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Publications by Christian Leschinski

A Multivariate Test Against Spurious Long Memory

Journal of Econometrics

Philosophy of Science

Applied Mathematics

English

Comparing Predictive Accuracy Under Long Memory, With an Application to Volatility Forecasting*

Journal of Financial Econometrics

English

Related publications

True or Spurious Long Memory in European Non-Emu Currencies

Research in International Business and Finance

English

A Multivariate Wald-Wolfowitz Rank Test Against Serial Dependence

Canadian Journal of Statistics

English

The PPP Hypothesis Revisited: Evidence Using a Multivariate Long-Memory Model

SSRN Electronic Journal

English

Spurious Inferences About Long-Term Outcomes

American Journal of Respiratory and Critical Care Medicine

Respiratory Medicine

Intensive Care Medicine

English

A Test of the Long Memory Hypothesis Based on Self-Similarity

Journal of Time Series Econometrics

English

A Nonlinear IV Likelihood-Based Rank Test for Multivariate Time Series and Long Panels

Journal of Time Series Econometrics

English

A New Test of Multivariate Nonlinear Causality

Multidisciplinary

English

Preliminary Test Estimation for Regression Models With Long-Memory Disturbance

Communications in Statistics - Theory and Methods

English

A Visual Approach to Creating Multivariate Geovisualization Test Data

Abstracts of the ICA

English