| Publication | Date of Publication | Type |
|---|
| Partially varying coefficient instrumental variables models | 2024-12-02 | Paper |
| A model specification test for nonlinear stochastic diffusions with delay | 2024-11-09 | Paper |
| Inferences for a Partially Varying Coefficient Model With Endogenous Regressors | 2024-11-08 | Paper |
| Unified Tests for a Dynamic Predictive Regression | 2024-10-11 | Paper |
| Testing for Structural Change of Predictive Regression Model to Threshold Predictive Regression Model | 2024-08-13 | Paper |
| Testing conditional independence in casual inference for time series data | 2024-06-14 | Paper |
| Economic policy uncertainty: cross-country linkages and spillover effects on economic development in some belt and road countries | 2024-04-03 | Paper |
| The distribution of rolling regression estimators | 2023-06-29 | Paper |
| A new robust inference for predictive quantile regression | 2023-04-14 | Paper |
| A New Forecasting Model for USD/CNY Exchange Rate | 2023-03-13 | Paper |
| Semiparametric estimation and model selection for conditional mixture copula models | 2023-01-05 | Paper |
| Nonparametric regression with nearly integrated regressors under long-run dependence | 2022-08-02 | Paper |
| Semiparametric Estimation of Partially Varying-Coefficient Dynamic Panel Data Models | 2022-06-03 | Paper |
| Weak Instrumental Variables Models for Longitudinal Data | 2022-05-31 | Paper |
| Recent advances in statistical methodologies in evaluating program for high-dimensional data | 2022-04-28 | Paper |
| Testing capital asset pricing models using functional-coefficient panel data models with cross-sectional dependence | 2022-03-16 | Paper |
| Semiparametric inferences for panel data models with fixed effects via nearest neighbor difference transformation | 2022-03-09 | Paper |
| The estimation for Lévy processes in high frequency data | 2022-03-04 | Paper |
| Testing heteroskedasticity for predictive regressions with nonstationary regressors | 2021-03-29 | Paper |
| Testing the Predictability of U.S. Housing Price Index Returns Based on an IVX-AR Model | 2021-01-22 | Paper |
| An alternative test for conditional unconfoundedness using auxiliary variables | 2020-11-04 | Paper |
| Statistical analysis and evaluation of macroeconomic policies: a selective review | 2020-03-25 | Paper |
| Econometric modeling of risk measures: a selective review of the recent literature | 2019-07-19 | Paper |
| A unified test for predictability of asset returns regardless of properties of predicting variables | 2019-04-26 | Paper |
| A semiparametric quantile panel data model with an application to estimating the growth effect of FDI | 2018-10-12 | Paper |
| Does relative risk aversion vary with wealth? Evidence from households portfolio choice data | 2018-08-09 | Paper |
| A perspective on recent methods on testing predictability of asset returns | 2018-06-14 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4640996 | 2018-05-25 | Paper |
| A regression analysis of expected shortfall | 2018-05-08 | Paper |
| Selection of Mixed Copula Model via Penalized Likelihood | 2017-08-04 | Paper |
| Panel data models with cross-sectional dependence: a selective review | 2017-01-06 | Paper |
| A CONSISTENT NONPARAMETRIC TEST ON SEMIPARAMETRIC SMOOTH COEFFICIENT MODELS WITH INTEGRATED TIME SERIES | 2016-10-14 | Paper |
| Semiparametric quantile regression estimation in dynamic models with partially varying coefficients | 2016-08-15 | Paper |
| Functional coefficient seasonal time series models with an application of Hawaii tourism data | 2016-08-12 | Paper |
| Functional-coefficient models for nonstationary time series data | 2016-07-04 | Paper |
| Nonparametric estimation of conditional VaR and expected shortfall | 2016-06-22 | Paper |
| Trending time-varying coefficient time series models with serially correlated errors | 2016-05-02 | Paper |
| Functional coefficient instrumental variables models | 2016-04-25 | Paper |
| A new test on the conditional capital asset pricing model | 2016-01-15 | Paper |
| TESTING INSTABILITY IN A PREDICTIVE REGRESSION MODEL WITH NONSTATIONARY REGRESSORS | 2015-11-20 | Paper |
| Functional index coefficient models with variable selection | 2015-10-30 | Paper |
| PRICING KERNEL ESTIMATION: A LOCAL ESTIMATING EQUATION APPROACH | 2015-06-22 | Paper |
| Nonparametric Quantile Estimations for Dynamic Smooth Coefficient Models | 2015-06-22 | Paper |
