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Recent working papers

  • How far can we forecast? Statistical tests of the predictive content (joint with Malte Knueppel) download
  • Asymptotically ecient method of moments estimators for dynamic panel data models (joint with Kazuhiko Hayakawa and Sebastian Kripfganz) download
  • Backward CUSUM for Testing and Monitoring Structural Change   (joint with Sven Otto) download
  • Projection Estimators for Structural Impulse Responses   (joint with Ralf Brüggemann) download