Contributions to books
- Unit root tests for time series with a structural break when the break
point is known,
jointly with Helmut Lütkepohl and Pentti Saikkonen in Hsiao C., Morimune
K. and Powell J.L. (eds.):
Nonlinear Statistical Modeling, Cambridge: Cambridge University Press 2001.
- Simultaneous-equations models, jointly with Axel Werwartz, in:
Härdle W., Hlavka Z., Klinke S.
(eds.) XploRe Application Guide, Berlin: Springer 2000.