| Publication | Date of Publication | Type |
|---|
| A mixture autoregressive model based on Student’s t–distribution | 2023-02-03 | Paper |
| SUBGEOMETRICALLY ERGODIC AUTOREGRESSIONS | 2022-11-23 | Paper |
| Testing identification via heteroskedasticity in structural vector autoregressive models | 2022-06-22 | Paper |
| Subgeometrically ergodic autoregressions with autoregressive conditional heteroskedasticity | 2022-05-24 | Paper |
| Stationarity and ergodicity of vector STAR models | 2022-03-04 | Paper |
| Subgeometric ergodicity and β-mixing | 2021-09-24 | Paper |
| Testing for observation-dependent regime switching in mixture autoregressive models | 2021-05-04 | Paper |
| Subgeometrically ergodic autoregressions | 2019-04-15 | Paper |
| Forecasting with a noncausal VAR model | 2018-11-23 | Paper |
| A mixture autoregressive model based on Student's $t$-distribution | 2018-05-10 | Paper |
| Identification and estimation of non-Gaussian structural vector autoregressions | 2017-02-01 | Paper |
| Identification and estimation of non-Gaussian structural vector autoregressions | 2017-01-13 | Paper |
| Gaussian mixture vector autoregression | 2016-06-01 | Paper |
| Gaussian mixture vector autoregression | 2016-05-10 | Paper |
| Residual autocorrelation testing for vector error correction models | 2016-05-02 | Paper |
| Stability results for nonlinear error correction models | 2016-03-30 | Paper |
| Testing for a Unit Root in Noncausal Autoregressive Models | 2016-01-25 | Paper |
| A Gaussian Mixture Autoregressive Model for Univariate Time Series | 2015-03-09 | Paper |
| NONCAUSAL VECTOR AUTOREGRESSION | 2013-08-22 | Paper |
| Noncausal Autoregressions for Economic Time Series | 2013-06-14 | Paper |
| Maximum likelihood estimation of a noninvertible ARMA model with autoregressive conditional heteroskedasticity | 2013-01-16 | Paper |
| Why is it so difficult to uncover the risk-return tradeoff in stock returns? | 2013-01-08 | Paper |
| PARAMETER ESTIMATION IN NONLINEAR AR–GARCH MODELS | 2012-01-04 | Paper |
| Stability of nonlinear AR-GARCH models | 2010-04-22 | Paper |
| A note on the geometric ergodicity of a nonlinear AR-ARCH model | 2010-04-01 | Paper |
| Testing for the cointegrating rank of a vector autoregressive process with uncertain deterministic trend term | 2009-12-22 | Paper |
| STABILITY OF REGIME SWITCHING ERROR CORRECTION MODELS UNDER LINEAR COINTEGRATION | 2009-06-11 | Paper |
| ERGODICITY, MIXING, AND EXISTENCE OF MOMENTS OF A CLASS OF MARKOV MODELS WITH APPLICATIONS TO GARCH AND ACD MODELS | 2009-06-11 | Paper |
| Testing for the Cointegrating Rank of a VAR Process with Level Shift and Trend Break | 2009-02-28 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5386505 | 2008-05-14 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5434019 | 2008-01-09 | Paper |
| Comparison of unit root tests for time series with level shifts | 2007-05-29 | Paper |
| Testing for the Cointegrating Rank of a VAR Process with Level Shift at Unknown Time | 2006-06-19 | Paper |
| BREAK DATE ESTIMATION FOR VAR PROCESSES WITH LEVEL SHIFT WITH AN APPLICATION TO COINTEGRATION TESTING | 2006-03-22 | Paper |
| Non‐linear GARCH models for highly persistent volatility | 2005-11-08 | Paper |
| Testing for unit roots in time series with level shifts | 2004-09-22 | Paper |
| A REVIEW OF SYSTEMS COINTEGRATION TESTS | 2004-06-18 | Paper |
| Reducing size distortions of parametric stationarity tests | 2004-03-16 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4407594 | 2004-01-20 | Paper |
| TESTING FOR A UNIT ROOT IN A TIME SERIES WITH A LEVEL SHIFT AT UNKNOWN TIME | 2003-05-18 | Paper |
| Comparison of tests for the cointegrating rank of a VAR process with a structural shift | 2003-04-28 | Paper |
| Maximum eigenvalue versus trace tests for the cointegrating rank of a VAR process | 2002-10-23 | Paper |
| https://portal.mardi4nfdi.de/entity/Q2783446 | 2002-07-02 | Paper |
| CONSISTENT ESTIMATION IN COINTEGRATED VECTOR AUTOREGRESSIVE MODELS WITH NONLINEAR TIME TRENDS IN COINTEGRATING RELATIONS | 2001-12-05 | Paper |
| Trend Adjustment Prior to Testing for the Cointegrating Rank of a Vector Autoregressive Process | 2001-10-09 | Paper |
| Testing for the cointegrating rank of a VAR process with a time trend | 2001-10-03 | Paper |
| STATISTICAL INFERENCE IN COINTEGRATED VECTOR AUTOREGRESSIVE MODELS WITH NONLINEAR TIME TRENDS IN COINTEGRATING RELATIONS | 2001-01-01 | Paper |
| TESTING FOR THE COINTEGRATING RANK OF A VAR PROCESS WITH AN INTERCEPT | 2000-01-01 | Paper |
| LOCAL POWER OF LIKELIHOOD RATIO TESTS FOR THE COINTEGRATING RANK OF A VAR PROCESS | 1999-12-19 | Paper |
| Testing cointegration in infinite order vector autoregressive processes | 1999-10-17 | Paper |
| Impulse response analysis in infinite order cointegrated vector autoregressive processes | 1999-10-17 | Paper |
| A lag augmentation test for the cointegrating rank of a VAR process | 1999-04-28 | Paper |
| Testing normalization and overidentification of cointegrating vectors in vector autoregressive processes | 1999-01-01 | Paper |
| TESTING THE ORDER OF DIFFERENCING IN TIME SERIES REGRESSION | 1997-03-23 | Paper |
| Power of the Lagrange multiplier test for testing an autoregressive unit root | 1997-02-27 | Paper |
| Dependent versions of a central limit theorem for the squared length of a sample mean | 1995-10-05 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4839943 | 1995-08-14 | Paper |
| Testing for a Moving Average Unit Root in Autoregressive Integrated Moving Average Models | 1993-09-02 | Paper |
| Estimating multivariate autoregressive moving average models by fitting long autoregressions | 1989-01-01 | Paper |
| A specification strategy for order determination in arma models | 1988-01-01 | Paper |
| An efficient method for the estimation of multivariate moving averge models | 1988-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3795105 | 1988-01-01 | Paper |
| Testing linearity against smooth transition autoregressive models | 1988-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3817481 | 1988-01-01 | Paper |
| Asymptotic properties of some tests for autocorrelation | 1986-01-01 | Paper |
| ASYMPTOTIC PROPERTIES OF SOME PRELIMINARY ESTIMATORS FOR AUTOREGRESSIVE MOVING AVERAGE TIME SERIES MODELS | 1986-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3771450 | 1985-01-01 | Paper |
| ASYMPTOTIC RELATIVE EFFICIENCY OF SOME TESTS OF FIT IN TIME SERIES MODELS | 1983-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3732810 | 1983-01-01 | Paper |
