← All authors Christoph Hanck University of Duisburg-Essen (from arXiv:2102.08809, 2021) · OpenAlex
33 papers in scope · 33 published · 1 on the econ.EM arXiv · 1,008 citations · h-index 12 (over the papers listed here)
Related authors The 20 authors closest to this one in our weighted citation graph, most related first.
Yeonwoo Rho Xiaofeng Shao Till Massing Carsten Jentsch Karsten Reichold Etiënne Wijler Alexandre Street Eduardo Zilberman Stephan Smeekes Zifeng Zhao Kengo Kato Min Seong Kim Denis Chetverikov Yuta Koike Gabriel Vasconcelos Myung-Hyun Song Bin Peng Marcelo C. Medeiros Victor Chernozhukov Feiyu Jiang Proximity is measured over citations between two papers we both hold, weighted by how heavily one leans on the other, and is symmetric — it does not distinguish citing from being cited. Authors without a profile here are skipped, and a genuinely close colleague can be missing simply because their work is not in our arXiv corpus. Method: docs/06-citations-pipeline.md .
Papers (1 of 33)
published 2024 · Econometric Reviews · 1 citations · first circulated 2021
Robust Fixed-b Inference in the Presence of Time-Varying Volatility
published 2023 · Econometrics and Statistics · 3 citations · first circulated 2016
with Matei Demetrescu, Robinson Kruse-Becher, Robinson Kruse
Robust inference under time‐varying volatility: A real‐time evaluation of professional forecasters
published 2022 · Journal of Applied Econometrics · 7 citations
with Matei Demetrescu, Robinson Kruse-Becher
Hierarchical Bayes modelling of penalty conversion rates of Bundesliga players
published 2021 · AStA Advances in Statistical Analysis · 2 citations
A Comparison of Approaches to Select the Informativeness of Priors in BVARs
published 2021 · Jahrbücher für Nationalökonomie und Statistik · 1 citations
House prices and interest rates: Bayesian evidence from Germany
published 2020 · Applied Economics · 15 citations · first circulated 2016
On Combining Evidence from Heteroskedasticity Robust Panel Unit Root Tests in Pooled Regressions
published 2019 · Journal of risk and financial management
Multiple Testing for No Cointegration under Nonstationary Volatility
published 2017 · Oxford Bulletin of Economics and Statistics
with Matei Demetrescu
Robust Inference for Near-Unit Root Processes with Time-Varying Error Variances
published 2014 · Econometric Reviews · 6 citations
with Matei Demetrescu
IV‐BASED COINTEGRATION TESTING IN DEPENDENT PANELS WITH TIME‐VARYING VARIANCE
published 2014 · Journal of Time Series Analysis · 8 citations · first circulated 2012
with Matei Demetrescu, Adina I. Tarcolea
Variable Selection in Cross‐Section Regressions: Comparisons and Extensions
published 2013 · Oxford Bulletin of Economics and Statistics · 9 citations
with Thomas Deckers
Nonlinear IV panel unit root testing under structural breaks in the error variance
published 2013 · Statistical Papers · 6 citations
with Matei Demetrescu
Nonstationary-Volatility Robust Panel Unit Root Tests and the Great Moderation
published 2013 · AStA Advances in Statistical Analysis · 7 citations
with Robert Czudaj
Combining non‐cointegration tests
published 2012 · Journal of Time Series Analysis · 638 citations · first circulated 2009
with Christian Bayer
An Intersection Test for Panel Unit Roots
published 2012 · Econometric Reviews · 50 citations · first circulated 2008
MULTIPLE TESTING FOR OUTPUT CONVERGENCE
published 2012 · Macroeconomic Dynamics · 12 citations
with Thomas Deckers
A simple nonstationary-volatility robust panel unit root test
published 2012 · Economics Letters · 45 citations
with Matei Demetrescu
Unit Root Testing in Heteroscedastic Panels Using the Cauchy Estimator
published 2012 · Journal of Business and Economic Statistics · 52 citations
with Matei Demetrescu
Do Panel Cointegration Tests Produce "Mixed Signals"?
published 2012 · Annals of Economics and Statistics · 2 citations
APPLIED ECONOMETRICS VARIA: Do Panel Cointegration tess Produce "Mixed Signals"?
published 2012 · Annals of Economics and Statistics
no link
On the asymptotic distribution of a unit root test against ESTAR alternatives
published 2011 · Statistics & Probability Letters · 7 citations
Multiple unit root tests under uncertainty over the initial condition: some powerful modifications
published 2011 · Statistical Papers · 1 citations
Now, whose schools are really better (or weaker) than Germany's? A multiple testing approach
published 2011 · Economic Modelling · 3 citations · first circulated 2008
The exact bias of s2 in linear panel regressions with spatial autocorrelation
published 2010 · Economics Letters
with Walter Krämer
Are PPP tests erratically behaved? Some panel evidence
published 2010 · International Review of Applied Economics · 4 citations · first circulated 2006
with Guglielmo Maria Caporale
Joshua D. Angrist and Jörn-Steffen Pischke (2009): Mostly Harmless Econometrics: An Empiricist’s Companion
published 2009 · Statistical Papers · 28 citations
A Meta Analytic Approach to Testing for Panel Cointegration
published 2009 · Communications in Statistics - Simulation and Computation · 21 citations · first circulated 2007
Cross-sectional correlation robust tests for panel cointegration
published 2009 · Journal of Applied Statistics · 18 citations · first circulated 2006
Is double trouble? How to combine cointegration tests
published 2008 · Meteor Research Memorandum · 2 citations
with Christian Bayer
For which countries did PPP hold? A multiple testing approach
published 2008 · Empirical Economics · 34 citations · first circulated 2006
Uwe Hassler (2007): Stochastische Integration und Zeitreihenmodellierung
published 2008 · Statistical Papers
Cointegration tests of PPP: do they also exhibit erratic behaviour?
published 2008 · Applied Economics Letters · 12 citations · first circulated 2006
with Guglielmo Maria Caporale
The Error-in-Rejection Probability of meta-analytic panel tests
published 2008 · Economics Letters · 14 citations · first circulated 2006
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