| Publication | Date of Publication | Type |
|---|
| Identification and Identification Failure for Treatment Effects Using Structural Systems | 2022-05-31 | Paper |
| Testing the Equality of Two Positive-Definite Matrices with Application to Information Matrix Testing | 2020-11-10 | Paper |
| Conditional Independence Specification Testing for Dependent Processes with Local Polynomial Quantile Regression | 2020-11-10 | Paper |
| Estimating nonseparable models with mismeasured endogenous variables | 2018-09-12 | Paper |
| DIRECTIONALLY DIFFERENTIABLE ECONOMETRIC MODELS | 2018-09-06 | Paper |
| Multilayer feedforward networks are universal approximators | 2018-03-27 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4593679 | 2017-11-22 | Paper |
| GRANGER CAUSALITY AND STRUCTURAL CAUSALITY IN CROSS-SECTION AND PANEL DATA | 2017-05-16 | Paper |
| Nonparametric identification in nonseparable panel data models with generalized fixed effects | 2017-05-12 | Paper |
| A FLEXIBLE NONPARAMETRIC TEST FOR CONDITIONAL INDEPENDENCE | 2017-05-10 | Paper |
| Local indirect least squares and average marginal effects in nonseparable structural systems | 2016-08-15 | Paper |
| Generalized runs tests for the IID hypothesis | 2016-08-12 | Paper |
| Testing for unobserved heterogeneity in exponential and Weibull duration models | 2016-08-04 | Paper |
| The construction of empirical credit scoring rules based on maximization principles | 2016-08-01 | Paper |
| Time-series estimation of the effects of natural experiments | 2016-06-10 | Paper |
| Mixtures of \(t\)-distributions for finance and forecasting | 2016-06-10 | Paper |
| A consistent characteristic function-based test for conditional independence | 2016-05-27 | Paper |
| Testing for monotonicity in unobservables under unconfoundedness | 2016-05-18 | Paper |
| Maximum likelihood and the bootstrap for nonlinear dynamic models | 2016-04-18 | Paper |
| TESTING FOR TREATMENT DEPENDENCE OF EFFECTS OF A CONTINUOUS TREATMENT | 2015-11-20 | Paper |
| VAR for VaR: measuring tail dependence using multivariate regression quantiles | 2015-09-01 | Paper |
| Robustness checks and robustness tests in applied economics | 2014-08-07 | Paper |
| Granger causality, exogeneity, cointegration, and economic policy analysis | 2014-08-06 | Paper |
| A two-stage procedure for partially identified models | 2014-06-04 | Paper |
| Testing for separability in structural equations | 2014-06-04 | Paper |
| Testing conditional independence via empirical likelihood | 2014-06-04 | Paper |
| Causal discourse in a game of incomplete information | 2014-06-04 | Paper |
| Subsampling the distribution of diverging statistics with applications to finance | 2014-03-07 | Paper |
| An Alternative Proof That OLS is BLUE | 2014-01-21 | Paper |
| A WARP-SPEED METHOD FOR CONDUCTING MONTE CARLO EXPERIMENTS INVOLVING BOOTSTRAP ESTIMATORS | 2013-08-22 | Paper |
| Consideration of Trends in Time Series | 2013-06-14 | Paper |
| Causality, Conditional Independence, and Graphical Separation in Settable Systems | 2012-10-02 | Paper |
| SOME EXTENSIONS OF A LEMMA OF KOTLARSKI | 2012-08-30 | Paper |
| Higher-Order Approximations for Testing Neglected Nonlinearity | 2012-05-21 | Paper |
| https://portal.mardi4nfdi.de/entity/Q2880948 | 2012-04-17 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3099635 | 2011-12-01 | Paper |
| Revisiting Tests for Neglected Nonlinearity Using Artificial Neural Networks | 2011-07-13 | Paper |
| TESTING STRUCTURAL CHANGE IN PARTIALLY LINEAR MODELS | 2011-04-21 | Paper |
| Testing a conditional form of exogeneity | 2010-11-26 | Paper |
| Correction to “Automatic Block-Length Selection for the Dependent Bootstrap” by D. Politis and H. White | 2009-10-21 | Paper |
| A NONPARAMETRIC HELLINGER METRIC TEST FOR CONDITIONAL INDEPENDENCE | 2009-06-11 | Paper |
| Correction to “Automatic Block-Length Selection for the Dependent Bootstrap” by D. Politis and H. White | 2009-01-30 | Paper |
| Testing for Regime Switching | 2008-02-21 | Paper |
| Tests of Conditional Predictive Ability | 2007-09-18 | Paper |
| Bootstrap Standard Error Estimates for Linear Regression | 2007-08-20 | Paper |
| Asymptotic Distribution Theory for Nonparametric Entropy Measures of Serial Dependence | 2006-10-24 | Paper |
| Asymptotic Properties of Some Projection-based Robbins-Monro Procedures in a Hilbert Space | 2006-01-27 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5706760 | 2005-11-22 | Paper |
