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Publications

by alumni of

Universität Dortmund → Institut für Wirtschafts- und Sozialstatistik

University of Dortmund → Department of Business and Social Statistics

These are publications listed in RePEc written by alumni of the above institution who are registered with the RePEc Author Service and listed in the RePEc Genealogy. List of alumni. For a list of publications by current members of the department, see here. Register yourself.

This page is updated in the first days of each month.

| Working papers | Journal articles | Books | Chapters |

Working papers

2026

  1. Barrio Castro, Tomás del & Escribano, Álvaro & Özer, Yeliz & Sibbertsen, Philipp, 2026, "Frequency-Specific Coupling in Cenozoic Climate Variability," UC3M Working papers. Economics, Universidad Carlos III de Madrid. Departamento de Economía, number 50302, Jun.
  2. Fotso, Chris Toumping & Özer, Yeliz & Palumbo, Dario & Sibbertsen, Philipp, 2026, "Dynamic Modelling of Heavy-Tailed Cylindrical Time Series," Hannover Economic Papers (HEP), Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät, number dp-745, Mar.
  3. Safira, Dinda Ayu & Kuswanto, Heri & Ahsan, Muhammad & Sibbertsen, Philipp, 2026, "A Majorization-Minimization gLASSO Framework for SETAR Models: Theory, Simulation, and Application to PM2.5 Data," Hannover Economic Papers (HEP), Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät, number dp-746, May.
  4. Paulo M.M. Rodrigues & Philipp Sibbertsen & Gabriel Zsurkis, 2026, "Testing for Explosiveness in Panels: A Self-Normalized Test for Stationarity in Cointegrating Residuals," Working Papers, Banco de Portugal, Economics and Research Department, number w202605.

2025

  1. Less, Vivien & Rodrigues, Paulo M. M. & Sibbertsen, Philipp, 2025, "Testing for Multiple Structural Breaks in Multivariate Long Memory Regression Models," Hannover Economic Papers (HEP), Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät, number dp-735, Feb.
  2. del Barrio Castro, Tomas & Sanso Rossello, Andreu & Sibbertsen, Philipp, 2025, "Long memory in the marginalized time series of a VAR revisited," Hannover Economic Papers (HEP), Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät, number dp-742, Dec.

2024

  1. Jannik Kreye & Philipp Sibbertsen, 2024, "Testing for a Forecast Accuracy Breakdown under Long Memory," Papers, arXiv.org, number 2409.07087, Sep.
  2. Barrio Castro, Tomás del & Escribano, Álvaro & Sibbertsen, Philipp, 2024, "Modeling and Forecasting the Long Memory of Cyclical Trends in Paleoclimate Data," UC3M Working papers. Economics, Universidad Carlos III de Madrid. Departamento de Economía, number 43987, Jun.
  3. Dierkes, Maik & Fitter, Krischan & Sibbertsen, Philipp, 2024, "Monitoring Breaks in Fractional Cointegration," Hannover Economic Papers (HEP), Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät, number dp-728, Nov.
  4. Fotso, Chris Toumping & Sibbertsen, Philipp, 2024, "Block Whittle Estimation of Time Varying Stochastic Regression Models with Long Memory," Hannover Economic Papers (HEP), Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät, number dp-730, Nov.
  5. Dittmann, Bente & Lauter, Tobias & Prokopczuk, Marcel & Sibbertsen, Philipp, 2024, "What Determines the Price of Carbon? New Evidence From Phase III and IV of the EU ETS," Hannover Economic Papers (HEP), Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät, number dp-732, Dec.

2023

  1. Otto, Philipp & Sibbertsen, Philipp, 2023, "Spatial autoregressive fractionally integrated moving average model," Hannover Economic Papers (HEP), Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät, number dp-712, Sep.

2022

  1. Sibbertsen, Philipp & Müller, Karsten & Lampert, Timm & Taktikos, Michael, 2022, "Roth's Theorem implies a Weakened Version of the ABC Conjecture for Special Cases," Hannover Economic Papers (HEP), Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät, number dp-700, Jul.
  2. Less, Vivien & Sibbertsen, Philipp, 2022, "Estimation and Testing in a Perturbed Multivariate Long Memory Framework," Hannover Economic Papers (HEP), Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät, number dp-704, Dec.
  3. Mboya, Mwasi & Sibbertsen, Philipp, 2022, "Optimal Forecasts in the Presence of Discrete Structural Breaks under Long Memory," Hannover Economic Papers (HEP), Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät, number dp-705, Dec.

2021

  1. Sibbertsen, Phillipp & Lampert, Timm & Müller, Karsten & Taktikos, Michael, 2021, "Do algebraic numbers follow Khinchin's Law?," Hannover Economic Papers (HEP), Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät, number dp-686, May.
  2. Dissanayake, Pushpa & Flock, Teresa & Meier, Johanna & Sibbertsen, Philipp, 2021, "Modelling Short- and Long-Term Dependencies of Clustered High-Threshold Exceedances in Significant Wave Heights," Hannover Economic Papers (HEP), Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät, number dp-690, Sep.

2020

  1. Dräger, Lena & Nguyen, Duc Binh Benno & Prokopczuk, Marcel & Sibbertsen, Philipp, 2020, "The Long Memory of Equity Volatility and the Macroeconomy: International Evidence," Hannover Economic Papers (HEP), Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät, number dp-667, Feb.
  2. Stöver, Britta & Sibbertsen, Philipp, 2020, "The similarities in efficiency of universities and universities of applied sciences in Lower Saxony," Hannover Economic Papers (HEP), Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät, number dp-673, Jun.
  3. Dräger, Lena & Kolaiti, Theoplasti & Sibbertsen, Philipp, 2020, "Measuring Macroeconomic Convergence and Divergence within EMU Using Long Memory," Hannover Economic Papers (HEP), Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät, number dp-675, Jul, revised Feb 2021.
  4. Sibbertsen, Philipp & Wenger, Kai & Wingert, Simon, 2020, "Testing for Multiple Structural Breaks in Multivariate Long Memory Time Series," Hannover Economic Papers (HEP), Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät, number dp-676, Nov.

