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Sibbertsen, Philipp
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Economics letters
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Allgemeines statistisches Archiv : AStA ; journal of the German Statistical Society
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Long memory vs. structural change in financial time series
Krämer, Walter
;
Sibbertsen, Philipp
;
Kleiber, Christian
- In:
Allgemeines statistisches Archiv : AStA ; journal of …
86
(
2002
)
1
,
pp. 83-96
Persistent link: https://www.econbiz.de/10006561470
Saved in:
2
Generating schemes for long memory processes: regimes, aggregation and linearity
Davidson, James
;
Sibbertsen, Philipp
- In:
Journal of econometrics
128
(
2005
)
2
,
pp. 253-282
Persistent link: https://www.econbiz.de/10006751076
Saved in:
3
Tests of bias in log-periodogram regression
Davidson, James
;
Sibbertsen, Philipp
- In:
Economics letters
102
(
2009
)
2
,
pp. 83-86
Persistent link: https://www.econbiz.de/10008170741
Saved in:
4
On tests for linearity against STAR models with deterministic trends
Kaufmann, Hendrik
;
Kruse, Robinson
;
Sibbertsen, Philipp
- In:
Economics letters
117
(
2012
)
1
,
pp. 268-272
Persistent link: https://www.econbiz.de/10010018230
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5
What do we know about real exchange rate nonlinearities?
Kruse, Robinson
;
Frömmel, Michael
;
Menkhoff, Lukas
; …
- In:
Empirical economics : a journal of the Institute for …
43
(
2012
)
2
,
pp. 457-475
Persistent link: https://www.econbiz.de/10010021666
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6
Long memory in volatilities of German stock returns
Sibbertsen, Philipp
- In:
Empirical economics : a journal of the Institute for …
29
(
2004
)
3
,
pp. 477-488
Persistent link: https://www.econbiz.de/10006244272
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7
The power of the KPSS-test for cointegration when residuals are fractionally integrated
Sibbertsen, Philipp
;
Krämer, Walter
- In:
Economics letters
91
(
2006
)
3
,
pp. 321-324
Persistent link: https://www.econbiz.de/10007259472
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8
On robust local polynomial estimation with long-memory errors
Beran, Jan
;
Feng, Yuanhua
;
Ghosh, Sucharita
; …
- In:
International journal of forecasting
18
(
2002
)
2
,
pp. 227-242
Persistent link: https://www.econbiz.de/10006974892
Saved in:
9
Long memory and changing persistence
Kruse, Robinson
;
Sibbertsen, Philipp
- In:
Economics letters
114
(
2012
)
3
,
pp. 268-273
Persistent link: https://www.econbiz.de/10009825467
Saved in:
10
Tests of bias in log-periodogram regression
Davidson, James
;
Sibbertsen, Philipp
- In:
Economics letters
102
(
2009
)
2
,
pp. 83-87
Persistent link: https://www.econbiz.de/10008882501
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