Hanck, Christoph 1979-
Hanck, Christoph
VIAF ID: 57768432 (Personal)
Permalink: http://viaf.org/viaf/57768432
Preferred Forms
- 100 1 _ ‡a Hanck, Christoph
- 100 1 _ ‡a Hanck, Christoph ‡d 1979-
4xx's: Alternate Name Forms (3)
5xx's: Related Names (7)
- 551 _ _ ‡a Dorsten ‡4 ortg ‡4 http://d-nb.info/standards/elementset/gnd#placeOfBirth
- 510 2 _ ‡a Dortmund, Techn. Univ
- 510 2 _ ‡a Sonderforschungsbereich Komplexitätsreduktion in Multivariaten Datenstrukturen ‡g Dortmund ‡4 affi ‡4 http://d-nb.info/standards/elementset/gnd#affiliation ‡e Affiliation
- 510 2 _ ‡a Universität Dortmund ‡b Fachbereich Statistik ‡4 affi ‡4 http://d-nb.info/standards/elementset/gnd#affiliation ‡e Affiliation
- 510 2 _ ‡a Universität Duisburg-Essen ‡4 affi ‡4 http://d-nb.info/standards/elementset/gnd#affiliation ‡e Affiliation
- 510 2 _ ‡a Universität Dortmund ‡b Fachbereich Statistik
- 510 2 _ ‡a Universität Duisburg-Essen
Works
Title | Sources |
---|---|
Analysis of large data sets: Bayesian methods and applications in energy and health economics | |
Cointegration tests of PPP do they also exhibit erratic behaviour? | |
Essays in Empirical Monetary Economics | |
Essays on Using Shrinkage Estimators in Econometrics | |
House prices and interest rates Bayesian evidence from Germany | |
Is double trouble? how to combine cointegration tests | |
Modeling, testing and forecasting persistent univariate and multivariate time-series with financial applications | |
Nonstationary-volatility robust panel unit root tests and the great moderation | |
Robust inference under timevarying volatility: A real-time evaluation of professional forecasters | |
Testing for nonlinear cointegration under heteroskedasticity | |
Testing in nonstationary and dependent panels with applications to purchasing power parity |