| Publication | Date of Publication | Type |
|---|
| Generalized Shrinkage Methods for Forecasting Using Many Predictors | 2025-01-20 | Paper |
| Comment | 2025-01-20 | Paper |
| HAR Inference: Recommendations for Practice | 2024-10-23 | Paper |
| HAR Inference: Recommendations for Practice Rejoinder | 2024-10-23 | Paper |
| Is Newey-West optimal among first-order kernels? | 2024-03-21 | Paper |
| The Size‐Power Tradeoff in HAR Inference | 2023-05-12 | Paper |
| Inference in structural vector autoregressions identified with an external instrument | 2021-10-26 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4593683 | 2017-11-22 | Paper |
| Efficient two-sided nonsimilar invariant tests in IV regression with weak instruments | 2016-06-22 | Paper |
| A comparison of direct and iterated multistep AR methods for forecasting macroeconomic time series | 2016-06-10 | Paper |
| Performance of conditional Wald tests in IV regression with weak instruments | 2016-05-09 | Paper |
| Testing with many weak instruments | 2016-05-04 | Paper |
| Estimating turning points using large data sets | 2014-08-06 | Paper |
| Consistent factor estimation in dynamic factor models with structural instability | 2014-06-06 | Paper |
| Asymptotic properties of the Hahn-Hausman test for weak-instruments | 2013-01-03 | Paper |
| Heteroskedasticity-Robust Standard Errors for Fixed Effects Panel Data Regression | 2008-03-19 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5447118 | 2008-03-06 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5309188 | 2007-10-09 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5309189 | 2007-10-09 | Paper |
| Optimal Two-Sided Invariant Similar Tests for Instrumental Variables Regression | 2006-11-30 | Paper |
| Forecasting Using Principal Components From a Large Number of Predictors | 2004-06-10 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4549700 | 2003-04-06 | Paper |
| GMM with Weak Identification | 2002-05-28 | Paper |
| Confidence intervals for autoregressive coefficients near one | 2001-07-29 | Paper |
| Macro-econometrics | 2001-01-01 | Paper |
| Testing For and Dating Common Breaks in Multivariate Time Series | 1999-04-19 | Paper |
| Median Unbiased Estimation of Coefficient Variance in a Time-Varying Parameter Model | 1998-08-09 | Paper |
| Efficient Tests for an Autoregressive Unit Root | 1998-06-08 | Paper |
| Inference in a nearly integrated autoregressive model with nonnormal innovations | 1998-01-07 | Paper |
| Instrumental Variables Regression with Weak Instruments | 1997-06-10 | Paper |
| Deciding between I(1) and I(0) | 1995-06-18 | Paper |
| A Simple Estimator of Cointegrating Vectors in Higher Order Integrated Systems | 1994-11-30 | Paper |
| A Simple Estimator of Cointegrating Vectors in Higher Order Integrated Systems | 1993-07-01 | Paper |
| Inference in Linear Time Series Models with some Unit Roots | 1990-01-01 | Paper |
| Estimating integrated higher-order continuous time autoregressions with an application to money-income causality | 1989-01-01 | Paper |
| Semiparametric Estimation of Index Coefficients | 1989-01-01 | Paper |
| The convergence of multivariate `unit root' distributions to their asymptotic limits. The case of money-income causality | 1988-01-01 | Paper |
| Continuous time autoregressive models with common stochastic trends | 1988-01-01 | Paper |
| Testing for Common Trends | 1988-01-01 | Paper |
| Asymptotic Properties of Least Squares Estimators of Cointegrating Vectors | 1987-01-01 | Paper |
