Publications
1080/03610918.2024.2413905 . Hanck, C., Massing, T. (2024). Testing for nonlinear cointegration under heteroskedasticity. Econometric Reviews 44 (4), 512–543. DOI: 10.1080/07474938.2024.2429598 . TRR 391 [...] Pappert, S. (2024). Moving aggregate modified autoregressive copula-based time series models (MAGMAR-copulas). arXiv. DOI: 10.48550/arXiv.2402.01491 . Reiser P., Bürkner P. C., Guthke A. (2024). Bayesian [...] H., Kroll, M. (2024). Detecting practically significant dependencies in infinite dimensional data via distance correlations. arXiv . DOI: 10.48550/arXiv.2411.16177 . Bastian, P. (2024). Detecting relevant …