Recent working papers
- Alternative estimation approaches for the factor augmented panel data model with small T (joint with Philipp Hansen ) download
- How far can we forecast? Statistical tests of the predictive content (joint with Malte Knueppel) download Online Appendix
- Asymptotically efficient method of moments estimators for dynamic panel data models (joint with Kazuhiko Hayakawa and Sebastian Kripfganz) download
- Backward CUSUM for Testing and Monitoring Structural Change (joint with Sven Otto) download
- Projection Estimators for Structural Impulse Responses (joint with Ralf Brüggemann) download