| Publication | Date of Publication | Type |
|---|
| Estimation and inference in a high-dimensional semiparametric Gaussian copula vector autoregressive model | 2023-11-17 | Paper |
| Wald, QLR, and score tests when parameters are subject to linear inequality constraints | 2023-06-29 | Paper |
| Vector copulas | 2023-04-14 | Paper |
| UNIFORM INFERENCE IN A GENERALIZED INTERVAL ARITHMETIC CENTER AND RANGE LINEAR MODEL | 2023-03-06 | Paper |
| Maximization by parts in extremum estimation | 2022-07-27 | Paper |
| Partial identification of average treatment effects on the treated through difference-in-differences | 2022-06-08 | Paper |
| Symmetrized Multivariatek-NN Estimators | 2022-06-03 | Paper |
| Vector copulas | 2020-09-14 | Paper |
| On rank estimators in increasing dimensions | 2020-02-11 | Paper |
| Identification and wavelet estimation of weighted ATE under discontinuous and kink incentive assignment mechanisms | 2019-10-23 | Paper |
| A smoothed Q‐learning algorithm for estimating optimal dynamic treatment regimes | 2019-06-07 | Paper |
| Identifying Treatment Effects Under Data Combination | 2019-01-29 | Paper |
| On the density estimation of air pollution in Beijing | 2018-10-05 | Paper |
| Partial identification and inference in censored quantile regression | 2018-08-29 | Paper |
| Average derivative estimation with errors-in-variables | 2017-12-22 | Paper |
| Partial identification of functionals of the joint distribution of ``potential outcomes | 2017-01-30 | Paper |
| Inference for the correlation coefficient between potential outcomes in the Gaussian switching regime model | 2016-11-03 | Paper |
| Estimation and inference in an ecological inference model | 2016-09-15 | Paper |
| Confidence intervals for the quantile of treatment effects in randomized experiments | 2016-08-15 | Paper |
| A new class of asymptotically efficient estimators for moment condition models | 2016-08-12 | Paper |
| Estimation and model selection of semiparametric multivariate survival functions under general censorship | 2016-08-01 | Paper |
| Estimation and model selection of semiparametric copula-based multivariate dynamic models under copula misspecification | 2016-06-10 | Paper |
| Estimation of copula-based semiparametric time series models | 2016-04-25 | Paper |
| A direct approach to inference in nonparametric and semiparametric quantile models | 2015-12-18 | Paper |
| Post-\(J\) test inference in non-nested linear regression models | 2015-11-09 | Paper |
| Nonparametric inference for counterfactual means: bias-correction, confidence sets, and weak IV | 2014-08-07 | Paper |
| A flexible parametric approach for estimating switching regime models and treatment effect parameters | 2014-06-04 | Paper |
| Nonparametric Instrumental Regression | 2013-03-14 | Paper |
| Partial identification of distributional and quantile treatment effects in difference-in-differences models | 2012-12-18 | Paper |
| A MODEL SELECTION TEST FOR BIVARIATE FAILURE-TIME DATA | 2012-05-14 | Paper |
| UNIT ROOT TESTS WITH WAVELETS | 2010-10-14 | Paper |
| SHARP BOUNDS ON THE DISTRIBUTION OF TREATMENT EFFECTS AND THEIR STATISTICAL INFERENCE | 2010-07-23 | Paper |
| Partial identification of the distribution of treatment effects and its confidence sets | 2010-06-30 | Paper |
| Partial Identification of the Distribution of Treatment Effects in Switching Regime Models and its Confidence Sets | 2010-06-15 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3600720 | 2009-02-05 | Paper |
| A simple test for a parametric single index model. | 2008-01-25 | Paper |
| Maximization by Parts in Likelihood Inference | 2007-08-20 | Paper |
| Efficient Estimation of Semiparametric Multivariate Copula Models | 2007-08-20 | Paper |
| A NONPARAMETRIC BOOTSTRAP TEST OF CONDITIONAL DISTRIBUTIONS | 2006-11-14 | Paper |
| Pseudo-likelihood ratio tests for semiparametric multivariate copula model selection | 2006-01-16 | Paper |
| On the approximate decorrelation property of the discrete wavelet transform for fractionally differenced processes | 2005-05-31 | Paper |
| A wavelet solution to the spurious regression of fractionally differenced processes | 2005-05-20 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4438060 | 2003-12-09 | Paper |
| Some higher-order theory for a consistent non-parametric model specification test | 2003-04-03 | Paper |
| A CONSISTENT MODEL SPECIFICATION TEST BASED ON THE KERNEL SUM OF SQUARES OF RESIDUALS | 2002-01-01 | Paper |
| Central limit theorem for degenerateU-Statistics of Absolutely Regular Processes with Applications to Model Specification Testing | 2001-12-12 | Paper |
| Optimal bandwidths for kernel density estimators of functions of observations | 2001-07-31 | Paper |
| CONSISTENT MODEL SPECIFICATION TESTS | 2001-05-16 | Paper |
| On goodness-of-fit tests for weakly dependent processes using kernel method | 2001-02-27 | Paper |
| Root-n-consistent estimation of partially linear time series models | 2001-01-29 | Paper |
| A data-driven test for dispersive ordering | 2000-10-19 | Paper |
| Asymptotic normality of a combined regression estimator | 2000-03-16 | Paper |
| Consistent hypothesis testing in semiparametric and nonparametric models for econometric time series | 1999-01-01 | Paper |
| A consistent nonparametric test for linearity of \(\text{AR} (p)\) models | 1998-06-30 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4384069 | 1998-04-20 | Paper |
| Goodness-of-fit tests for a multivariate distribution by the empirical characteristic function | 1997-09-04 | Paper |
| Bootstrapping J-type tests for non-nested regression models | 1997-02-28 | Paper |
| Consistent Model Specification Tests: Omitted Variables and Semiparametric Functional Forms | 1997-01-23 | Paper |
| Bootstrapping a consistent nonparametric goodness-of-fit test | 1996-03-11 | Paper |
| A Consistent Nonparametric Test of Symmetry in Linear Regression Models | 1995-08-21 | Paper |
