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Journal articles


Chapters in books

  • Linearity testing for trending data with an application of the wild bootstrap, with Rickard Sandberg, Essays in Nonlinear Time Series Econometrics: A Festschrift for Timo Teräsvirta, edited by Mika Meitz, Pentti Saikkonen and Niels Haldrup, Oxford University Press (2014), 57-89

  • Simple procedures for specifying transition functions in persistent nonlinear time series models, with Hendrik Kaufmann and Philipp Sibbertsen, Recent Advances in Estimating Nonlinear Models: With Applications in Economics and Finance, edited by Mark Wohar and Jun Ma, Springer (2014), 169-191

  • Unit roots, structural breaks, and non-linearities, with Niels Haldrup, Timo Teräsvirta and Rasmus Varneskov, in: N. Hashimzade and M. Thornton, Eds., Handbook on Empirical Macroeconomics. Handbook of Research Methods and Applications series, Edward Elgar Publishing Ltd. (2013), 61-94