2019

  1. Leschinski, Christian & Voges, Michelle & Sibbertsen, Philipp, 2019, "A Comparison of Semiparametric Tests for Fractional Cointegration," Hannover Economic Papers (HEP), Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät, number dp-651, Jan.
  2. Rodrigues, Paulo M.M. & Sibbertsen, Philipp & Voges, Michelle, 2019, "Testing for breaks in the cointegrating relationship: On the stability of government bond markets' equilibrium," Hannover Economic Papers (HEP), Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät, number dp-656, Jun.
  3. Becker, Janis & Leschinski, Christian & Sibbertsen, Philipp, 2019, "Robust Multivariate Local Whittle Estimation and Spurious Fractional Cointegration," Hannover Economic Papers (HEP), Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät, number dp-660, Sep.
  4. Becker, Janis & Hollstein, Fabian & Prokopczuk, Marcel & Sibbertsen, Philipp, 2019, "The Memory of Beta Factors," Hannover Economic Papers (HEP), Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät, number dp-661, Sep.

2018

  1. Leschinski, Christian & Voges, Michelle & Sibbertsen, Philipp, 2018, "Integration and Disintegration of EMU Government Bond Markets," Hannover Economic Papers (HEP), Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät, number dp-625, Jan.
  2. Busch, Marie & Sibbertsen, Philipp, 2018, "An Overview of Modified Semiparametric Memory Estimation Methods," Hannover Economic Papers (HEP), Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät, number dp-628, Mar.
  3. Leschinski, Christian & Sibbertsen, Philipp, 2018, "The Periodogram of Spurious Long-Memory Processes," Hannover Economic Papers (HEP), Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät, number dp-632, Jun.

2017

  1. Christian Kleiber, 2017, "Structural Change in (Economic) Time Series," Papers, arXiv.org, number 1702.06913, Feb.
  2. Wenger, Kai & Leschinski, Christian & Sibbertsen, Philipp, 2017, "A Simple Test on Structural Change in Long-Memory Time Series," Hannover Economic Papers (HEP), Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät, number dp-592, Apr.
  3. Leschinski, Christian & Sibbertsen, Philipp, 2017, "Origins of Spurious Long Memory," Hannover Economic Papers (HEP), Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät, number dp-595, May.
  4. Wenger, Kai & Leschinski, Christian & Sibbertsen, Philipp, 2017, "Change-in-Mean Tests in Long-memory Time Series: A Review of Recent Developments," Hannover Economic Papers (HEP), Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät, number dp-598, Jun.
  5. Voges, Michelle & Leschinski, Christian & Sibbertsen, Philipp, 2017, "Seasonal long memory in intraday volatility and trading volume of Dow Jones stocks," Hannover Economic Papers (HEP), Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät, number dp-599, Jun.
  6. Wenger, Kai & Leschinski, Christian & Sibbertsen, Philipp, 2017, "The Memory of Volatility," Hannover Economic Papers (HEP), Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät, number dp-601, Jul.
  7. Sibbertsen, Philipp & Stöver, Britta, 2017, "Die räumliche Flexibilität von Studierenden - Gründe für das Wanderungsverhalten von Studienanfänger/-innen zwischen den Bundesländern," Hannover Economic Papers (HEP), Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät, number dp-604, Aug.
  8. Nguyen, Duc Binh Benno & Prokopczuk, Marcel & Sibbertsen, Philipp, 2017, "The Memory of Stock Return Volatility: Asset Pricing Implications," Hannover Economic Papers (HEP), Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät, number dp-613, Nov.
  9. Nguyen, Duc Binh Benno & Prokopczuk, Marcel & Sibbertsen, Philipp, 2017, "The Long Memory of Equity Volatility: International Evidence," Hannover Economic Papers (HEP), Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät, number dp-614, Nov.

2015

  1. Sibbertsen, Philipp & Leschinski, Christian & Holzhausen, Marie, 2015, "A Multivariate Test Against Spurious Long Memory," Hannover Economic Papers (HEP), Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät, number dp-547, Mar.
  2. Rinke, Saskia & Sibbertsen, Philipp, 2015, "Information Criteria for Nonlinear Time Series Models," Hannover Economic Papers (HEP), Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät, number dp-548, Mar.
  3. Bertram, Philip & Ma, Jun & Sibbertsen, Philipp, 2015, "Real exchange rates and economic fundamentals: An investigation based on a Markov-STAR model," Hannover Economic Papers (HEP), Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät, number dp-565, Sep.

2014

  1. Kleiber, Christian & Zeileis, Achim, 2014, "Visualizing Count Data Regressions Using Rootograms," Working papers, Faculty of Business and Economics - University of Basel, number 2014/13.
  2. Rohde, Johannes & Sibbertsen, Philipp, 2014, "Credit Risk Modeling under Conditional Volatility," Hannover Economic Papers (HEP), Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät, number dp-528, Apr.
  3. Demetrescu, Matei & Sibbertsen, Philipp, 2014, "Inference on the Long-Memory Properties of Time Series with Non-Stationary Volatility," Hannover Economic Papers (HEP), Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät, number dp-531, Jul.
  4. Leschinski, Christian & Sibbertsen, Philipp, 2014, "Model Order Selection in Seasonal/Cyclical Long Memory Models," Hannover Economic Papers (HEP), Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät, number dp-535, Sep.

2013

  1. Kleiber, Christian, 2013, "On moment indeterminacy of the Benini income distribution," Working papers, Faculty of Business and Economics - University of Basel, number 2013/08.
  2. Bent Jesper Christensen & Robinson Kruse & Philipp Sibbertsen, 2013, "A unified framework for testing in the linear regression model under unknown order of fractional integration," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2013-35, 05.
  3. Grote, Claudia & Sibbertsen, Philipp, 2013, "Testing for Cointegration in a Double-LSTR Framework," Hannover Economic Papers (HEP), Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät, number dp-514, Jul.
  4. Sibbertsen, Philipp & Wegener, Christoph & Basse, Tobias, 2013, "Testing for a Break in the Persistence in Yield Spreads of EMU Government Bonds," Hannover Economic Papers (HEP), Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät, number dp-517, Aug.

2012

  1. Kleiber, Christian, 2012, "The Generalized Lognormal Distribution and the Stieltjes Moment Problem," Working papers, Faculty of Business and Economics - University of Basel, number 2012/15.
  2. Hendrik Kaufmann & Robinson Kruse & Philipp Sibbertsen, 2012, "On tests for linearity against STAR models with deterministic trends," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2012-20, May.
  3. Sibbertsen, Philipp & Willert, Juliane, 2012, "Estimating the number of mean shifts under long memory," Hannover Economic Papers (HEP), Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät, number dp-496, Mar.
  4. Kaufmann, Hendrik & Kruse, Robinson & Sibbertsen, Philipp, 2012, "A simple specification procedure for the transition function in persistent nonlinear time series models," Hannover Economic Papers (HEP), Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät, number dp-500, Jul.

