Similar Search Results - EconBiz

Do panel cointegration tests produce "mixed signals"?

Hanck, Christoph - In: Annals of economics and statistics 107/108 (2012), pp. 299-310

Persistent link: https://www.econbiz.de/10009633336

Cointegration tests of PPP : do they also exhibit erratic behaviour?

Caporale, Guglielmo Maria; Hanck, Christoph - In: Applied economics letters 16 (2009) 1/3, pp. 9-15

Persistent link: https://www.econbiz.de/10003822534

Nonstationary-volatility robust panel unit root tests and the great moderation

Hanck, Christoph; Czudaj, Robert - 2013

This paper argues that typical applications of panel unit root tests should take possible nonstationarity in the volatility process of the innovations of the panel time series into account. Nonstationarity volatility arises for instance when there are structural breaks in the innovation...

Persistent link: https://www.econbiz.de/10009779045

Essays in modeling fat time series data using Bayesian econometrics

Prüser, Jan - 2018

Persistent link: https://www.econbiz.de/10012104866

Multiple testing for no cointegration under nonstationary volatility

Demetrescu, Matei; Hanck, Christoph - In: Oxford bulletin of economics and statistics 80 (2018) 3, pp. 485-513

Persistent link: https://www.econbiz.de/10011969530

Modeling, testing and forecasting persistent univariate and multivariate time-series with financial applications

Köhler, Steffen - 2021

Persistent link: https://www.econbiz.de/10013337545

Robust inference under time-varying volatility : a real-time evaluation of professional forecasters

Demetrescu, Matei; Hanck, Christoph; Kruse-Becher, Robinson - In: Journal of applied econometrics 37 (2022) 5, pp. 1010-1030

Persistent link: https://www.econbiz.de/10013464645

Nonstationary-volatility robust panel unit root tests and the great moderation : conference paper

Hanck, Christoph; Czudaj, Robert - 2013

This paper argues that typical applications of panel unit root tests should take possible nonstationarity in the volatility process of the innovations of the panel time series into account. Nonstationarity volatility arises for instance when there are structural breaks in the innovation...

Persistent link: https://www.econbiz.de/10010343777

Cointegration tests of PPP : do they also exhibit erratic behaviour?

Caporale, Guglielmo Maria (contributor); … - 2006

Persistent link: https://www.econbiz.de/10003377315

Cointegration tests of PPP : do they also exhibit erratic behaviour?

Caporale, Guglielmo Maria (contributor); … - 2006

Persistent link: https://www.econbiz.de/10003391534

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