Simone Maxand

Simone Maxand

Europa Universität Viadrina Frankfurt Oder - Frankfurt / Germany
Others
AD Scientific Index ID: 4807135
European University Viadrina
person_outline Simone Maxand's MOST POPULAR ARTICLES
1-) svars: An R package for data-driven identification in multivariate time series analysis Journal of Statistical Software 97 (1), 1-34, 2021
2-) Identification of independent structural shocks in the presence of multiple Gaussian components Econometrics and Statistics 16, 55-68, 2020
3-) Identification of structural multivariate GARCH models Journal of Econometrics 227 (1), 212-227, 2022
4-) Heteroskedasticity‐Robust Unit Root Testing for Trending Panels Journal of Time Series Analysis 40 (5), 649-664, 2019
5-) Panel unit-root tests for heteroskedastic panels The Stata Journal 18 (1), 184-196, 2018