Ausgewählte Publikationen (siehe CV für eine vollständige Liste)

Working papers

 

Work in progress & andere

  • On the use of VAR models with ignored changes in mean and variance, with N. Salish
  • Spurious Long-Range Dependence in Realized Volatilities? A panel examination, with C. Pigorsch and A.I. Tarcolea
  • Long Autoregressions under Asymmetric Loss, with A. Titova
  • Testing the Marginal Normality of Heteroskedastic Series, with R. Kruse
  • Robust Inference in Dynamic Regression Models with Persistent Regressors, with J. Breitung
  • Robust Inference in Panel Predictive Regressions, with D. Floro
  • Corrigendum to "Testing predictive regression models with nonstationary regressors" (Zongwu Cai and Yunfei Wang, Journal of Econometrics 178, 4-14)