Publications
2023. Powerful Self-normalizing Tests for Stationarity against the Alternative of a Unit Root, (with U. Hassler) Advances in Econometrics
2022. Joint Hypothesis Testing from Heterogeneous Samples under Cross-dependence, (with U. Hassler) Econometrics and Statistics
2022. Autoregressive spectral estimates under ignored changes in the mean (with M. Demetrescu) Journal of Time Series Analysis
2021. Understnding nonsense correlation between independent random walks in finite samples (with U. Hassler) Statistical Papers
2021. Finite-sample size control of IVX-based tests in predictive regressions (with M. Detemetrescu) Econometric Theory
2020. Estimating the Mean under Strong Persistence (with U. Hassler) Economics Letters
2019. Harmonically Weighted Processes (with U. Hassler) Journal of Time Series Analysis
2019. Testing the Newcomb-Benford Law: experimental evidence (with U. Hassler) Applied Economics Letters
2019. Ratio Tests under Limiting Normality (with U. Hassler) Econometric Reviews
2016 . Panel Cointegration Testing in the Presence of Linear Time Trends (with U. Hassler) Econometrics
2016. Modified CADF and CIPS panel unit root statistics with standard chi-squared and normal limiting distributions (with J. Westerlund). Oxford Bulletin of Economics and Statistics
2016. Powerful unit root tests free of nuisance parameters (with U. Hassler) Journal of Time Series Analysis
2015. The local power of the CADF and CIPS panel unitroot tests (with J. Westerlund and M. Solberger) Econometric Reviews
2014. Global Financial Transmission into Sub-Saharan Africa – A Global Vector Autoregression Analysis (with J. Canales-Kriljenko and A. Meyer-Cirkel). IMF WP/14/241
2014. Effect of the Order of Fractional Integration on Impulse Responses (with U. Hassler) Economic Letters
2013. Distribution of Durbin-Watson statistic in near-integrated processes (with U. Hassler) In: Empirical Economic and Financial Research edited by Jan Beran, Yuanhua Feng, Hartmut Hebbel, Springer 2014
2013. Do large recessions lower output permanently? (with M. Wolters) Economic Letters
2012. Local asymptotic power of Breitung's test Oxford Bulletin of Economics and Statistics
2011. Further improvements in the calculation of censored quantile regressions Journal of Computational and Applied Mathematics
2008. Estimating parameters of the three-parameter Weibull distribution using a neural network (with B. Abbasi B. and L. Rabelo) European Journal of Industrial Engineering
2006. Estimating the parameters of Weibull distribution using simulated annealing algorithm, 2006, (with B. Abbasi, A.H. Eshragh Jahromi and J. Arkat) Applied Mathematics and Computation