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12 months |
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Last month |
3 months |
12 months |
Total |

A Comparison of Semiparametric Tests for Fractional Cointegration |
0 |
0 |
8 |
26 |
0 |
0 |
9 |
12 |

A Multivariate Test Against Spurious Long Memory |
0 |
0 |
1 |
93 |
1 |
2 |
10 |
80 |

A Simple Test on Structural Change in Long-Memory Time Series |
0 |
0 |
0 |
70 |
2 |
4 |
16 |
47 |

A Study on "Spurious Long Memory in Nonlinear Time Series Models" |
0 |
0 |
1 |
99 |
1 |
2 |
5 |
199 |

A simple specification procedure for the transition function in persistent nonlinear time series models |
0 |
0 |
0 |
45 |
0 |
1 |
11 |
121 |

A unified framework for testing in the linear regression model under unknown order of fractional integration |
0 |
0 |
0 |
28 |
0 |
3 |
12 |
72 |

A unified framework for testing in the linear regression model under unknown order of fractional integration |
0 |
0 |
0 |
22 |
3 |
3 |
10 |
69 |

About the Impact of Model Risk on Capital Reserves: A Quantitative Analysis |
0 |
2 |
4 |
92 |
0 |
7 |
15 |
178 |

An Overview of Modified Semiparametric Memory Estimation Methods |
0 |
0 |
2 |
30 |
0 |
2 |
19 |
30 |

An introduction to Markov chains for interested high school students |
4 |
7 |
22 |
227 |
6 |
17 |
63 |
554 |

Can we distinguish between common nonlinear time series models and long memory? |
0 |
0 |
1 |
98 |
2 |
4 |
11 |
215 |

Change-in-Mean Tests in Long-memory Time Series: A Review of Recent Developments |
0 |
0 |
1 |
53 |
1 |
3 |
21 |
43 |

Credit Risk Modeling under Conditional Volatility |
0 |
0 |
3 |
45 |
1 |
4 |
16 |
96 |

Die räumliche Flexibilität von Studierenden - Gründe für das Wanderungsverhalten von Studienanfänger/-innen zwischen den Bundesländern |
0 |
1 |
3 |
7 |
3 |
5 |
16 |
33 |

Distinguishing between long-range dependence and deterministic trends |
0 |
0 |
0 |
8 |
1 |
1 |
3 |
48 |

Divergence of credit valuation in Germany - Continuous theory and discrete practice - |
0 |
0 |
0 |
21 |
0 |
0 |
1 |
218 |

Empirical likelihood confidence intervals for the mean of a long-range dependent process |
0 |
0 |
0 |
144 |
1 |
1 |
3 |
526 |

Estimating the number of mean shifts under long memory |
0 |
0 |
1 |
37 |
2 |
3 |
5 |
59 |

Forecasting long memory time series under a break in persistence |
0 |
0 |
1 |
79 |
0 |
3 |
10 |
208 |

Forecasting long memory time series under a break in persistence |
0 |
0 |
0 |
58 |
1 |
2 |
7 |
177 |

Generating schemes for long memory processes: Regimes, aggregation and linearity |
0 |
1 |
1 |
3 |
3 |
5 |
5 |
26 |

Identification problems in ESTAR models and a new model |
0 |
0 |
2 |
87 |
4 |
8 |
27 |
261 |

Inference on the Long-Memory Properties of Time Series with Non-Stationary Volatility |
0 |
0 |
1 |
49 |
0 |
1 |
5 |
72 |

Information Criteria for Nonlinear Time Series Models |
0 |
0 |
0 |
63 |
0 |
0 |
9 |
119 |

Integration and Disintegration of EMU Government Bond Markets |
0 |
0 |
0 |
28 |
1 |
8 |
27 |
56 |

Log-periodogram estimation of the memory parameter of a long-memory process under trend |
0 |
0 |
0 |
1 |
1 |
1 |
1 |
27 |

Long memory and changing persistence |
0 |
0 |
1 |
34 |
1 |
3 |
9 |
98 |

Long memory and changing persistence |
0 |
0 |
0 |
38 |
0 |
0 |
1 |
75 |

Long memory vs. structural change in financial time series |
0 |
3 |
5 |
27 |
1 |
7 |
13 |
79 |

Long-memory in volatilities of German stock returns |
0 |
0 |
0 |
6 |
2 |
2 |
3 |
30 |

Long-memory versus structural breaks: An overview |
0 |
0 |
2 |
13 |
1 |
1 |
7 |
42 |

Measuring Model Risk |
1 |
1 |
2 |
355 |
6 |
7 |
18 |
769 |

Model Order Selection in Seasonal/Cyclical Long Memory Models |
0 |
1 |
1 |
99 |
2 |
4 |
8 |
69 |

Modellrisiko = Spezifikation + Validierung |
0 |
0 |
0 |
22 |
2 |
3 |
5 |
140 |

Nonparametric M-Estimation with Long-Memory Errors |
0 |
0 |
0 |
101 |
0 |
1 |
15 |
404 |

Nonparametric M-estimation with long-memory errors |
0 |
0 |
0 |
1 |
0 |
0 |
1 |
8 |

On robust local polynomial estimation with long-memory errors |
0 |
0 |
0 |
117 |
0 |
0 |
0 |
437 |

On robust local polynominal estimation with long-memory errors |
0 |
0 |
0 |
2 |
0 |
0 |
0 |
12 |

