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Econometrics and Statistics

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Publications

  1. 2023

  2. E-pub ahead of print

    A Dynamic Spatiotemporal Stochastic Volatility Model with an Application to Environmental Risks

    Otto, P., Doğan, O. & Taşpınar, S., 8 Nov 2023, (E-pub ahead of print) In: Econometrics and Statistics.

    Research output: Contribution to journalArticleResearchpeer review

  3. 2021

  4. Published

    Cyclical fractional cointegration

    Voges, M. & Sibbertsen, P., Jul 2021, In: Econometrics and Statistics. 19, p. 114-129 16 p.

    Research output: Contribution to journalArticleResearchpeer review

  5. 2019

  6. Published

    Model order selection in periodic long memory models

    Leschinski, C. & Sibbertsen, P., Jan 2019, In: Econometrics and Statistics. 9, p. 78-94 17 p.

    Research output: Contribution to journalArticleResearchpeer review