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Breitung, J., Roling, C., Salish N.: Lagrange multiplier type tests for slope homogeneity in panel data models, Econometrics Journal, 19: 166-202, 2016

Breitung, J., Herwartz, H.: Innovations in multiple time series analysis, Journal of Econometrics, 192: 329–331, 2016

Breitung, J., Mann, K.: Assessing the Forward Premium Puzzle: A factor augmented panel data approach, in: Cheung, Y.W. and Westermann, F. (ed.): International Currency Exposure, MIT Press, 2017

Dyckerhoff, R., Mozharovskyi, P.: Exact computation of the halfspace depth, Computational Statistics and Data Analysis 98: 19–30, 2016

Galeano P., Wied D.: Dating Multiple Change Points in the Correlation Matrix, TEST, 26(2): 331-352, 2017

Hoga Y., Wied D.: Sequential Monitoring of the Tail Behavior of Dependent Data, Journal of Statistical Planning and Inference, 182: 29-49, 2017

Liesenfeld R., Richard J.-F., Vogler J.: Likelihood Based Inference and Prediction in Spatio-Temporal Panel Count Models for Urban Crimes, Journal of Applied Econometrics, 32: 600-620, 2017

Liesenfeld R., Richard J.-F., Vogler J.: Likelihood Evaluation of High-Dimensional Spatial Latent Gaussian Models with Non-Gaussian Response Variables, in: Advances in Econometrics 37, pp. 35-77, 2016

Wagner M., Wied D:. Consistent Monitoring of Cointegrating Relationships: The US Housing Market and the Subprime Crisis, Journal of Time Series Analysis, 38(6): 960-980, 2017