2011

  1. Heinen, Florian & Kaufmann, Hendrik & Sibbertsen, Philipp, 2011, "The dynamics of real exchange rates - A reconsideration," Hannover Economic Papers (HEP), Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät, number dp-463, Jan.
  2. Stahl, Gerhard & Sibbertsen, Philipp & Bertram, Philip, 2011, "Modellrisiko = Spezifikation + Validierung," Hannover Economic Papers (HEP), Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät, number dp-468, Mar.
  3. Bertram, Philip & Sibbertsen, Philipp & Stahl, Gerhard, 2011, "About the Impact of Model Risk on Capital Reserves: A Quantitative Analysis," Hannover Economic Papers (HEP), Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät, number dp-469, Mar.
  4. Heinen, Florian & Michael, Stefanie & Sibbertsen, Philipp, 2011, "Two competitive models and their identification problem: The ESTAR and TSTAR model," Hannover Economic Papers (HEP), Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät, number dp-474, May.

2010

  1. Kleiber, Christian & Zeileis, Achim, 2010, "Reproducible econometric simulations," Working papers, Faculty of Business and Economics - University of Basel, number 2010/11.
  2. Kleiber, Christian & Zeileis, Achim, 2010, "The Grunfeld Data at 50," MPRA Paper, University Library of Munich, Germany, number 20841, Feb.
  3. Robinson Kruse & Philipp Sibbertsen, 2010, "Long memory and changing persistence," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2010-42, Aug.
  4. Donauer, Stefanie & Heinen, Florian & Sibbertsen, Philipp, 2010, "Identification problems in ESTAR models and a new model," Hannover Economic Papers (HEP), Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät, number dp-444, Mar.

2009

  1. Robinson Kruse & Michael Frömmel & Lukas Menkhoff & Philipp Sibbertsen, 2009, "What do we know about real exchange rate non-linearities?," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2009-50, May.
  2. Florian Heinen & Philipp Sibbertsen & Robinson Kruse, 2009, "Forecasting long memory time series under a break in persistence," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2009-53, Nov.
  3. Sibbertsen, Philipp & Willert, Juliane, 2009, "Testing for a break in persistence under long-range dependencies and mean shifts," Hannover Economic Papers (HEP), Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät, number dp-422, Jul.
  4. Kuswanto, Heri & Sibbertsen, Philipp, 2009, "Testing for Long Memory Against ESTAR Nonlinearities," Hannover Economic Papers (HEP), Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät, number dp-427, Aug.

2008

  1. James Davidson & Philipp Sibbertsen, 2008, "Tests of Bias in Log-Periodogram Regression," Discussion Papers, University of Exeter, Department of Economics, number 0805.
  2. Sibbertsen, Philipp & Stahl, Gerhard & Luedtke, Corinna, 2008, "Measuring Model Risk," Hannover Economic Papers (HEP), Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät, number dp-409, Nov.
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  3. Kuswanto, Heri & Sibbertsen, Philipp, 2008, "A Study on "Spurious Long Memory in Nonlinear Time Series Models"," Hannover Economic Papers (HEP), Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät, number dp-410, Nov.

2007

  1. Kleiber, Christian, 2007, "The Lorenz curve in economics and econometrics," Working papers, Faculty of Business and Economics - University of Basel, number 2007/09.
  2. Kleiber, Christian, 2007, "A Guide to the Dagum Distributions," Working papers, Faculty of Business and Economics - University of Basel, number 2007/23.
  3. Jackman, Simon & Kleiber, Christian & Zeileis, Achim, 2007, "Regression Models for Count Data in R," Working papers, Faculty of Business and Economics - University of Basel, number 2007/24.
  4. Kuswanto, Heri & Sibbertsen, Philipp, 2007, "Can we distinguish between common nonlinear time series models and long memory?," Hannover Economic Papers (HEP), Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät, number dp-380, Nov.
  5. Sibbertsen, Philipp & Kruse, Robinson, 2007, "Testing for a break in persistence under long-range dependencies," Hannover Economic Papers (HEP), Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät, number dp-381, Nov.

2006

  1. Christian Kleiber & Martin Sexauer & Klaus Wälde, 2006, "Bequests, Taxation and the Distribution of Wealth in a General Equilibrium Model," CESifo Working Paper Series, CESifo, number 1723.
  2. Weibach, Rafael & Sibbertsen, Philipp, 2006, "Divergence of credit valuation in Germany - Continuous theory and discrete practice -," Hannover Economic Papers (HEP), Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät, number dp-344, Aug.

2005

  1. Rothe, Christoph & Sibbertsen, Philipp, 2005, "Phillips-Perron-type unit root tests in the nonlinear ESTAR framework," Hannover Economic Papers (HEP), Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät, number dp-315, Jun.
  2. Sibbertsen, Philipp & Krämer, Walter, 2005, "The Power of the KPSS-Test for Cointegration when Residuals are Fractionally Integrated," Hannover Economic Papers (HEP), Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät, number dp-318, Jun.
  3. Nordman, Dan Nordman & Sibbertsen, Philipp & Lahiri, Soumendra N., 2005, "Empirical likelihood confidence intervals for the mean of a long-range dependent process," Hannover Economic Papers (HEP), Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät, number dp-327, Nov.

2004

  1. Kleiber, Christian & Krämer, Walter, 2004, "Finite sample of the Durbin-Watson test against fractionally integrated disturbances," Technical Reports, Technische Universität Dortmund, Sonderforschungsbereich 475: Komplexitätsreduktion in multivariaten Datenstrukturen, number 2004,15.
  2. Kleiber, Christian & Zeileis, Achim, 2004, "Validating multiple structural change models : A case study," Technical Reports, Technische Universität Dortmund, Sonderforschungsbereich 475: Komplexitätsreduktion in multivariaten Datenstrukturen, number 2004,34.
  3. Sibbertsen, Philipp & Weißbach, Rafael, 2004, "The cost for the default of a loan : Linking theory and practice," Technical Reports, Technische Universität Dortmund, Sonderforschungsbereich 475: Komplexitätsreduktion in multivariaten Datenstrukturen, number 2004,33.
  4. Gebel, Meike & Sibbertsen, Philipp, 2004, "Recognizing mathematical talent : an approach using discriminant analysis," Technical Reports, Technische Universität Dortmund, Sonderforschungsbereich 475: Komplexitätsreduktion in multivariaten Datenstrukturen, number 2004,45.
  5. Herzberg, Markus & Sibbertsen, Philipp, 2004, "Pricing of options under different volatility models," Technical Reports, Technische Universität Dortmund, Sonderforschungsbereich 475: Komplexitätsreduktion in multivariaten Datenstrukturen, number 2004,62.

