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Behrendt, Simon [Author] ; Schweikert, Karsten [Other]

A Note on Adaptive Group Lasso for Structural Break Time Series

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[S.l.]: SSRN, [2020]
Schmidt, Alexander [Author] ; Schweikert, Karsten [Other]

Multiple Structural Breaks in Cointegrating Regressions : A Model Selection Approach

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https://ssrn.com/abstract=3489870

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[S.l.]: SSRN, [2019]
Schweikert, Karsten [Author] ; Jung, Robert [Degree supervisor]

Modelling nonlinearities in cointegration relationships

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Hohenheim: Kommunikations-, Informations- und Medienzentrum der Universität Hohenheim, 2017
Baur, Dirk G. [Author] ; Prange, Philipp [Other]; Schweikert, Karsten [Other]

Flight to Quality - Gold Mining Shares versus Gold Bullion

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https://ssrn.com/abstract=3488633

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[S.l.]: SSRN, [2020]
Schweikert, Karsten [Author]

Efficiently detecting multiple structural breaks in systems of linear regression equations with integrated and stationary regressors

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https://arxiv.org/pdf/2201.05430.pdf

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2022

Published in: De.arxiv.org ; (2022), Seite 1-39
Schweikert, Karsten [Author]

Oracle efficient estimation of structural breaks in cointegrating regressions

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23 April 2021

Published in: Journal of time series analysis ; 43(2022), 1, Seite 83-104
Schweikert, Karsten [Author]

Oracle Efficient Estimation of Structural Breaks in Cointegrating Regressions

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Oxford, UK: John Wiley & Sons, Ltd, 2021
Schweikert, Karsten [Author]

Testing for cointegration with threshold adjustment in the presence of structural breaks

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Stuttgart: University of Hohenheim, Dean’s Office of the Faculty of Business, Economics and Social Sciences, 2018

Published in: Hohenheim discussion papers in business, economics and social sciences ; 2018,07
Schweikert, Karsten [Author]

Testing for cointegration with threshold adjustment in the presence of structural breaks

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http://hdl.handle.net/10419/178506

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Stuttgart: Universität Hohenheim, Fakultät Wirtschafts- und Sozialwissenschaften, 2018
Schweikert, Karsten [Author]

Modelling nonlinearities in cointegration relationships

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Hohenheim: Kommunikations-, Informations- und Medienzentrum der Universität Hohenheim, 2017
Dimpfl, Thomas [Author]; Schweikert, Karsten [Author]

Information shares for markets with partially overlapping trading hours

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2023

Published in: Journal of banking and finance ; 154(2023), Artikel-ID 106970, Seite 1-13
Kuck, Konstantin [Author]; Schweikert, Karsten [Author]

Price Discovery in Equity Markets : A State-Dependent Analysis of Spot and Futures Markets

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https://ssrn.com/abstract=4253756

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[S.l.]: SSRN, 2022
Dekker, Vincent [Author]; Schweikert, Karsten [Author]

A comparison of different data-driven procedures to determine the bunching window

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https://journals.sagepub.com/doi/pdf/10.1177/1091142121993055

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April 7, 2021

Published in: Public finance review ; 49(2021), 2 vom: März, Seite 262-293
Kuck, Konstantin [Author]; Schweikert, Karsten [Author]

Forecasting Baden‐Württemberg's GDP growth: MIDAS regressions versus dynamic mixed‐frequency factor models

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Hoboken, NJ: Wiley, 2021
Kuck, Konstantin [Author]; Schweikert, Karsten [Author]

Forecasting Baden‐Württemberg's GDP growth : MIDAS regressions versus dynamic mixed‐frequency factor models

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27 November 2020

Published in: Journal of forecasting ; 40(2021), 5, Seite 861-882
Fasoula, Evanthia [Author]; Schweikert, Karsten [Author]

Price regulations and price adjustment dynamics : evidence from the Austrian retail fuel market

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https://www.ingentaconnect.com/contentone/lse/jtep/2020/00000054/00000001/art00003

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2020

Published in: Journal of transport economics & policy ; 54(2020), 1 vom: Jan., Seite 21-39
Fasoula, Evanthia [Author]; Schweikert, Karsten [Author]

Price regulations and price adjustment dynamics : evidence from the Austrian retail fuel market

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Stuttgart: University of Hohenheim, Dean’s Office of the Faculty of Business, Economics and Social Sciences, 2018

Published in: Hohenheim discussion papers in business, economics and social sciences ; 2018,08
Fasoula, Evanthia [Author]; Schweikert, Karsten [Author]

Price regulations and price adjustment dynamics: Evidence from the Austrian retail fuel market

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http://hdl.handle.net/10419/178507

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Stuttgart: Universität Hohenheim, Fakultät Wirtschafts- und Sozialwissenschaften, 2018
Fruet Dias, Gustavo [Author]; Schweikert, Karsten [Author]

Integrated Variance Estimation for Assets Traded in Multiple Venues

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https://ssrn.com/abstract=4253762

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[S.l.]: SSRN, 2022
Schild, Karl-Heinz [Author]; Schweikert, Karsten [Author]

On the validity of tests for asymmetry in residual-based threshold cointegration models

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https://www.mdpi.com/2225-1146/7/1/12/pdf

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2019

Published in: Econometrics ; 7(2019), 1/12 vom: Apr., Seite 1-13

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