| A COMPARISON OF COMPLEMENTARY AUTOMATIC MODELING METHODS: RETINA AND PcGets | 2005-10-18 | Paper |
| Automatic Block-Length Selection for the Dependent Bootstrap | 2004-02-26 | Paper |
| James-Stein-Type Estimators in Large Samples With Application to the Least Absolute Deviations Estimator | 2003-08-13 | Paper |
| THE BOOTSTRAP OF THE MEAN FOR DEPENDENT HETEROGENEOUS ARRAYS | 2003-05-18 | Paper |
| \(S\)-estimation of nonlinear regression models with dependent and heterogeneous observations | 2002-11-28 | Paper |
| High Breakdown Point Conditional Dispersion Estimation with Application to S & P 500 Daily Returns Volatility | 2002-05-29 | Paper |
| A Reality Check for Data Snooping | 2002-05-28 | Paper |
| Dangers of data mining: The case of calendar effects in stock returns | 2001-01-01 | Paper |
| Consistent Specification Testing Via Nonparametric Series Regression | 2000-08-02 | Paper |
| An efficient algorithm to compute maximum entropy densities | 2000-03-14 | Paper |
| Specification Tests for the Variance of a Diffusion | 2000-03-01 | Paper |
| Testing for stationarity-ergodicity and for comovements between nonlinear discrete time Markov processes | 2000-01-01 | Paper |
| Improved rates and asymptotic normality for nonparametric neural network estimators | 1999-11-21 | Paper |
| Comments on testing economic theories and the use of model selection criteria | 1999-11-08 | Paper |
| Nonparametric adaptive learning with feedback | 1998-11-03 | Paper |
| CONSISTENT SPECIFICATION TESTING WITH NUISANCE PARAMETERS PRESENT ONLY UNDER THE ALTERNATIVE | 1998-01-01 | Paper |
| An Alternative Definition of Finite-Sample Breakdown Point with Application to Regression Model Estimators | 1996-11-11 | Paper |
| Monitoring Structural Change | 1996-10-13 | Paper |
| Degree of Approximation Results for Feedforward Networks Approximating Unknown Mappings and Their Derivatives | 1996-09-23 | Paper |
| Information criteria for selecting possibly misspecified parametric models | 1996-08-14 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4869532 | 1996-03-11 | Paper |
| Artificial neural networks: an econometric perspective∗ | 1996-03-05 | Paper |
| Sup-norm approximation bounds for networks through probabilistic methods | 1995-11-29 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4840561 | 1995-10-18 | Paper |
| Adaptive Learning with Nonlinear Dynamics Driven by Dependent Processes | 1994-12-11 | Paper |
| Testing for neglected nonlinearity in time series models. A comparison of neural network methods and alternative tests | 1993-05-16 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4029493 | 1993-03-16 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4015743 | 1993-01-16 | Paper |
| Some Measurability Results for Extrema of Random Functions Over Random Sets | 1992-09-27 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4011461 | 1992-09-27 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3976439 | 1992-06-26 | Paper |
| Some Asymptotic Results for Learning in Single Hidden-Layer Feedforward Network Models | 1989-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3349839 | 1988-01-01 | Paper |
| Nonlinear Regression with Dependent Observations | 1984-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3698132 | 1984-01-01 | Paper |
| Tests for model specification in the presence of alternative hypotheses | 1983-01-01 | Paper |
| Maximum Likelihood Estimation of Misspecified Models | 1983-01-01 | Paper |
| Regularity conditions for Cox's test of non-nested hypotheses | 1982-01-01 | Paper |
| Misspecified models with dependent observations | 1982-01-01 | Paper |
| Differencing as a Test of Specification | 1982-01-01 | Paper |
| Instrumental Variables Regression with Independent Observations | 1982-01-01 | Paper |
| Maximum Likelihood Estimation of Misspecified Models | 1982-01-01 | Paper |
| Consequences and Detection of Misspecified Nonlinear Regression Models | 1981-01-01 | Paper |
| A Heteroskedasticity-Consistent Covariance Matrix Estimator and a Direct Test for Heteroskedasticity | 1980-05-01 | Paper |
| A Heteroskedasticity-Consistent Covariance Matrix Estimator and a Direct Test for Heteroskedasticity | 1980-01-01 | Paper |
| Some Large-Sample Tests for Nonnormality in the Linear Regression Model | 1980-01-01 | Paper |
| Nonlinear Regression on Cross-Section Data | 1980-01-01 | Paper |
| Using Least Squares to Approximate Unknown Regression Functions | 1980-01-01 | Paper |