2003

  1. Sibbertsen, Philipp & Venetis, Ioannis, 2003, "Distinguishing between long-range dependence and deterministic trends," Technical Reports, Technische Universität Dortmund, Sonderforschungsbereich 475: Komplexitätsreduktion in multivariaten Datenstrukturen, number 2003,16.
  2. Halverscheid, Stefan & Sibbertsen, Philipp, 2003, "An introduction to Markov chains for interested high school students," Technical Reports, Technische Universität Dortmund, Sonderforschungsbereich 475: Komplexitätsreduktion in multivariaten Datenstrukturen, number 2003,17.

2002

  1. Zeileis, Achim & Leisch, Friedrich & Kleiber, Christian & Hornik, Kurt, 2002, "Monitoring structural change in dynamic econometric models," Technical Reports, Technische Universität Dortmund, Sonderforschungsbereich 475: Komplexitätsreduktion in multivariaten Datenstrukturen, number 2002,07.
  2. Kleiber, Christian, 2002, "Lorenz ordering of order statistics from log-logistic and related distributions," Technical Reports, Technische Universität Dortmund, Sonderforschungsbereich 475: Komplexitätsreduktion in multivariaten Datenstrukturen, number 2002,09.
  3. Zeileis, Achim & Kleiber, Christian & Krämer, Walter & Hornik, Kurt, 2002, "Testing and dating of structural changes in practice," Technical Reports, Technische Universität Dortmund, Sonderforschungsbereich 475: Komplexitätsreduktion in multivariaten Datenstrukturen, number 2002,39.
  4. Davidson, James & Sibbertsen, Philipp, 2002, "Generating schemes for long memory processes: Regimes, aggregation and linearity," Technical Reports, Technische Universität Dortmund, Sonderforschungsbereich 475: Komplexitätsreduktion in multivariaten Datenstrukturen, number 2002,46.

2001

  1. Zeileis, Achim & Leisch, Friedrich & Hornik, Kurt & Kleiber, Christian, 2001, "Strucchange: An R package for testing for structural change in linear regression models," Technical Reports, Technische Universität Dortmund, Sonderforschungsbereich 475: Komplexitätsreduktion in multivariaten Datenstrukturen, number 2001,26.
  2. Krämer, Walter & Sibbertsen, Philipp & Kleiber, Christian, 2001, "Long memory vs. structural change in financial time series," Technical Reports, Technische Universität Dortmund, Sonderforschungsbereich 475: Komplexitätsreduktion in multivariaten Datenstrukturen, number 2001,37.
  3. Sibbertsen, Philipp, 2001, "Long-memory versus structural breaks: An overview," Technical Reports, Technische Universität Dortmund, Sonderforschungsbereich 475: Komplexitätsreduktion in multivariaten Datenstrukturen, number 2001,28.
  4. Peters, Andrea & Sibbertsen, Philipp, 2001, "Robust tests on fractional cointegration," Technical Reports, Technische Universität Dortmund, Sonderforschungsbereich 475: Komplexitätsreduktion in multivariaten Datenstrukturen, number 2001,29.
  5. Lohre, Michael & Sibbertsen, Philipp, 2001, "Persistenz und saisonale Abhängigkeiten in Abflüssen des Rheins," Technical Reports, Technische Universität Dortmund, Sonderforschungsbereich 475: Komplexitätsreduktion in multivariaten Datenstrukturen, number 2001,38.
  6. Sibbertsen, Philipp, 2001, "Log-periodogram estimation of the memory parameter of a long-memory process under trend," Technical Reports, Technische Universität Dortmund, Sonderforschungsbereich 475: Komplexitätsreduktion in multivariaten Datenstrukturen, number 2001,39.
  7. Sibbertsen, Philipp, 2001, "Long-memory in volatilities of German stock returns," Technical Reports, Technische Universität Dortmund, Sonderforschungsbereich 475: Komplexitätsreduktion in multivariaten Datenstrukturen, number 2001,42.

2000

  1. Christian Kleiber & Walter Kraemer, 2000, "Efficiency, Equity, and Generalized Lorenz Dominance," CESifo Working Paper Series, CESifo, number 343.
  2. Kleiber, Christian, 2000, "Finite sample efficiency of OLS in linear regression models with long-memory disturbances," Technical Reports, Technische Universität Dortmund, Sonderforschungsbereich 475: Komplexitätsreduktion in multivariaten Datenstrukturen, number 2000,34.
  3. Beran, Jan & Feng, Yuanhua & Gosh, Sucharita & Sibbertsen, Philipp, 2000, "On robust local polynomial estimation with long-memory errors," CoFE Discussion Papers, University of Konstanz, Center of Finance and Econometrics (CoFE), number 00/18.
  4. Beran, Jan & Gosh, Sucharita & Sibbertsen, Philipp, 2000, "Nonparametric M-Estimation with Long-Memory Errors," CoFE Discussion Papers, University of Konstanz, Center of Finance and Econometrics (CoFE), number 00/19.
  5. Sibbertsen, Philipp, 2000, "Robust CUSUM-M test in the presence of long-memory disturbances," Technical Reports, Technische Universität Dortmund, Sonderforschungsbereich 475: Komplexitätsreduktion in multivariaten Datenstrukturen, number 2000,19.
  6. Krämer, Walter & Sibbertsen, Philipp, 2000, "Testing for structural change in the presence of long memory," Technical Reports, Technische Universität Dortmund, Sonderforschungsbereich 475: Komplexitätsreduktion in multivariaten Datenstrukturen, number 2000,31.

