| Publication | Date of Publication | Type |
|---|
| Quantile correlation coefficient: a new tail dependence measure | 2022-08-23 | Paper |
| Bootstrapping volatility spillover index | 2022-07-04 | Paper |
| Vector error correction heterogeneous autoregressive forecast model of realized volatility and implied volatility | 2022-06-30 | Paper |
| Tests for structural breaks in memory parameters of long-memory heterogeneous autoregressive models | 2022-05-16 | Paper |
| Block bootstrapping for a panel mean break test | 2022-04-27 | Paper |
| Nonparametric estimation of time varying correlation coefficient | 2022-04-27 | Paper |
| A general panel break test based on the self-normalization method | 2022-04-27 | Paper |
| A self-normalization break test for correlation matrix | 2021-12-27 | Paper |
| A mean-difference test based on self-normalization for alternating regime index data sets | 2020-11-03 | Paper |
| A self-normalization test for correlation change | 2020-11-03 | Paper |
| Bayesian tests for unit root and multiple breaks | 2020-09-29 | Paper |
| Identifying Differentially Expressed Genes in Meta-Analysis via Bayesian Model-Based Clustering | 2020-09-24 | Paper |
| An Investigation on the Allelic Chi-Square Test Used in Genetic Association Studies | 2020-09-23 | Paper |
| Moving block bootstrapping for a CUSUM test for correlation change | 2019-03-29 | Paper |
| Quantile forecasts for financial volatilities based on parametric and asymmetric models | 2019-02-19 | Paper |
| Infinite-order, long-memory heterogeneous autoregressive models | 2018-11-23 | Paper |
| Stationary bootstrapping for semiparametric panel unit root tests | 2018-11-23 | Paper |
| Forecasting realized volatility: a review | 2018-11-12 | Paper |
| Forecasts for leverage heterogeneous autoregressive models with jumps and other covariates | 2018-10-12 | Paper |
| Two-stage stationary bootstrapping for bivariate average realized volatility matrix under market microstructure noise and asynchronicity | 2018-07-17 | Paper |
| Do we need the constant term in the heterogenous autoregressive model for forecasting realized volatilities? | 2018-06-01 | Paper |
| Stationary bootstrapping for realized covariations of high frequency financial data | 2018-01-12 | Paper |
| Estimation of structural mean breaks for long-memory data sets | 2018-01-12 | Paper |
| Stationary bootstrapping for common mean change detection in cross-sectionally dependent panels | 2017-12-01 | Paper |
| Bootstrap forecast intervals for asymmetric volatilities via EGARCH model | 2017-04-25 | Paper |
| A CUSUM test for panel mean change detection | 2017-02-09 | Paper |
| An integrated heteroscedastic autoregressive model for forecasting realized volatilities | 2016-07-29 | Paper |
| SUR Approach for IV Estimation of Canonical Contagion Models | 2016-05-30 | Paper |
| An instrumental variable approach for panel unit root tests under cross-sectional dependence | 2016-05-02 | Paper |
| Asymmetry and nonstationarity for a seasonal time series model | 2016-05-02 | Paper |
| Kernel estimators of mode under \(\psi\)-weak dependence | 2016-04-04 | Paper |
| MAXIMAL INEQUALITIES AND AN APPLICATION UNDER A WEAK DEPENDENCE | 2016-03-11 | Paper |
| Fully modified semiparametric GLS estimation for regressions with nonstationary seasonal regressors | 2015-12-29 | Paper |
| Imputation methods for quantile estimation under missing at random | 2015-12-17 | Paper |
| Efficiency of the OLSE for regressions on two-dimensional grids with sinusoidal regressors and spatially correlated errors | 2015-10-14 | Paper |
| Unit root tests for panel MTAR model with cross-sectionally dependent error | 2015-10-14 | Paper |
| A Lagrangian multiplier test for market microstructure noise with applications to sampling interval determination for realized volatilities | 2015-10-05 | Paper |
| Forecasting the realized variance of the log-return of Korean won US dollar exchange rate addressing jumps both in stock-trading time and in overnight | 2015-08-07 | Paper |
| Stationary bootstrapping for panel cointegration tests under cross-sectional dependence | 2015-07-20 | Paper |
| A CUSUMSQ test for structural breaks in error variance for a long memory heterogeneous autoregressive model | 2015-05-18 | Paper |
