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Are PPP tests erratically behaved? Some panel evidence
Maria Caporale, Guglielmo; Hanck, Christoph - In: International review of applied economics 24 (2010) 2, pp. 203-222
Persistent link: https://www.econbiz.de/10008394804
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Unit Root Testing in Heteroscedastic Panels Using the Cauchy Estimator
Demetrescu, Matei; Hanck, Christoph - In: Journal of business & economic statistics : JBES ; a … 30 (2012) 2, pp. 256-265
Persistent link: https://www.econbiz.de/10009976550
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A simple nonstationary-volatility robust panel unit root test
Demetrescu, Matei; Hanck, Christoph - In: Economics letters 117 (2012) 1, pp. 10-14
Persistent link: https://www.econbiz.de/10010018161
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The Error-in-Rejection Probability of meta-analytic panel tests
Hanck, Christoph - In: Economics letters 101 (2008) 1, pp. 27-30
Persistent link: https://www.econbiz.de/10008094787
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Now, whose schools are really better (or weaker) than Germany's? A multiple testing approach
Hanck, Christoph - In: Economic modelling 28 (2011) 4, pp. 1739-1747
Persistent link: https://www.econbiz.de/10009017422
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The Error-in-Rejection Probability of meta-analytic panel tests
Hanck, Christoph - In: Economics letters 101 (2008) 1, pp. 27-31
Persistent link: https://www.econbiz.de/10008897624
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Modeling, testing and forecasting persistent univariate and multivariate time-series with financial applications
Köhler, Steffen - 2021
Persistent link: https://www.econbiz.de/10013337545
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Analysis of large data sets : Bayesian methods and applications in energy and health economics
Kaeding, Matthias - 2021
Persistent link: https://www.econbiz.de/10013339186
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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
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An Intersection Test for Panel Unit Roots
Hanck, Christoph - In: Econometric reviews 32 (2013) 2, pp. 183-203
Persistent link: https://www.econbiz.de/10010053017