1999

  1. Philipp Sibbertsen, 1999, "S-Estimation in the Linear Regression Model with Long-Memory Error Terms," Computing in Economics and Finance 1999, Society for Computational Economics, number 512, Mar.
  2. Sibbertsen, Philipp, 1999, "S-estimation in the nonlinear regression model with long-memory error terms," Technical Reports, Technische Universität Dortmund, Sonderforschungsbereich 475: Komplexitätsreduktion in multivariaten Datenstrukturen, number 1999,36.

1998

  1. Sibbertsen, Philipp, 1998, "S-estimators in the linear regression model with long-memory error terms," Technical Reports, Technische Universität Dortmund, Sonderforschungsbereich 475: Komplexitätsreduktion in multivariaten Datenstrukturen, number 1998,33.

Undated

  1. Prof. Dr. Walter Krämer & Christian Kleiber, undated, "Finite-Sample Power of the Durbin-Watson Test Against Fractionally Integrated Disturbances," Working Papers, Business and Social Statistics Department, Technische Universität Dortmund, number 10.

Journal articles

2026

  1. Yu, Miao & Sibbertsen, Philipp, 2026, "Mapping price dynamics across electricity market designs: A functional data approach with STL decomposition," Applied Energy, Elsevier, volume 407, issue C, DOI: 10.1016/j.apenergy.2026.127390.
  2. Maik Dierkes & Krischan Fitter & Philipp Sibbertsen, 2026, "Monitoring breaks in fractional cointegration," Communications in Statistics - Theory and Methods, Taylor & Francis Journals, volume 55, issue 12, pages 3637-3657, June, DOI: 10.1080/03610926.2025.2581247.

2025

  1. Fitter, Krischan & Sibbertsen, Philipp, 2025, "A CUSUM test for breaks in fractional cointegration," Economics Letters, Elsevier, volume 256, issue C, DOI: 10.1016/j.econlet.2025.112616.
  2. Castro, Tomas del Barrio & Escribano, Alvaro & Sibbertsen, Philipp, 2025, "Modeling and forecasting the long memory of Cyclical Trends in paleoclimate data," Energy Economics, Elsevier, volume 147, issue C, DOI: 10.1016/j.eneco.2025.108520.

2024

  1. Maik Dierkes & Jan Krupski & Sebastian Schroen & Philipp Sibbertsen, 2024, "Volatility-dependent probability weighting and the dynamics of the pricing kernel puzzle," Review of Derivatives Research, Springer, volume 27, issue 1, pages 1-35, April, DOI: 10.1007/s11147-023-09197-3.
  2. Paulo M. M. Rodrigues & Philipp Sibbertsen & Michelle Voges, 2024, "The stability of government bond markets’ equilibrium and the interdependence of lending rates," Empirical Economics, Springer, volume 67, issue 6, pages 2503-2538, December, DOI: 10.1007/s00181-024-02623-x.

2023

  1. Alia Afzal & Philipp Sibbertsen, 2023, "Long Memory, Spurious Memory: Persistence in Range-Based Volatility of Exchange Rates," Open Economies Review, Springer, volume 34, issue 4, pages 789-811, September, DOI: 10.1007/s11079-022-09686-2.
  2. Lena Dräger & Theoplasti Kolaiti & Philipp Sibbertsen, 2023, "Measuring macroeconomic convergence and divergence within EMU using long memory," Empirical Economics, Springer, volume 65, issue 5, pages 2333-2356, November, DOI: 10.1007/s00181-023-02426-6.
  3. Mwasi Paza Mboya & Philipp Sibbertsen, 2023, "Optimal forecasts in the presence of discrete structural breaks under long memory," Journal of Forecasting, John Wiley & Sons, Ltd., volume 42, issue 7, pages 1889-1908, November, DOI: 10.1002/for.2988.

2022

  1. Philip Bertram & Teresa Flock & Jun Ma & Philipp Sibbertsen, 2022, "Real Exchange Rates and Fundamentals in a new Markov‐STAR Model," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, volume 84, issue 2, pages 356-379, April, DOI: 10.1111/obes.12467.

2021

  1. Voges, Michelle & Sibbertsen, Philipp, 2021, "Cyclical fractional cointegration," Econometrics and Statistics, Elsevier, volume 19, issue C, pages 114-129, DOI: 10.1016/j.ecosta.2020.05.004.
  2. Becker, Janis & Hollstein, Fabian & Prokopczuk, Marcel & Sibbertsen, Philipp, 2021, "The memory of beta," Journal of Banking & Finance, Elsevier, volume 124, issue C, DOI: 10.1016/j.jbankfin.2020.106026.
  3. Christian Leschinski & Michelle Voges & Philipp Sibbertsen, 2021, "Integration and Disintegration of EMU Government Bond Markets," Econometrics, MDPI, volume 9, issue 1, pages 1-17, March.
  4. Pushpa Dissanayake & Teresa Flock & Johanna Meier & Philipp Sibbertsen, 2021, "Modelling Short- and Long-Term Dependencies of Clustered High-Threshold Exceedances in Significant Wave Heights," Mathematics, MDPI, volume 9, issue 21, pages 1-33, November.
  5. Alia Afzal & Philipp Sibbertsen, 2021, "Modeling fractional cointegration between high and low stock prices in Asian countries," Empirical Economics, Springer, volume 60, issue 2, pages 661-682, February, DOI: 10.1007/s00181-019-01784-4.
  6. Christian Leschinski & Michelle Voges & Philipp Sibbertsen, 2021, "A comparison of semiparametric tests for fractional cointegration," Statistical Papers, Springer, volume 62, issue 4, pages 1997-2030, August, DOI: 10.1007/s00362-020-01169-1.

2020

  1. Wingert, Simon & Mboya, Mwasi Paza & Sibbertsen, Philipp, 2020, "Distinguishing between breaks in the mean and breaks in persistence under long memory," Economics Letters, Elsevier, volume 193, issue C, DOI: 10.1016/j.econlet.2020.109338.
  2. Nguyen, Duc Binh Benno & Prokopczuk, Marcel & Sibbertsen, Philipp, 2020, "The memory of stock return volatility: Asset pricing implications," Journal of Financial Markets, Elsevier, volume 47, issue C, DOI: 10.1016/j.finmar.2019.01.002.
  3. Theoplasti Kolaiti & Mwasi Mboya & Philipp Sibbertsen, 2020, "Volatility Transmission across Financial Markets: A Semiparametric Analysis," JRFM, MDPI, volume 13, issue 8, pages 1-13, July.
  4. Benjamin Fritzsch & Kai Wenger & Philipp Sibbertsen & Georg Ullmann, 2020, "Can google trends improve sales forecasts on a product level?," Applied Economics Letters, Taylor & Francis Journals, volume 27, issue 17, pages 1409-1414, October, DOI: 10.1080/13504851.2019.1686110.
  5. Simon Wingert & Christian Leschinski & Philipp Sibbertsen, 2020, "Seasonality robust local whittle estimation," Applied Economics Letters, Taylor & Francis Journals, volume 27, issue 18, pages 1489-1494, October, DOI: 10.1080/13504851.2019.1691710.

