| Publication | Date of Publication | Type |
|---|
| A Modern Gauss–Markov Theorem | 2023-05-26 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5083165 | 2022-06-21 | Paper |
| Econometrics | 2022-06-21 | Paper |
| Stein-like 2SLS estimator | 2022-06-08 | Paper |
| The Risk of James–Stein and Lasso Shrinkage | 2022-06-07 | Paper |
| Inference for Iterated GMM Under Misspecification | 2021-11-18 | Paper |
| Asymptotic Moments of Autoregressive Estimators with a Near Unit Root and Minimax Risk | 2020-11-10 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3295345 | 2020-07-08 | Paper |
| Asymptotic theory for clustered samples | 2019-07-01 | Paper |
| Model averaging, asymptotic risk, and regressor groups | 2018-09-12 | Paper |
| Jackknife model averaging | 2016-08-15 | Paper |
| Averaging estimators for autoregressions with a near unit root | 2016-08-04 | Paper |
| Least-squares forecast averaging | 2016-06-22 | Paper |
| Interval forecasts and parameter uncertainty | 2016-06-10 | Paper |
| Minimum Mean Squared Error Model Averaging in Likelihood Models | 2016-03-30 | Paper |
| Efficient shrinkage in parametric models | 2015-12-02 | Paper |
| SHRINKAGE EFFICIENCY BOUNDS | 2015-11-03 | Paper |
| Forecasting with factor-augmented regression: a frequentist model averaging approach | 2015-08-31 | Paper |
| THE INTEGRATED MEAN SQUARED ERROR OF SERIES REGRESSION AND A ROSENTHAL HILBERT-SPACE INEQUALITY | 2015-04-24 | Paper |
| Discussion of ``Feature matching in time series modeling by Y. Xia and H. Tong | 2011-08-19 | Paper |
| AVERAGING ESTIMATORS FOR REGRESSIONS WITH A POSSIBLE STRUCTURAL BREAK | 2009-12-15 | Paper |
| UNIFORM CONVERGENCE RATES FOR KERNEL ESTIMATION WITH DEPENDENT DATA | 2009-06-11 | Paper |
| Least Squares Model Averaging | 2008-02-11 | Paper |
| EXACT MEAN INTEGRATED SQUARED ERROR OF HIGHER ORDER KERNEL ESTIMATORS | 2006-03-22 | Paper |
| Inference in TAR Models | 2006-01-27 | Paper |
| INSTRUMENTAL VARIABLE ESTIMATION OF A THRESHOLD MODEL | 2005-10-18 | Paper |
| CHALLENGES FOR ECONOMETRIC MODEL SELECTION | 2005-10-18 | Paper |
| Recounts From Undervotes | 2004-06-10 | Paper |
| Testing for two-regime threshold cointegration in vector error-correction models. | 2003-02-17 | Paper |
| Sample Splitting and Threshold Estimation | 2002-05-28 | Paper |
| Threshold Autoregression with a Unit Root | 2002-05-28 | Paper |
| Discussion of ‘Data mining reconsidered’ | 2000-10-26 | Paper |
| Testing for structural change in conditional models | 2000-09-13 | Paper |
| Threshold effects in non-dynamic panels: Estimation, testing, and inference | 2000-08-13 | Paper |
| Threshold effects in non-dynamic panels: Estimation, testing, and inference | 1999-12-01 | Paper |
| Inference When a Nuisance Parameter Is Not Identified Under the Null Hypothesis | 1997-06-02 | Paper |
| Residual-based tests for cointegration in models with regime shifts | 1996-04-08 | Paper |
| Regression with Nonstationary Volatility | 1996-02-01 | Paper |
| Autoregressive Conditional Density Estimation | 1995-03-01 | Paper |
| Heteroskedastic cointegration | 1993-02-04 | Paper |
| Efficient estimation and testing of cointegrating vectors in the presence of deterministic trends | 1992-09-27 | Paper |
| Consistent Covariance Matrix Estimation for Dependent Heterogeneous Processes | 1992-09-27 | Paper |
| GARCH (1,1) processes are near epoch dependent | 1992-06-25 | Paper |
| Statistical Inference in Instrumental Variables Regression with I(1) Processes | 1990-01-01 | Paper |
