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Details about Kai Wenger

E-mail:
Homepage:https://www.statistik.uni-hannover.de/wenger.html
Workplace:Wirtschaftswissenschaftliche Fakultät (School of Economics and Management), Leibniz Universität Hannover (University of Hannover), (more information at EDIRC)

Access statistics for papers by Kai Wenger.

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

Short-id: pwe411


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Working Papers

2018

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

2017

  1. A Simple Test on Structural Change in Long-Memory Time Series
    Hannover Economic Papers (HEP), Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät Downloads View citations (1)
    See also Journal Article in Economics Letters (2018)
  2. Change-in-Mean Tests in Long-memory Time Series: A Review of Recent Developments
    Hannover Economic Papers (HEP), Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät Downloads View citations (2)
    See also Journal Article in AStA Advances in Statistical Analysis (2019)
  3. The Memory of Volatility
    Hannover Economic Papers (HEP), Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät Downloads View citations (4)

Journal Articles

2020

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

2019

  1. Change-in-mean tests in long-memory time series: a review of recent developments
    AStA Advances in Statistical Analysis, 2019, 103, (2), 237-256 Downloads View citations (1)
    See also Working Paper (2017)

2018

  1. A simple test on structural change in long-memory time series
    Economics Letters, 2018, 163, (C), 90-94 Downloads View citations (3)
    See also Working Paper (2017)
 
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