2019

  1. Leschinski, Christian & Sibbertsen, Philipp, 2019, "Model order selection in periodic long memory models," Econometrics and Statistics, Elsevier, volume 9, issue C, pages 78-94, DOI: 10.1016/j.ecosta.2017.11.002.
  2. Kai Wenger & Christian Leschinski & Philipp Sibbertsen, 2019, "Change-in-mean tests in long-memory time series: a review of recent developments," AStA Advances in Statistical Analysis, Springer;German Statistical Society, volume 103, issue 2, pages 237-256, June, DOI: 10.1007/s10182-018-0328-5.
  3. Christoph Wegener & Tobias Basse & Philipp Sibbertsen & Duc Khuong Nguyen, 2019, "Liquidity risk and the covered bond market in times of crisis: empirical evidence from Germany," Annals of Operations Research, Springer, volume 282, issue 1, pages 407-426, November, DOI: 10.1007/s10479-019-03326-8.

2018

  1. Wenger, Kai & Leschinski, Christian & Sibbertsen, Philipp, 2018, "A simple test on structural change in long-memory time series," Economics Letters, Elsevier, volume 163, issue C, pages 90-94, DOI: 10.1016/j.econlet.2017.12.007.
  2. Sibbertsen, Philipp & Leschinski, Christian & Busch, Marie, 2018, "A multivariate test against spurious long memory," Journal of Econometrics, Elsevier, volume 203, issue 1, pages 33-49, DOI: 10.1016/j.jeconom.2017.07.005.
  3. Marie Busch & Philipp Sibbertsen, 2018, "An Overview of Modified Semiparametric Memory Estimation Methods," Econometrics, MDPI, volume 6, issue 1, pages 1-21, March.

2017

  1. Christian Kleiber, 2017, "Belzunce, F., Martínez-Riquelme, C. and J. Mulero: An Introduction to Stochastic Orders. Academic Press, New York, 2016, 174 pp., EUR 53.95 (print), ISBN 978-0128037683," Statistical Papers, Springer, volume 58, issue 3, pages 947-949, September, DOI: 10.1007/s00362-017-0914-8.
  2. Christian Kleiber, 2017, "John M. Chambers (2016): Extending R. Chapman and Hall/CRC Press, 364 pp., ISBN 9781498775717, GBP 44.99 (print), GBP 31.49 (eBook)," Statistical Papers, Springer, volume 58, issue 4, pages 1279-1280, December, DOI: 10.1007/s00362-017-0942-4.

2016

  1. Christian Kleiber & Achim Zeileis, 2016, "Visualizing Count Data Regressions Using Rootograms," The American Statistician, Taylor & Francis Journals, volume 70, issue 3, pages 296-303, July, DOI: 10.1080/00031305.2016.1173590.
  2. Rinke Saskia & Sibbertsen Philipp, 2016, "Information criteria for nonlinear time series models," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 20, issue 3, pages 325-341, June, DOI: 10.1515/snde-2015-0026.
  3. Demetrescu, Matei & Sibbertsen, Philipp, 2016, "Inference on the long-memory properties of time series with non-stationary volatility," Economics Letters, Elsevier, volume 144, issue C, pages 80-84, DOI: 10.1016/j.econlet.2016.04.034.

2014

  1. Christian Kleiber, 2014, "The Generalized Lognormal Distribution and the Stieltjes Moment Problem," Journal of Theoretical Probability, Springer, volume 27, issue 4, pages 1167-1177, December, DOI: 10.1007/s10959-013-0477-0.
  2. Sibbertsen, Philipp & Wegener, Christoph & Basse, Tobias, 2014, "Testing for a break in the persistence in yield spreads of EMU government bonds," Journal of Banking & Finance, Elsevier, volume 41, issue C, pages 109-118, DOI: 10.1016/j.jbankfin.2014.01.003.
  3. Hendrik Kaufmann & Florian Heinen & Philipp Sibbertsen, 2014, "The Dynamics Of Real Exchange Rates: A Reconsideration," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 29, issue 5, pages 758-773, August.

2013

  1. Kleiber Christian & Zeileis Achim, 2013, "Reproducible Econometric Simulations," Journal of Econometric Methods, De Gruyter, volume 2, issue 1, pages 89-99, July, DOI: 10.1515/jem-2012-0004.
  2. Kleiber, Christian & Stoyanov, Jordan, 2013, "Multivariate distributions and the moment problem," Journal of Multivariate Analysis, Elsevier, volume 113, issue C, pages 7-18, DOI: 10.1016/j.jmva.2011.06.001.
  3. Christian Kleiber, 2013, "O. Jones, R. Maillardet, and A. Robinson: Introduction to scientific programming and simulation using R," Statistical Papers, Springer, volume 54, issue 2, pages 545-546, May, DOI: 10.1007/s00362-012-0437-2.
  4. Christian Kleiber, 2013, "On moment indeterminacy of the Benini income distribution," Statistical Papers, Springer, volume 54, issue 4, pages 1121-1130, November, DOI: 10.1007/s00362-013-0535-9.
  5. Florian Heinen & Stefanie Michael & Philipp Sibbertsen, 2013, "Weak identification in the ESTAR model and a new model," Journal of Time Series Analysis, Wiley Blackwell, volume 34, issue 2, pages 238-261, March, DOI: jtsa.12008.
  6. Philipp Sibbertsen & Rafael Weißbach, 2013, "Editors’ introduction," Statistical Papers, Springer, volume 54, issue 4, pages 907-909, November, DOI: 10.1007/s00362-013-0542-x.
  7. Philip Bertram & Robinson Kruse & Philipp Sibbertsen, 2013, "Fractional integration versus level shifts: the case of realized asset correlations," Statistical Papers, Springer, volume 54, issue 4, pages 977-991, November, DOI: 10.1007/s00362-013-0513-2.