| A bootstrap test for jumps in financial economics | 2015-05-05 | Paper |
| A Note on Exponential Inequalities of ψ-Weakly Dependent Sequences | 2015-02-12 | Paper |
| Block Bootstrapping for Kernel Density Estimators under ψ-Weak Dependence | 2014-11-26 | Paper |
| Semiparametric estimation for partially linear models with \(\psi\)-weak dependent errors | 2014-09-30 | Paper |
| Random central limit theorems for linear processes with weakly dependent innovations | 2014-09-26 | Paper |
| The factoring likelihood method for non-monotone missing data | 2014-09-26 | Paper |
| A study on moment inequalities under a weak dependence | 2014-08-06 | Paper |
| ML estimation and an efficiency study for mean estimators in spatially correlated repeated arrays | 2014-08-01 | Paper |
| Tests for random time effects and spatial error correlation in panel regression models | 2014-07-11 | Paper |
| Stationary bootstrapping for non-parametric estimator of nonlinear autoregressive model | 2014-06-16 | Paper |
| A CUSUM test for a long memory heterogeneous autoregressive model | 2014-06-06 | Paper |
| Robust panel unit root tests for cross-sectionally dependent multiple time series | 2014-04-14 | Paper |
| Tests for seasonal unit roots in panels of cross-sectionally correlated time series | 2014-03-12 | Paper |
| Stationary bootstrapping realized volatility | 2014-02-11 | Paper |
| Stationary bootstrapping realized volatility under market microstructure noise | 2013-09-06 | Paper |
| Stationary bootstrapping for cointegrating regressions | 2013-05-13 | Paper |
| Geometric ergodicity and \(\beta\)-mixing property for a multivariate CARR model | 2013-01-29 | Paper |
| A note on geometric ergodicity of a multiple threshold AR(1) processes on the boundary region with application to integrated m-m processes | 2013-01-28 | Paper |
| Unit root tests for cross-sectionally dependent seasonal panels | 2013-01-08 | Paper |
| Tests for asymmetry in possibly nonstationary dynamic panel models | 2013-01-07 | Paper |
| Comparison of panel unit root tests under cross sectional dependence | 2013-01-03 | Paper |
| Strict stationarity and mixing properties of asymmetric power GARCH models allowing a signed volatility | 2013-01-01 | Paper |
| Recursive mean adjustment for panel unit root tests | 2013-01-01 | Paper |
| Efficient realized variance, regression coefficient, and correlation coefficient under different sampling frequencies | 2012-12-18 | Paper |
| Corrigendum | 2012-10-23 | Paper |
| On cumulative residual Kullback-Leibler information | 2012-10-17 | Paper |
| A unified Bayesian inference on treatment means with order constraints | 2012-09-15 | Paper |
| Stationary bootstrap for kernel density estimators under \(\psi\)-weak dependence | 2012-07-16 | Paper |
| Strong consistency of the stationary bootstrap under \(\psi\)-weak dependence | 2012-05-18 | Paper |
| On the Choice of Nonparametric Entropy Estimator in Entropy-Based Goodness-of-Fit Test Statistics | 2012-05-18 | Paper |
| A robust sign test for panel unit roots under cross sectional dependence | 2010-03-30 | Paper |
| Optimal tests against the alternative hypothesis of panel unit roots | 2010-03-30 | Paper |
| Protecting Sensitive Information in Directory Services Using Virtual Directories | 2010-03-04 | Paper |
| Unit root tests based on IV estimators for time series with multiple breaks | 2009-10-30 | Paper |
| Double unit root tests for cross-sectionally dependent panel data | 2009-10-21 | Paper |
| Bayesian test for asymmetry and nonstationarity in MTAR model with possibly incomplete data | 2008-11-26 | Paper |
| Bayesian model selection and parameter estimation for possibly asymmetric and non-stationary time series using a reversible jump Markov chain Monte Carlo approach | 2007-10-09 | Paper |
| Bayesian analysis of panel data using an MTAR model | 2007-09-11 | Paper |
| A sign test for unit roots in a seasonal MTAR model | 2007-07-31 | Paper |
| Asymptotic efficiency of the ordinary least-squares estimator for SUR models with integrated regressors | 2007-03-12 | Paper |
| A sign test for unit roots in a momentum threshold autoregressive process | 2006-06-16 | Paper |
