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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 |
26 |
26 |
0 |
3 |
12 |
12 |

A Multivariate Test Against Spurious Long Memory |
0 |
0 |
2 |
93 |
1 |
1 |
4 |
73 |

A Simple Test on Structural Change in Long-Memory Time Series |
0 |
0 |
1 |
70 |
0 |
2 |
13 |
39 |

A Study on "Spurious Long Memory in Nonlinear Time Series Models" |
0 |
0 |
1 |
99 |
0 |
0 |
2 |
195 |

A simple specification procedure for the transition function in persistent nonlinear time series models |
0 |
0 |
0 |
45 |
1 |
1 |
5 |
115 |

A unified framework for testing in the linear regression model under unknown order of fractional integration |
0 |
0 |
0 |
22 |
0 |
1 |
4 |
61 |

A unified framework for testing in the linear regression model under unknown order of fractional integration |
0 |
0 |
0 |
28 |
3 |
6 |
8 |
67 |

About the Impact of Model Risk on Capital Reserves: A Quantitative Analysis |
0 |
1 |
3 |
89 |
0 |
2 |
14 |
168 |

An Overview of Modified Semiparametric Memory Estimation Methods |
0 |
1 |
5 |
30 |
0 |
3 |
16 |
25 |

An introduction to Markov chains for interested high school students |
2 |
6 |
18 |
216 |
6 |
17 |
51 |
528 |

Can we distinguish between common nonlinear time series models and long memory? |
0 |
0 |
1 |
98 |
0 |
1 |
5 |
209 |

Change-in-Mean Tests in Long-memory Time Series: A Review of Recent Developments |
0 |
1 |
3 |
53 |
3 |
7 |
13 |
33 |

Credit Risk Modeling under Conditional Volatility |
1 |
2 |
4 |
45 |
1 |
3 |
12 |
88 |

Die räumliche Flexibilität von Studierenden - Gründe für das Wanderungsverhalten von Studienanfänger/-innen zwischen den Bundesländern |
0 |
0 |
3 |
6 |
4 |
5 |
12 |
25 |

Distinguishing between long-range dependence and deterministic trends |
0 |
0 |
0 |
8 |
0 |
1 |
1 |
46 |

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

Empirical likelihood confidence intervals for the mean of a long-range dependent process |
0 |
0 |
1 |
144 |
0 |
1 |
2 |
524 |

Estimating the number of mean shifts under long memory |
0 |
0 |
1 |
36 |
0 |
0 |
2 |
55 |

Forecasting long memory time series under a break in persistence |
0 |
1 |
1 |
79 |
1 |
2 |
4 |
201 |

Forecasting long memory time series under a break in persistence |
0 |
0 |
0 |
58 |
1 |
1 |
5 |
175 |

Generating schemes for long memory processes: Regimes, aggregation and linearity |
0 |
0 |
0 |
2 |
0 |
0 |
3 |
21 |

Identification problems in ESTAR models and a new model |
0 |
0 |
1 |
85 |
2 |
5 |
17 |
245 |

Inference on the Long-Memory Properties of Time Series with Non-Stationary Volatility |
0 |
0 |
0 |
48 |
1 |
1 |
4 |
70 |

Information Criteria for Nonlinear Time Series Models |
0 |
0 |
0 |
63 |
0 |
4 |
10 |
119 |

Integration and Disintegration of EMU Government Bond Markets |
0 |
0 |
4 |
28 |
3 |
6 |
25 |
42 |

Log-periodogram estimation of the memory parameter of a long-memory process under trend |
0 |
0 |
0 |
1 |
0 |
0 |
2 |
26 |

Long memory and changing persistence |
0 |
0 |
0 |
38 |
0 |
0 |
1 |
74 |

Long memory and changing persistence |
0 |
0 |
0 |
33 |
0 |
0 |
2 |
91 |

Long memory vs. structural change in financial time series |
0 |
0 |
4 |
23 |
0 |
2 |
8 |
69 |

Long-memory in volatilities of German stock returns |
0 |
0 |
0 |
6 |
0 |
0 |
2 |
27 |

Long-memory versus structural breaks: An overview |
0 |
0 |
2 |
12 |
1 |
1 |
8 |
38 |

Measuring Model Risk |
0 |
0 |
3 |
354 |
0 |
4 |
16 |
759 |

Model Order Selection in Seasonal/Cyclical Long Memory Models |
0 |
0 |
0 |
98 |
1 |
1 |
7 |
65 |

Modellrisiko = Spezifikation + Validierung |
0 |
0 |
0 |
22 |
0 |
1 |
6 |
136 |

Nonparametric M-estimation with long-memory errors |
0 |
0 |
0 |
1 |
0 |
0 |
2 |
7 |