2012

  1. Christian Kleiber, 2012, "Annette J. Dobson and Adrian G. Barnett: An introduction to generalized linear models," Statistical Papers, Springer, volume 53, issue 3, pages 805-806, August, DOI: 10.1007/s00362-011-0375-4.
  2. Kruse, Robinson & Sibbertsen, Philipp, 2012, "Long memory and changing persistence," Economics Letters, Elsevier, volume 114, issue 3, pages 268-272, DOI: 10.1016/j.econlet.2011.10.026.
  3. Kaufmann, Hendrik & Kruse, Robinson & Sibbertsen, Philipp, 2012, "On tests for linearity against STAR models with deterministic trends," Economics Letters, Elsevier, volume 117, issue 1, pages 268-271, DOI: 10.1016/j.econlet.2012.05.025.
  4. Robinson Kruse & Michael Frömmel & Lukas Menkhoff & Philipp Sibbertsen, 2012, "What do we know about real exchange rate nonlinearities?," Empirical Economics, Springer, volume 43, issue 2, pages 457-474, October, DOI: 10.1007/s00181-010-0431-2.
  5. Philipp Sibbertsen & Juliane Willert, 2012, "Testing for a break in persistence under long-range dependencies and mean shifts," Statistical Papers, Springer, volume 53, issue 2, pages 357-370, May, DOI: 10.1007/s00362-010-0342-5.

2010

  1. Christian Kleiber & Achim Zeileis, 2010, "The Grunfeld Data at 50," German Economic Review, Verein für Socialpolitik, volume 11, issue 4, pages 404-417, November, DOI: 10.1111/j.1468-0475.2010.00513.x.

2009

  1. Philipp Sibbertsen & Robinson Kruse, 2009, "Testing for a break in persistence under long‐range dependencies," Journal of Time Series Analysis, Wiley Blackwell, volume 30, issue 3, pages 263-285, May, DOI: 10.1111/j.1467-9892.2009.00611.x.
  2. Davidson, James & Sibbertsen, Philipp, 2009, "Tests of bias in log-periodogram regression," Economics Letters, Elsevier, volume 102, issue 2, pages 83-86, February.

2008

  1. Zeileis, Achim & Kleiber, Christian & Jackman, Simon, 2008, "Regression Models for Count Data in R," Journal of Statistical Software, Foundation for Open Access Statistics, volume 27, issue i08, DOI: http://hdl.handle.net/10.18637/jss..

2007

  1. Bossmann, Martin & Kleiber, Christian & Walde, Klaus, 2007, "Bequests, taxation and the distribution of wealth in a general equilibrium model," Journal of Public Economics, Elsevier, volume 91, issue 7-8, pages 1247-1271, August.
  2. Daniel J. Nordman & Philipp Sibbertsen & Soumendra N. Lahiri, 2007, "Empirical likelihood confidence intervals for the mean of a long‐range dependent process," Journal of Time Series Analysis, Wiley Blackwell, volume 28, issue 4, pages 576-599, July, DOI: 10.1111/j.1467-9892.2006.00526.x.

2006

  1. Sibbertsen, Philipp & Kramer, Walter, 2006, "The power of the KPSS-test for cointegration when residuals are fractionally integrated," Economics Letters, Elsevier, volume 91, issue 3, pages 321-324, June.
  2. Christoph Rothe & Philipp Sibbertsen, 2006, "Phillips-Perron-type unit root tests in the nonlinear ESTAR framework," AStA Advances in Statistical Analysis, Springer;German Statistical Society, volume 90, issue 3, pages 439-456, September, DOI: 10.1007/s10182-006-0244-y.

2005

  1. Christian Kleiber & Walter Krämer, 2005, "Finite-sample power of the Durbin--Watson test against fractionally integrated disturbances," Econometrics Journal, Royal Economic Society, volume 8, issue 3, pages 406-417, December.
  2. Kurt Hornik & Friedrich Leisch & Christian Kleiber & Achim Zeileis, 2005, "Monitoring structural change in dynamic econometric models," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 20, issue 1, pages 99-121, DOI: 10.1002/jae.776.
  3. Christian Kleiber & Achim Zeileis, 2005, "Validating multiple structural change models-a case study," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 20, issue 5, pages 685-690, DOI: 10.1002/jae.856.
  4. Ricardo Maronna & Karsten Webel & Christian Kleiber, 2005, "Book reviews," Statistical Papers, Springer, volume 46, issue 1, pages 147-152, January, DOI: 10.1007/BF02762042.
  5. Ricardo Maronna & Christian Kleiber & Olaf Schoffer, 2005, "Book reviews," Statistical Papers, Springer, volume 46, issue 2, pages 313-317, April, DOI: 10.1007/BF02762976.
  6. Ricardo Maronna & Roland Schultze & Christian Kleiber, 2005, "Book reviews," Statistical Papers, Springer, volume 46, issue 3, pages 473-476, July, DOI: 10.1007/BF02762847.
  7. Davidson, James & Sibbertsen, Philipp, 2005, "Generating schemes for long memory processes: regimes, aggregation and linearity," Journal of Econometrics, Elsevier, volume 128, issue 2, pages 253-282, October.

2004

  1. Ricardo Maronna & Christian Kleiber & Olaf Schoffer, 2004, "Book reviews," Statistical Papers, Springer, volume 45, issue 2, pages 303-307, April, DOI: 10.1007/BF02777231.
  2. Ricardo Maronna & Peter Hackl & Christian Kleiber, 2004, "Book reviews," Statistical Papers, Springer, volume 45, issue 4, pages 591-593, October, DOI: 10.1007/BF02760571.
  3. Philipp Sibbertsen, 2004, "Long memory in volatilities of German stock returns," Empirical Economics, Springer, volume 29, issue 3, pages 477-488, September, DOI: 10.1007/s00181-003-0179-z.
  4. Philipp Sibbertsen & Roland Schultze & Ricardo Maronna, 2004, "Book reviews," Statistical Papers, Springer, volume 45, issue 3, pages 457-460, July, DOI: 10.1007/BF02777584.
  5. Philipp Sibbertsen, 2004, "Long memory versus structural breaks: An overview," Statistical Papers, Springer, volume 45, issue 4, pages 465-515, October, DOI: 10.1007/BF02760564.

