Project Details
| Status | Finished |
|---|---|
| Effective start/end date | 1 Dec 2017 → 30 Nov 2021 |
Collaborative partners
- Leibniz University Hannover (lead)
- WHU - Otto Beisheim School of Management (Joint applicant)
Funding type
- German Research Foundation (DFG)
Funding scheme
- Individual Research Grants (Sachbeihilfe)
Projects
- 1 Finished
-
The effect of structural changes to inference in long-memory time series
Sibbertsen, P. (Principal Investigator)
1 Sept 2014 → 30 Aug 2017
Project: Research
Research output
- 5 Article
-
Cyclical fractional cointegration
Voges, M. & Sibbertsen, P., Jul 2021, In: Econometrics and Statistics. 19, p. 114-129 16 p.Research output: Contribution to journal › Article › Research › peer review
-
Integration and disintegration of emu government bond markets
Leschinski, C., Voges, M. & Sibbertsen, P., 15 Mar 2021, In: Econometrics. 9, 1, 13.Research output: Contribution to journal › Article › Research › peer review
Open Access -
Model order selection in periodic long memory models
Leschinski, C. & Sibbertsen, P., Jan 2019, In: Econometrics and Statistics. 9, p. 78-94 17 p.Research output: Contribution to journal › Article › Research › peer review