ruhr Economic Paper 434, Essen, 2013. doi:10.4419/86788490Details BIB Download
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:10.4419/86788487Details BIB Download
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, Jg.27 (2013), Nr. 4, S. 472-490. doi:10.1080/02692171.2012.736480Details BIB Download
Beckmann, J.; Czudaj, R.: Oil and Gold Price Dynamics in a Multivariate Cointegration Framework. In: International Economics and Economic Policy, Jg.10 (2013), Nr. 3, S. 453-468. doi:10.1007/s10368-013-0237-8Details BIB Download
Beckmann; J.; Belke, A.; Czudaj, R.: The U.S. Current Account and Real Effective Dollar Exchange Rates. In: Kredit und Kapital, Jg.46 (2013), Nr. 2, S. 213-231. doi:10.3790/kuk.46.2.213Details BIB Download
Beckmann, J.; Czudaj, R.: Oil Prices and Effective Dollar Exchange Rates. In: International Review of Economics & Finance, Jg.27 (2013), Nr. 1, S. 621-636. doi:10.1016/j.iref.2012.12.002Details BIB Download
Demetrescu, M.; Hanck, C.: Nonlinear IV Panel Unit Root Testing under Structural Breaks in the Error Variance. In: Statistical Papers, Jg.54 (2013), Nr. 4, S. 1043-1066. doi:10.1007/s00362-013-0502-5Details BIB Download
Bayer, C.; Hanck, C.: Combining Non-Cointegration Tests. In: Journal of Time Series Analysis (2013), Nr. 1, S. 83-95. doi:10.1111/j.1467-9892.2012.00814.xDetails BIB Download
Beckmann, J.; Czudaj, R.: Gold as an Inflation Hedge in a Time-Varying Coefficient Framework. In: North American Journal of Economics and Finance, Jg.24 (2013), Nr. 1, S. 208-222. doi:10.1016/j.najef.2012.10.007Details BIB Download
Hanck, C.: An Intersection Test for Panel Unit Roots. In: Econometric Reviews (2013), Nr. 32, S. 183-203. doi:10.1080/07474938.2011.608058Details BIB Download
Belke, A.; Czudaj, R.: Die Persistenz von Schocks in makroökonomischen Zeitreihen. In: WISU - Das Wirtschaftsstudium, Jg.12 (2012), Nr. 10, S. 1340-1347. Details BIB Download
Czudaj, R.: Modelling Euro Area Money Demand and Forecasting Inflation in a Time-Varying Environment. In: International Journal of Monetary Economics and Finance, Jg.5 (2012), Nr. 3, S. 244-267. doi:10.1504/IJMEF.2012.049047Details BIB Download
Becker, A.; Deckers, T.; Dohmen, T.; Falk, A.; Kosse, F.: The Relationship Between Economic Preferences and Psychological Personality Measures. In: Annual Review of Economics, Jg.4 (2012), S. 453-478. doi:10.1146/annurev-economics-080511-110922Details BIB Download
Beckmann, J.; Czudaj, R.: Gold as an Inflation Hedge in a Time-Varying Coefficient Framework. 362. Ruhr Economic Paper 362, Essen, 2012. doi:10.4419/86788416Details BIB Download
Czudaj, R.; Beckmann, J.: Spot and Futures Commodity Markets and the Unbiasedness Hypothesis. In: Economics Bulletin, Jg.32 (2012), Nr. 2, S. 1695-1707. Details BIB Download
Belke, A.; Czudaj, R.: Theorien der Geldnachfrage: Von der Klassik bis zur Finanzkrise. In: WISU - Das Wirtschaftsstudium, Jg.12 (2012), Nr. 4, S. 568-574. Details BIB Download
Czudaj, R.: Money or Output Gap: What Matters for Inflation in the Euro Area?. In: Schröder, H.; Clausen, V.; Behr, A. (Hrsg.): Essener Beiträge zur empirischen Wirtschaftsforschung: Festschrift für Prof. Dr. Walter Assenmacher. Springer Gabler, Wiesbaden, 2012, S. 107-124. Details BIB Download
Hanck, C.: Do Panel Cointegration Tests Produce `Mixed Signals'?. In: Annales d'Economie et de Statistique, forthcoming (2012). Details BIB Download
Hanck, C.: Multiple Unit Root Tests under Uncertainty over the Initial Condition: Some Powerful Modifications. In: Statistical Papers (2012), Nr. 53, S. 767-774. doi:10.1007/s00362-011-0379-0 Details BIB Download
Demetrescu, M.; Hanck, C.: Unit Root Testing in Heteroskedastic Panels using the Cauchy Estimator. In: Journal of Business & Economic Statistics (2012), Nr. 30, S. 256-264. doi:10.1080/07350015.2011.638839Details BIB Download
Demetrescu, M.; Hanck, C.: A Simple Nonstationary-Volatility Robust Panel Unit Root Test. In: Economics Letters (2012), Nr. 117, S. 10-13. doi:10.1016/j.econlet.2012.04.067Details BIB Download
Hanck, C.: On the Asymptotic Distribution of a Unit Root Test against ESTAR Alternatives. In: Statistics & Probability Letters (2012), Nr. 82, S. 360-364. doi:10.1016/j.spl.2011.11.001Details BIB Download
Czudaj, R.: P-Star in Times of Crisis - Forecasting Inflation for the Euro Area. In: Economic Systems, Jg.35 (2011), Nr. 3, S. 390-407. doi:10.1016/j.ecosys.2010.09.006Details BIB Download