2003

  1. Zeileis, Achim & Kleiber, Christian & Kramer, Walter & Hornik, Kurt, 2003, "Testing and dating of structural changes in practice," Computational Statistics & Data Analysis, Elsevier, volume 44, issue 1-2, pages 109-123, October.
  2. Christian Kleiber & Heinz Skala & Götz Trenkler, 2003, "Book reviews," Statistical Papers, Springer, volume 44, issue 2, pages 293-296, April, DOI: 10.1007/BF03036361.
  3. Christian Kleiber & Ricardo Maronna & Hans Daduna, 2003, "Book reviews," Statistical Papers, Springer, volume 44, issue 3, pages 447-450, July, DOI: 10.1007/BF03036372.
  4. Sibbertsen, Philipp, 2003, "Log-periodogram estimation of the memory parameter of a long-memory process under trend," Statistics & Probability Letters, Elsevier, volume 61, issue 3, pages 261-268, February.
  5. Ricardo Maronna & Philipp Sibbertsen & Olaf Hübler, 2003, "Book reviews," Statistical Papers, Springer, volume 44, issue 4, pages 601-604, October, DOI: 10.1007/BF02926013.

2002

  1. Kleiber, Christian, 2002, "Variability ordering of heavy-tailed distributions with applications to order statistics," Statistics & Probability Letters, Elsevier, volume 58, issue 4, pages 381-388, July.
  2. Zeileis, Achim & Leisch, Friedrich & Hornik, Kurt & Kleiber, Christian, 2002, "strucchange: An R Package for Testing for Structural Change in Linear Regression Models," Journal of Statistical Software, Foundation for Open Access Statistics, volume 7, issue i02, DOI: http://hdl.handle.net/10.18637/jss..
  3. Samuel Kotz & Christian Kleiber, 2002, "A characterization of income distributions in terms of generalized Gini coefficients," Social Choice and Welfare, Springer;The Society for Social Choice and Welfare, volume 19, issue 4, pages 789-794.
  4. Gabriele Widmann & Peter Hackl & Ricardo Maronna & Christian Kleiber, 2002, "Book reviews," Statistical Papers, Springer, volume 43, issue 2, pages 303-306, April, DOI: 10.1007/s00362-002-0104-0.
  5. Götz Trenkler & Christian Kleiber & Peter Hackl & Ricardo Maronna, 2002, "Book reviews," Statistical Papers, Springer, volume 43, issue 3, pages 459-462, July, DOI: 10.1007/s00362-002-0117-8.
  6. Jürgen Groβ & Olaf Schoffer & Christian Kleiber, 2002, "Book reviews," Statistical Papers, Springer, volume 43, issue 4, pages 607-609, October, DOI: 10.1007/s00362-002-0129-4.
  7. Beran, Jan & Feng, Yuanhua & Ghosh, Sucharita & Sibbertsen, Philipp, 2002, "On robust local polynomial estimation with long-memory errors," International Journal of Forecasting, Elsevier, volume 18, issue 2, pages 227-241.
  8. Walter Kramer & Philipp Sibbertsen, 2002, "Testing for Structural Changes in the Presence of Long Memory," International Journal of Business and Economics, School of Management Development, Feng Chia University, Taichung, Taiwan, volume 1, issue 3, pages 235-242, December.

2001

  1. Kleiber, Christian, 2001, "Finite sample efficiency of OLS in linear regression models with long-memory disturbances," Economics Letters, Elsevier, volume 72, issue 2, pages 131-136, August.
  2. Siegfried Heiler & Wolfgang Polasek & Christian Kleiber & Gerd Ronning, 2001, "Book reviews," Statistical Papers, Springer, volume 42, issue 2, pages 274-278, April, DOI: 10.1007/s003620100056.
  3. Christian Kleiber & Gabriele Widmann & Walter Krämer & Christian Kleiber, 2001, "Book reviews," Statistical Papers, Springer, volume 42, issue 4, pages 537-541, October, DOI: 10.1007/s003620100080.
  4. Philipp Sibbertsen, 2001, "S‐Estimation in the Linear Regression Model with Long‐memory Error Terms Under Trend," Journal of Time Series Analysis, Wiley Blackwell, volume 22, issue 3, pages 353-363, May, DOI: 10.1111/1467-9892.00228.

1997

  1. Kleiber, Christian, 1997, "The existence of population inequality measures," Economics Letters, Elsevier, volume 57, issue 1, pages 39-44, November.

1996

  1. Kleiber, Christian, 1996, "Dagum vs. Singh-Maddala income distributions," Economics Letters, Elsevier, volume 53, issue 3, pages 265-268, December.

Books

2014

  1. Stefan Helber & Michael Breitner & Daniel Rösch & Cornelia Schön & Johann-Matthias Graf von der Schu (ed.), 2014, "Operations Research Proceedings 2012," Operations Research Proceedings, Springer, number 978-3-319-00795-3, edition 127, ISBN: ARRAY(0x7da77150), December, DOI: 10.1007/978-3-319-00795-3.

Chapters

2024

  1. Philipp Otto & Philipp Sibbertsen, 2024, "Spatial Autoregressive Fractionally Integrated Moving Average Model," Springer Books, Springer, in: Sven Knoth & Yarema Okhrin & Philipp Otto, "Advanced Statistical Methods in Process Monitoring, Finance, and Environmental Science", DOI: 10.1007/978-3-031-69111-9_22.

2011

  1. Philipp Sibbertsen, 2011, "Zeitreihenanalyse," Springer Books, Springer, chapter 0, in: Heinz Grohmann & Walter Krämer & Almut Steger, "Statistik in Deutschland", DOI: 10.1007/978-3-642-15635-9_14.

2008

  1. Christian Kleiber, 2008, "A Guide to the Dagum Distributions," Economic Studies in Inequality, Social Exclusion, and Well-Being, Springer, chapter 6, in: Duangkamon Chotikapanich, "Modeling Income Distributions and Lorenz Curves", DOI: 10.1007/978-0-387-72796-7_6.

2003

  1. A. Peters & P. Sibbertsen, 2003, "Tests on Fractional Cointegration Comparison of a Finite M— and ML—test on Fractional Cointegration," Springer Books, Springer, in: Rudolf Dutter & Peter Filzmoser & Ursula Gather & Peter J. Rousseeuw, "Developments in Robust Statistics", DOI: 10.1007/978-3-642-57338-5_27.

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