On tests for linearity against STAR models with deterministic trends |
0 |
0 |
0 |
27 |
1 |
2 |
5 |
75 |

On tests for linearity against STAR models with deterministic trends |
1 |
1 |
1 |
55 |
1 |
3 |
7 |
143 |

Origins of Spurious Long Memory |
0 |
0 |
2 |
81 |
0 |
0 |
6 |
35 |

Persistenz und saisonale Abhängigkeiten in Abflüssen des Rheins |
0 |
0 |
0 |
1 |
1 |
1 |
4 |
20 |

Phillips-Perron-type unit root tests in the nonlinear ESTAR framework |
0 |
0 |
0 |
289 |
0 |
0 |
3 |
996 |

Pricing of options under different volatility models |
0 |
0 |
1 |
9 |
0 |
0 |
4 |
58 |

Real exchange rates and economic fundamentals: An investigation based on a Markov-STAR model |
0 |
1 |
7 |
30 |
0 |
3 |
22 |
106 |

Recognizing mathematical talent: an approach using discriminant analysis |
0 |
0 |
0 |
15 |
2 |
3 |
7 |
53 |

Robust CUSUM-M test in the presence of long-memory disturbances |
0 |
0 |
0 |
9 |
0 |
0 |
3 |
34 |

Robust Multivariate Local Whittle Estimation and Spurious Fractional Cointegration |
2 |
4 |
19 |
19 |
5 |
10 |
14 |
14 |

Robust tests on fractional cointegration |
0 |
0 |
0 |
1 |
0 |
2 |
10 |
20 |

S-Estimation in the Linear Regression Model with Long-Memory Error Terms |
0 |
0 |
0 |
79 |
2 |
3 |
5 |
1,075 |

S-estimation in the nonlinear regression model with long-memory error terms |
0 |
0 |
0 |
0 |
2 |
4 |
5 |
14 |

S-estimators in the linear regression model with long-memory error terms |
0 |
0 |
0 |
1 |
3 |
3 |
4 |
14 |

Seasonal long memory in intraday volatility and trading volume of Dow Jones stocks |
1 |
1 |
2 |
44 |
4 |
9 |
25 |
55 |

Testing for Cointegration in a Double-LSTR Framework |
0 |
0 |
0 |
37 |
0 |
1 |
9 |
88 |

Testing for Long Memory Against ESTAR Nonlinearities |
0 |
0 |
0 |
60 |
0 |
1 |
1 |
156 |

Testing for a Break in the Persistence in Yield Spreads of EMU Government Bonds |
0 |
0 |
1 |
31 |
0 |
4 |
11 |
129 |

Testing for a break in persistence under long-range dependencies |
0 |
0 |
4 |
131 |
0 |
1 |
7 |
272 |

Testing for a break in persistence under long-range dependencies and mean shifts |
0 |
0 |
1 |
56 |
0 |
1 |
7 |
143 |

Testing for breaks in the cointegrating relationship: On the stability of government bond markets' equilibrium |
0 |
0 |
24 |
24 |
1 |
3 |
14 |
14 |

Testing for breaks in the cointegrating relationship: On the stability of government bond markets’ equilibrium |
1 |
1 |
9 |
9 |
5 |
6 |
9 |
9 |

Testing for structural change in the presence of long memory |
0 |
0 |
0 |
10 |
1 |
3 |
7 |
29 |

Tests of Bias in Log-Periodogram Regression |
0 |
0 |
0 |
93 |
2 |
3 |
3 |
229 |

Tests of Bias in Log-Periodogram Regression |
0 |
0 |
1 |
12 |
1 |
3 |
18 |
82 |

The Long Memory of Equity Volatility: International Evidence |
0 |
0 |
2 |
7 |
3 |
3 |
12 |
22 |

The Memory of Beta Factors |
0 |
0 |
28 |
28 |
2 |
5 |
21 |
21 |

The Memory of Stock Return Volatility: Asset Pricing Implications |
0 |
0 |
3 |
35 |
2 |
5 |
22 |
56 |

The Memory of Volatility |
0 |
1 |
16 |
336 |
3 |
6 |
37 |
98 |

The Periodogram of Spurious Long-Memory Processes |
1 |
2 |
3 |
35 |
2 |
3 |
8 |
22 |

The Power of the KPSS-Test for Cointegration when Residuals are Fractionally Integrated |
0 |
0 |
0 |
175 |
1 |
1 |
1 |
594 |

The Power of the KPSS-Test for Cointegration when Residuals are Fractionally Integrated |
0 |
1 |
1 |
11 |
1 |
2 |
2 |
59 |

The cost for the default of a loan: Linking theory and practice |
0 |
0 |
0 |
7 |
0 |
0 |
1 |
26 |

The dynamics of real exchange rates - A reconsideration |
0 |
0 |
1 |
74 |
0 |
4 |
5 |
129 |

Two competitive models and their identification problem: The ESTAR and TSTAR model |
0 |
0 |
0 |
52 |
3 |
3 |
5 |
68 |

What do we know about real exchange rate non-linearities? |
0 |
0 |
0 |
106 |
0 |
0 |
5 |
173 |

What do we know about real exchange rate nonlinearities? |
1 |
1 |
1 |
72 |
3 |
5 |
10 |
121 |

Total Working Papers |
12 |
29 |
190 |
4,389 |
100 |
224 |
756 |
10,961 |