The Linear State Space Model
Exact Tests for Univariate Random Walk Coefficients
Asymptotic Tests for Univariate Random Walk Coefficients in Models with Stationary Regressors/Non-Stationary Regressors
Testing Trend Stationarity Against Difference Stationarity in Time Series
Testing for Multivariate Random Walk Coefficients in Regression Models
Testing for Random Walk Coefficients in the Presence of Varying Coeffcients Under <I>H</I>0
The Term Structure of German Interest Rates - Testing the Expectations Hypothesis
Résumé and Prospects.