| Testing predictive regression models with nonstationary regressors | 2014-08-07 | Paper |
| Predictive regressions for macroeconomic data | 2014-06-10 | Paper |
| Corrigendum to ``Testing predictive regression models with nonstationary regressors | 2014-06-04 | Paper |
| Nonparametric Quantile Estimations for Dynamic Smooth Coefficient Models | 2014-05-02 | Paper |
| A new nonparametric stability test with an application to major Chinese macroeconomic time series | 2013-11-19 | Paper |
| SEMIPARAMETRIC FUNCTIONAL COEFFICIENT MODELS WITH INTEGRATED COVARIATES | 2013-08-22 | Paper |
| Convergency and divergency of functional coefficient weak instrumental variables models | 2012-01-25 | Paper |
| Reducing asymptotic bias of weak instrumental estimation using independently repeated cross-sectional information | 2011-12-28 | Paper |
| Flexible Seasonal Time Series Models | 2010-06-30 | Paper |
| Some recent developments in nonparametric finance | 2010-06-30 | Paper |
| Some recent developments on nonparametric econometrics | 2010-06-30 | Paper |
| NONPARAMETRIC ESTIMATION OF VARYING COEFFICIENT DYNAMIC PANEL DATA MODELS | 2009-06-11 | Paper |
| Strong uniform consistency of nonparametric estimation of the censored conditional mode function | 2006-01-10 | Paper |
| Adaptive Varying-Coefficient Linear Models | 2005-05-09 | Paper |
| Local quasi-likelihood approach to varying-coefficient discrete-valued time series models | 2004-06-22 | Paper |
| A two–stage approach to additive time series models | 2004-06-15 | Paper |
| Local Linear Estimation for Time‐Dependent Coefficients in Cox's Regression Models | 2004-03-16 | Paper |
| Local M-estimator for nonparametric time series. | 2004-02-14 | Paper |
| Nonparametric estimation equations for time series data. | 2004-02-14 | Paper |
| REGRESSION QUANTILES FOR TIME SERIES | 2003-05-18 | Paper |
| NONPARAMETRIC ESTIMATION OF ADDITIVE NONLINEAR ARX TIME SERIES: LOCAL LINEAR FITTING AND PROJECTIONS | 2002-11-14 | Paper |
| Two-step likelihood estimation procedure for varying-coefficient models | 2002-09-17 | Paper |
| Efficient Estimation and Inferences for Varying-Coefficient Models | 2002-07-30 | Paper |
| Functional-Coefficient Regression Models for Nonlinear Time Series | 2002-07-30 | Paper |
| Berry-esseen bounds for smooth estimator of a distribution function under association | 2002-03-06 | Paper |
| Smoothing for Discrete-Valued Time Series | 2001-09-23 | Paper |
| Weighted Nadaraya-Watson regression estimation | 2001-07-25 | Paper |
| Average regression surface for dependent data | 2001-05-20 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4525814 | 2001-05-19 | Paper |
| Estimating a distribution function for censored time series data | 2001-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4510700 | 2000-10-30 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4510725 | 2000-10-30 | Paper |
| Smooth estimate of quantiles under association | 2000-10-29 | Paper |
| Weak convergence for smooth estimator of a distribution function under negative association | 1999-12-14 | Paper |
| Diagnostics for nonlinearity in generalized linear models. | 1999-04-28 | Paper |
| Kernel density and hazard rate estimation for censored dependent data | 1999-03-14 | Paper |
| Kaplan-Meier estimator under association | 1999-03-10 | Paper |
| Efficient Estimation of a Distribution Function under Quadrant Dependence | 1999-01-25 | Paper |
| Asymptotic properties of Kaplan-Meier estimator for censored dependent data | 1998-12-14 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4374458 | 1998-11-10 | Paper |
| Miscellanea. Score tests for heteroscedasticity in wavelet regression | 1998-11-08 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4391127 | 1998-05-26 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4375466 | 1998-03-03 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4034327 | 1993-05-16 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4038217 | 1993-05-16 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4025446 | 1993-02-18 | Paper |
| Uniform strong estimation under \(\alpha\)-mixing, with rates | 1993-01-17 | Paper |
| Strong consistency and rates for recursive nonparametric conditional probability density estimates under \((\alpha{}, \beta{})\)-mixing conditions | 1992-06-26 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3352286 | 1990-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3201164 | 1989-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4207430 | 1988-01-01 | Paper |
