Access Statistics for Philipp Sibbertsen

Author contact details at EconPapers.

Working Paper	File Downloads				Abstract Views
Working Paper	Last month	3 months	12 months	Total	Last month	3 months	12 months	Total
A Study on "Spurious Long Memory in Nonlinear Time Series Models"	1	3	58	58	3	8	59	59
Can we distinguish between common nonlinear time series models and long memory?	1	1	11	74	2	4	35	105
Divergence of credit valuation in Germany - Continuous theory and discrete practice -	1	1	1	19	5	7	23	139
Empirical likelihood confidence intervals for the mean of a long-range dependent process	0	2	15	103	3	14	55	353
Measuring Model Risk	6	15	122	122	17	40	165	165
Nonparametric M-Estimation with Long-Memory Errors	0	1	6	93	0	2	13	348
On robust local polynomial estimation with long-memory errors	1	2	2	107	1	4	12	387
Phillips-Perron-type unit root tests in the nonlinear ESTAR framework	7	21	57	218	19	47	182	654
S-Estimation in the Linear Regression Model with Long-Memory Error Terms	0	0	0	79	29	42	108	974
Testing for Long Memory Against ESTAR Nonlinearities	3	13	13	13	4	10	10	10
Testing for a break in persistence under long-range dependencies	1	7	26	77	1	10	54	130
Testing for a break in persistence under long-range dependencies and mean shifts	2	3	16	16	5	9	11	11
Tests of Bias in Log-Periodogram Regression	1	1	7	60	3	3	20	146
The Power of the KPSS-Test for Cointegration when Residuals are Fractionally Integrated	4	7	29	120	10	15	76	375
Total Working Papers	28	77	363	1,159	102	215	823	3,856

Journal Article	File Downloads				Abstract Views
Journal Article	Last month	3 months	12 months	Total	Last month	3 months	12 months	Total
Empirical likelihood confidence intervals for the mean of a long-range dependent process	0	0	2	6	4	4	11	38
Generating schemes for long memory processes: regimes, aggregation and linearity	2	3	3	15	2	5	12	62
Log-periodogram estimation of the memory parameter of a long-memory process under trend	0	0	2	2	0	1	6	6
Long memory in volatilities of German stock returns	0	0	2	41	0	0	9	86
On robust local polynomial estimation with long-memory errors	0	0	0	10	1	1	3	42
Phillips-Perron-type unit root tests in the nonlinear ESTAR framework	0	4	27	49	2	14	112	193
Testing for a break in persistence under long-range dependencies	2	4	8	8	5	11	20	20
Tests of bias in log-periodogram regression	1	1	6	6	4	6	24	24
The power of the KPSS-test for cointegration when residuals are fractionally integrated	0	0	2	22	1	1	12	61
Total Journal Articles	5	12	52	159	19	43	209	532

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Statistics updated 2009-11-04