Czudaj, R.: Improving Phillips Curve Based Inflation Forecasts: A Monetary Approach for the Euro Area. In: Banks and Bank Systems, Jg.6 (2011), Nr. 2, S. 5-14. Details BIB Download
Hanck, C.: Now, Whose Schools are Really Better (or Weaker) than Germany's? A Multiple Testing Approach. In: Economic Modelling (2011), Nr. 28, S. 1739-1746. doi:10.1016/j.econmod.2011.03.011Details BIB Download
Hanck, C.; Krämer, W.: The Exact Bias of S2 in Linear Panel Regressions with Spatial Autocorrelation. In: Economics Letters (2011), Nr. 110, S. 67-70. doi:10.1016/j.econlet.2010.09.015Details BIB Download
Belke, A.; Czudaj, R.: Is Euro Area Money Demand (Still) Stable? Cointegrated VAR Versus Single Equation Techniques. In: Applied Economics Quarterly, Jg.56 (2010), Nr. 4, S. 285-315. doi:10.3790/aeq.56.4.285Details BIB Download
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. Details BIB Download
Döhrn, Roland: Konjunkturprognosen in bewegten Zeiten - Die Kunst des Unmöglichen?. RWI Materialien, 2010. Details BIB Download
Caporale, G. M.; Hanck, C.: Are PPP Tests Erratically Behaved? Some Panel Evidence. In: International Review of Applied Economics (2010), Nr. 24.2, S. 203-221. doi:10.1080/02692170903424331Details BIB Download
Narayan, Paresh Kumar; Narayan, Seema; Popp, Stephan: A Note on the Lon-run Elasticities from the Energy Consumption-GDP Relationship. In: Applied Energy (2009). Details BIB Download
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). Details BIB Download
Hanck, C.: For Which Countries did PPP hold? A Multiple Testing Approach. In: Empirical Economics (2009), Nr. 37, S. 93-103. doi:10.1007/s00181-008-0224-zDetails BIB Download
Hanck, C.: Cross-Sectional Correlation Robust Tests for Panel Cointegration. In: Journal of Applied Statistics (2009), Nr. 36.7, S. 817-833. doi:10.1080/02664760802510042Details BIB Download
Hanck, C.: A Meta Analytic Approach to Testing for Panel Cointegration. In: Communications in Statistics - Simulation and Computation (2009), Nr. 38.5, S. 1051-1070. doi:10.1080/03610910902750039Details BIB Download
Paresh Kumar Narayan, Stephan Popp: Can the Electricity Market be Characterised by Asymmetric Behaviour?. In: Energy Policy (2009). Details BIB Download
Hanck, C.; Krämer, W: More on the F-test under Nonspherical Disturbances. In: Statistical Inference, Econo- metric Analysis and Matrix Algebra (2009), Nr. 4, S. 179-184. Details BIB Download
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). Details BIB Download
Caporale, G. M.; Hanck, C.: Cointegration Tests of PPP: Do They Also Exhibit Erratic Behaviour?. In: Applied Economics Letters (2009), Nr. 16.1, S. 9-15. doi:10.1080/17446540802092198Details BIB Download
Popp, Stephan: Einheitswurzeltests unter Beachtung von Strukturbrüchen: Ist die Arbeitslosenquote in Deutschland durch Hysterese gekennzeichnet? (Dissertation). 2008. Details BIB Download
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/s10182-014-0235-3Details BIB Download
Popp, Stephan: New Innovational Outlier Unit Root Test with a Break at an Unknown Time. In: Journal of Statistical Computation and Simulation (2008), Nr. 78, S. 1143-1159. Details BIB Download
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). Details BIB Download
Hanck, C.: The Error-in-Rejection Probability of Meta Analytic Panel Tests. In: Economics Letters (2008), Nr. 101, S. 27-30. doi:10.1016/j.econlet.2008.03.029Details BIB Download
Hanck, C.; Krämer, W: OLS-based Estimation of the Disturbance Variance under Spatial Autocorrelation. In: Recent Advances in Linear Models and Related Areas (2008), Nr. 18, S. 357-366. Details BIB Download
Popp, Stephan: Modified Seasonal Unit Root Test with Seasonal Level Shifts at Unknown Time. In: Economics Letters (2007), Nr. 97, S. 111-117. Details BIB Download
Walter Assenmacher, Stephan Popp: Europäische Einkommensentwicklung - Einkommenskonvergenzen zwischen ausgewählten Ländern der Europäischen Union. In: Assenmacher, Walter (Hrsg.): Empirische Wirtschaftsforschung; Essener Unikate. 29. Auflage. Universität Duisburg-Essen, 2007, S. 102-111. Details BIB Download
Assenmacher, W.; Kunert, A; Popp, S.: Der Chi-Quadrat Anpassungstest. In: WISU - Das Wirtschaftsstudium, Jg.30 (2001), Nr. 10, S. 1396-1408. Details BIB Download
Assenmacher, W.; Kunert, A; Popp, S.: Der Kolmogoroff-Smirnoff-Anpassungstest. In: WISU - Das Wirtschaftsstudium, Jg.30 (2001), Nr. 12, S. 1682-1688. Details BIB Download