Ansgar Steland, “Weighted Dickey–Fuller processes for detecting stationarity”, Journal of Statistical Planning and Inference, 137:12 (2007), 4011
Ansgar Steland, “MONITORING PROCEDURES TO DETECT UNIT ROOTS AND STATIONARITY”, Econ. Theory, 23:06 (2007)
Zacharias Psaradakis, “Blockwise bootstrap testing for stationarity”, Statistics & Probability Letters, 76:6 (2006), 562
Arie Beresteanu, Francesca Molinari, “Asymptotic Properties for a Class of Partially Identified Models”, SSRN Journal, 2006
Volker Krätschmer, “Limit distributions of least squares estimators in linear regression models with vague concepts”, Journal of Multivariate Analysis, 97:5 (2006), 1044
Steland A., “Random walks with drift – A sequential approach”, Journal of Time Series Analysis, 26:6 (2005), 917–942
Oliver Linton, Esfandiar Maasoumi, Yoon-Jae Whang, “Consistent Testing for Stochastic Dominance under General Sampling Schemes”, Rev Econ Studies, 72:3 (2005), 735
Steland A., “Sequential control of time series by functionals of kernal–weighted empirical processes under local alternatives”, Metrika, 60:3 (2004), 229–249
Dietmar Ferger, “A continuous mapping theorem for the argmax‐functional in the non‐unique case”, Statistica Neerlandica, 58:1 (2004), 83
Yoon-Jae Whang, “Consistent bootstrap tests of parametric regression functions”, Journal of Econometrics, 98:1 (2000), 27