| Publication | Date of Publication | Type |
|---|
| Conditional Stochastic Dominance Testing | 2025-01-20 | Paper |
| Automatic Specification Testing for Vector Autoregressions and Multivariate Nonlinear Time Series Models | 2025-01-20 | Paper |
| A Gaussian process approach to model checks | 2025-01-03 | Paper |
| Measuring Asset Market Linkages: Nonlinear Dependence and Tail Risk | 2024-10-11 | Paper |
| Semiparametric Estimation of Risk–Return Relationships | 2024-10-09 | Paper |
| Locally Robust Semiparametric Estimation | 2024-01-23 | Paper |
| Irregular identification of structural models with nonparametric unobserved heterogeneity | 2023-04-14 | Paper |
| A simple and robust estimator for linear regression models with strictly exogenous instruments | 2022-08-02 | Paper |
| A Simple Data-Driven Estimator for the Semiparametric Sample Selection Model | 2022-06-03 | Paper |
| A Nonparametric Distribution-Free Test for Serial Independence of Errors | 2022-06-03 | Paper |
| SEMIPARAMETRIC IDENTIFICATION AND FISHER INFORMATION | 2022-04-22 | Paper |
| NONPARAMETRIC EULER EQUATION IDENTIFICATION AND ESTIMATION | 2021-11-25 | Paper |
| A Simple Test for Identification in GMM under Conditional Moment Restrictions | 2020-11-10 | Paper |
| Two-step semiparametric empirical likelihood inference | 2020-05-05 | Paper |
| Identification and estimation of semiparametric two-step models | 2018-09-12 | Paper |
| Testing for fundamental vector moving average representations | 2018-09-12 | Paper |
| Asymptotic distribution-free tests for semiparametric regressions with dependent data | 2018-06-29 | Paper |
| On the Asymptotic Efficiency of Directional Models Checks for Regression | 2018-03-29 | Paper |
| Distribution-free tests of stochastic monotonicity | 2017-05-12 | Paper |
| \(\sqrt{n}\)-uniformly consistent density estimation in nonparametric regression models | 2016-08-15 | Paper |
| Specification tests of parametric dynamic conditional quantiles | 2016-08-04 | Paper |
| Testing single-index restrictions with a focus on average derivatives | 2016-08-01 | Paper |
| An automatic portmanteau test for serial correlation | 2016-07-18 | Paper |
| Joint and marginal specification tests for conditional mean and variance models | 2016-06-06 | Paper |
| Nonparametric tests for conditional symmetry in dynamic models | 2016-05-27 | Paper |
| Generalized spectral tests for the martingale difference hypothesis | 2016-05-02 | Paper |
| Distribution-free tests of conditional moment inequalities | 2016-03-08 | Paper |
| Uniform convergence of weighted sums of non and semiparametric residuals for estimation and testing | 2014-08-07 | Paper |
| Nonparametric Distribution-Free Model Checks for Multivariate Dynamic Regressions | 2014-07-02 | Paper |
| Data-driven smooth tests for the martingale difference hypothesis | 2014-04-14 | Paper |
| Backtesting Parametric Value-at-Risk With Estimation Risk | 2010-10-11 | Paper |
| ASYMPTOTIC DISTRIBUTION-FREE DIAGNOSTIC TESTS FOR HETEROSKEDASTIC TIME SERIES MODELS | 2010-07-23 | Paper |
| ON THE LACK OF POWER OF OMNIBUS SPECIFICATION TESTS | 2010-04-08 | Paper |
| Approximating the critical values of Cramér-von Mises tests in general parametric conditional specifications | 2010-04-06 | Paper |
| QUASI-MAXIMUM LIKELIHOOD ESTIMATION OF SEMI-STRONG GARCH MODELS | 2009-06-11 | Paper |
| Testing the martingale difference hypothesis using integrated regression functions | 2009-04-06 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5434013 | 2008-01-09 | Paper |
| Goodness-of-Fit Tests for Linear and Nonlinear Time Series Models | 2007-08-20 | Paper |
| Weak convergence of non-stationary multivariate marked processes with applications to martingale testing | 2007-07-19 | Paper |
| A CONSISTENT DIAGNOSTIC TEST FOR REGRESSION MODELS USING PROJECTIONS | 2007-04-23 | Paper |
| A CONSISTENT DIAGNOSTIC TEST FOR REGRESSION MODELS USING PROJECTIONS | 2006-11-03 | Paper |
