Details about Kai Wenger

Access statistics for papers by Kai Wenger.

Last updated 2020-07-26. Update your information in the RePEc Author Service.

Short-id: pwe411

Working Papers

2018

1. Fixed-Bandwidth CUSUM Tests Under Long Memory
   Hannover Economic Papers (HEP), Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät View citations (1)

2017

2. A Simple Test on Structural Change in Long-Memory Time Series
   Hannover Economic Papers (HEP), Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät View citations (2)
   See also Journal Article A simple test on structural change in long-memory time series, Economics Letters, Elsevier (2018) View citations (6) (2018)
3. Change-in-Mean Tests in Long-memory Time Series: A Review of Recent Developments
   Hannover Economic Papers (HEP), Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät View citations (3)
   See also Journal Article Change-in-mean tests in long-memory time series: a review of recent developments, AStA Advances in Statistical Analysis, Springer (2019) View citations (6) (2019)
4. The Memory of Volatility
   Hannover Economic Papers (HEP), Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät View citations (8)

Journal Articles

2020

1. A modified Wilcoxon test for change points in long-range dependent time series
   Economics Letters, 2020, 192, (C)

2019

2. Change-in-mean tests in long-memory time series: a review of recent developments
   AStA Advances in Statistical Analysis, 2019, 103, (2), 237-256 View citations (6)
   See also Working Paper Change-in-Mean Tests in Long-memory Time Series: A Review of Recent Developments, Hannover Economic Papers (HEP) (2017) View citations (3) (2017)

2018

3. A simple test on structural change in long-memory time series
   Economics Letters, 2018, 163, (C), 90-94 View citations (6)
   See also Working Paper A Simple Test on Structural Change in Long-Memory Time Series, Hannover Economic Papers (HEP) (2017) View citations (2) (2017)