| A Generalized Estimating Equations Approach for Testing Ordered Group Effects with Repeated Measurements | 2005-04-11 | Paper |
| Estimation of spectral density for seasonal time series models | 2005-04-07 | Paper |
| M‐Estimation for regressions with integrated regressors and arma errors | 2004-11-24 | Paper |
| Tests for the order of integration against higher order integration | 2004-09-22 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4817019 | 2004-09-14 | Paper |
| ON GEOMETRIC ERGODICITY OF AN AR-ARCH TYPE PROCESS WITH MARKOV SWITCHING | 2004-05-27 | Paper |
| Biases of the restricted maximum likelihood estimators for ARMA processes with polynomial time trend | 2003-08-13 | Paper |
| An instrumental variable approach for tests of unit roots and seasonal unit roots in asymmetric time series models. | 2003-06-09 | Paper |
| ASYMPTOTIC EFFICIENCY OF THE ORDINARY LEAST SQUARES ESTIMATOR FOR REGRESSIONS WITH UNSTABLE REGRESSORS | 2003-05-18 | Paper |
| A new kernel for long-run variance estimates in seasonal time series models | 2002-07-31 | Paper |
| Bayesian analysis of regression models with spatially correlated errors and missing observations | 2002-07-15 | Paper |
| A note on stationarity of the MTAR process on the boundary of the stationarity region | 2002-03-03 | Paper |
| Asymptotic efficiency of the OLSE for polynomial regression models with spatially correlated errors | 2002-01-24 | Paper |
| Consistency of the maximum likelihood estimators for nonstationary ARMA regressions with time trends | 2002-01-08 | Paper |
| On geometric ergodicity of the MTAR process | 2002-01-02 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4225891 | 2001-01-11 | Paper |
| Weighted symmetric tests for cointegration based on residual | 2000-11-08 | Paper |
| Semiparametric tests for seasonal unit roots based on a semiparametric feasible GLSE | 2000-01-01 | Paper |
| Analysis of ordered covariate effects among groups with repeated measurements | 1999-11-10 | Paper |
| The Limiting Distribution of the Residual Processes in Nonstationary Autoregressive Processes | 1999-08-10 | Paper |
| An algorithm for generating correlated random variables in a class of infinitely divisible distributions | 1999-08-09 | Paper |
| Testing for a Unit Root in Autoregressive Moving‐average Models with Missing Data | 1999-06-10 | Paper |
| Maximum likelihood estimation for arma models in the presence of ARMA errors | 1999-05-26 | Paper |
| Unit Root Tests Based on Unconditional Maximum Likelihood Estimation for the Autoregressive Moving Average | 1999-05-03 | Paper |
| Unit root tests for time series with outliers | 1998-11-05 | Paper |
| TESTING FOR A UNIT ROOT IN AN AR(1) TIME SERIES USING IRREGULARLY OBSERVED DATA | 1998-06-08 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4718557 | 1998-03-23 | Paper |
| A study on misspecified nonstationary autoregressive time series with a unit root | 1998-03-05 | Paper |
| Regression with integrated regressors | 1998-02-09 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4718536 | 1997-02-12 | Paper |
| Small sample comparisons for the blended weight chi-square goodness-of-fit test statistics | 1997-02-03 | Paper |
| Testing for ordered group effects with repeated measurements | 1996-12-08 | Paper |
| On the asymptotics of residuals in autoregressive moving average processes with one autoregressive unit root | 1996-10-08 | Paper |
| ESTIMATION OF THE MULTIVARIATE AUTOREGRESSIVE MOVING AVERAGE HAVING PARAMETER RESTRICTIONS AND AN APPLICATION TO ROTATIONAL SAMPLING | 1996-09-18 | Paper |
| DISTRIBUTION OF RESIDUAL AUTOCORRELATIONS IN NONSTATIONARY AUTOREGRESSIVE PROCESSES | 1996-03-20 | Paper |
| A note on nonlinear regression for the autoregressive moving average with non-hd errors | 1994-11-08 | Paper |
| Unit root tests for \(\text{ARIMA}(0,1,q)\) models with irregularly observed samples | 1994-09-18 | Paper |
| A note on testing for a unit root in an \(\text{ARIMA}(p,1,0)\) signal observed with \(\text{MA}(q)\) noise | 1994-03-27 | Paper |
| Testing for a unit root in autoregressive processes with systematic but incomplete sampling | 1994-03-07 | Paper |
| MAXIMUM LIKELIHOOD ESTIMATION FOR AUTOREGRESSIVE PROCESSES DISTURBED BY A MOVING AVERAGE | 1994-01-06 | Paper |