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 |
54 |
0 |
1 |
2 |
138 |

On tests for linearity against STAR models with deterministic trends |
0 |
0 |
0 |
27 |
1 |
1 |
1 |
71 |

Origins of Spurious Long Memory |
1 |
1 |
3 |
81 |
2 |
3 |
7 |
34 |

Persistenz und saisonale Abhängigkeiten in Abflüssen des Rheins |
0 |
0 |
0 |
1 |
0 |
0 |
2 |
18 |

Phillips-Perron-type unit root tests in the nonlinear ESTAR framework |
0 |
0 |
0 |
289 |
1 |
1 |
3 |
995 |

Pricing of options under different volatility models |
0 |
1 |
1 |
9 |
0 |
1 |
2 |
56 |

Real exchange rates and economic fundamentals: An investigation based on a Markov-STAR model |
1 |
3 |
13 |
28 |
3 |
5 |
30 |
97 |

Recognizing mathematical talent: an approach using discriminant analysis |
0 |
0 |
0 |
15 |
0 |
1 |
3 |
49 |

Robust CUSUM-M test in the presence of long-memory disturbances |
0 |
0 |
0 |
9 |
0 |
0 |
5 |
34 |

Robust tests on fractional cointegration |
0 |
0 |
0 |
1 |
3 |
3 |
5 |
15 |

S-Estimation in the Linear Regression Model with Long-Memory Error Terms |
0 |
0 |
0 |
79 |
0 |
1 |
3 |
1,071 |

S-estimation in the nonlinear regression model with long-memory error terms |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
9 |

S-estimators in the linear regression model with long-memory error terms |
0 |
0 |
0 |
1 |
0 |
0 |
2 |
11 |

Seasonal long memory in intraday volatility and trading volume of Dow Jones stocks |
0 |
0 |
3 |
42 |
4 |
9 |
18 |
43 |

Testing for Cointegration in a Double-LSTR Framework |
0 |
0 |
0 |
37 |
1 |
4 |
9 |
85 |

Testing for Long Memory Against ESTAR Nonlinearities |
0 |
0 |
0 |
60 |
0 |
0 |
2 |
155 |

Testing for a Break in the Persistence in Yield Spreads of EMU Government Bonds |
0 |
1 |
1 |
31 |
0 |
2 |
8 |
122 |

Testing for a break in persistence under long-range dependencies |
0 |
0 |
1 |
128 |
0 |
0 |
4 |
268 |

Testing for a break in persistence under long-range dependencies and mean shifts |
0 |
0 |
0 |
55 |
0 |
0 |
3 |
138 |

Testing for breaks in the cointegrating relationship: On the stability of government bond markets' equilibrium |
0 |
23 |
23 |
23 |
1 |
7 |
7 |
7 |

Testing for structural change in the presence of long memory |
0 |
0 |
0 |
10 |
0 |
0 |
2 |
24 |

Tests of Bias in Log-Periodogram Regression |
0 |
0 |
0 |
93 |
0 |
0 |
1 |
226 |

Tests of Bias in Log-Periodogram Regression |
0 |
0 |
0 |
11 |
2 |
13 |
14 |
78 |

The Long Memory of Equity Volatility: International Evidence |
0 |
0 |
4 |
6 |
0 |
1 |
7 |
17 |

The Memory of Stock Return Volatility: Asset Pricing Implications |
0 |
1 |
4 |
35 |
1 |
4 |
17 |
46 |

The Memory of Volatility |
1 |
5 |
30 |
333 |
4 |
10 |
32 |
83 |

The Periodogram of Spurious Long-Memory Processes |
0 |
1 |
2 |
33 |
0 |
2 |
6 |
18 |

The Power of the KPSS-Test for Cointegration when Residuals are Fractionally Integrated |
0 |
0 |
0 |
10 |
0 |
0 |
0 |
57 |

The Power of the KPSS-Test for Cointegration when Residuals are Fractionally Integrated |
0 |
0 |
0 |
175 |
0 |
0 |
0 |
593 |

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 |
1 |
1 |
1 |
74 |
1 |
1 |
1 |
125 |

Two competitive models and their identification problem: The ESTAR and TSTAR model |
0 |
0 |
0 |
52 |
0 |
0 |
2 |
64 |

What do we know about real exchange rate non-linearities? |
0 |
0 |
1 |
106 |
2 |
2 |
6 |
173 |

What do we know about real exchange rate nonlinearities? |
0 |
0 |
0 |
71 |
1 |
2 |
3 |
113 |

Total Working Papers |
7 |
49 |
171 |
4,068 |
56 |
157 |
507 |
9,717 |