Christoph Hanck

University of Dortmund - Department of Statistics

D-44221 Dortmund

Germany

SCHOLARLY PAPERS

7

DOWNLOADS

214

SSRN CITATIONS

2

CROSSREF CITATIONS

11

Scholarly Papers (7)

1.

Cointegration Tests of PPP: Do They Also Exhibit Erratic Behaviour?

CESifo Working Paper Series No. 1811
Number of pages: 21 Posted: 18 Oct 2006
Guglielmo Maria Caporale and Christoph Hanck
Brunel University London - Department of Economics and Finance and University of Dortmund - Department of Statistics
Downloads 130 (270,553)

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Purchasing Power Parity (PPP), real exchange rate, cointegration, stationarity, parameter instability

2.

Is Double Trouble? How to Combine Cointegration Tests

Ruhr Economic Papers No. 48
Number of pages: 27 Posted: 19 May 2008 Last Revised: 20 May 2008
Christian Bayer and Christoph Hanck
Bocconi University and University of Dortmund - Department of Statistics
Downloads 55 (454,467)

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Cointegration, Meta Test, Multiple Testing

3.

Nonstationary-Volatility Robust Panel Unit Root Tests and the Great Moderation

Ruhr Economic Paper No. 434
Number of pages: 46 Posted: 16 Aug 2013
Christoph Hanck and Robert Czudaj
University of Dortmund - Department of Statistics and University of Duisburg-Essen
Downloads 27 (588,163)
Citation 1

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Panel unit root test, nonstationary volatility, cross-sectional dependence, GDP stationarity, inflation stationarity

4.

Variable Selection in Cross‐Section Regressions: Comparisons and Extensions

Oxford Bulletin of Economics and Statistics, Vol. 76, Issue 6, pp. 841-873, 2014
Number of pages: 33 Posted: 28 Oct 2014
Thomas Deckers and Christoph Hanck
University of Bonn and University of Dortmund - Department of Statistics
Downloads 1 (786,198)
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5.

Combining Non‐Cointegration Tests

Journal of Time Series Analysis, Vol. 34, Issue 1, pp. 83-95, 2013
Number of pages: 13 Posted: 23 Dec 2012
Christian Bayer and Christoph Hanck
University of Bonn and University of Dortmund - Department of Statistics
Downloads 1 (786,198)
Citation 4
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Cointegration, meta test, multiple testing

6.

Multiple Testing for No Cointegration Under Nonstationary Volatility

Oxford Bulletin of Economics and Statistics, Vol. 80, Issue 3, pp. 485-513, 2018
Number of pages: 29 Posted: 08 May 2018
Matei Demetrescu and Christoph Hanck
Goethe University Frankfurt - Faculty of Economics and Business Administration and University of Dortmund - Department of Statistics
Downloads 0 (803,163)
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7.

IV‐Based Cointegration Testing in Dependent Panels with Time‐Varying Variance

Journal of Time Series Analysis, Vol. 35, Issue 5, pp. 393-406, 2014
Number of pages: 14 Posted: 27 Aug 2014
Matei Demetrescu, Christoph Hanck and Adina I. Tarcolea
Goethe University Frankfurt - Faculty of Economics and Business Administration, University of Dortmund - Department of Statistics and Goethe University Frankfurt
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heteroskedasticity, dependent units, cointegration, instrumental variable