| Publication | Date of Publication | Type |
|---|
| A gentle introduction to matrix calculus | 2025-01-16 | Paper |
| Comments on “Unobservable Selection and Coefficient Stability: Theory and Evidence” and “Poorly Measured Confounders are More Useful on the Left Than on the Right” | 2024-11-08 | Paper |
| Corrigendum to Maximum Likelihood Estimation of the Multivariate Normal Mixture Model | 2024-11-01 | Paper |
| The reliability of user authentication through keystroke dynamics | 2024-07-17 | Paper |
| Shrinkage efficiency bounds: An extension | 2024-07-12 | Paper |
| Earthquake Risk Embedded in Property Prices: Evidence From Five Japanese Cities | 2023-03-09 | Paper |
| Sampling properties of the Bayesian posterior mean with an application to WALS estimation | 2022-09-14 | Paper |
| Gauss on least-squares and maximum-likelihood estimation | 2022-06-14 | Paper |
| Weighted-Average Least Squares Prediction | 2022-06-03 | Paper |
| Posterior moments and quantiles for the normal location model with Laplace prior | 2022-05-25 | Paper |
| The estimation of normal mixtures with latent variables | 2022-05-23 | Paper |
| The Jacobian of the exponential function | 2021-11-16 | Paper |
| Zero-diagonality as a linear structure | 2020-11-04 | Paper |
| Expected utility and catastrophic risk in a stochastic economy-climate model | 2019-12-19 | Paper |
| Advanced Time Series Data Analysis | 2019-03-28 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5374438 | 2018-09-14 | Paper |
| Weighted-average least squares estimation of generalized linear models | 2018-04-18 | Paper |
| A comparison of two model averaging techniques with an application to growth empirics | 2016-07-25 | Paper |
| The efficiency of top agents: an analysis through service strategy in tennis | 2016-07-04 | Paper |
| Weighted average least squares estimation with nonspherical disturbances and an application to the Hong Kong housing market | 2016-01-12 | Paper |
| Expected utility and catastrophic consumption risk | 2015-09-14 | Paper |
| WEIGHTED‐AVERAGE LEAST SQUARES (WALS): A SURVEY | 2014-11-04 | Paper |
| Records in Athletics Through Extreme-Value Theory | 2014-05-02 | Paper |
| A characterization of Bayesian robustness for a normal location parameter | 2014-03-14 | Paper |
| On the harm that ignoring pretesting can cause | 2014-03-07 | Paper |
| Analyzing Wimbledon | 2014-02-03 | Paper |
| Pareto utility | 2013-09-09 | Paper |
| THE ASYMPTOTIC VARIANCE OF THE PSEUDO MAXIMUM LIKELIHOOD ESTIMATOR | 2012-05-14 | Paper |
| Bayesian Model Averaging and Weighted-Average Least Squares: Equivariance, Stability, and Numerical Issues | 2011-12-01 | Paper |
| Global Warming and Local Dimming: The Statistical Evidence | 2011-10-28 | Paper |
| Rejoinder | 2011-10-28 | Paper |
| Maximum Likelihood Estimation of the Multivariate Normal Mixture Model | 2011-02-01 | Paper |
| On the concept of matrix derivative | 2010-09-01 | Paper |
| SPECIFICATION OF VARIANCE MATRICES FOR PANEL DATA MODELS | 2010-02-26 | Paper |
| On the estimation of a large sparse Bayesian system: the Snaer program | 2009-06-16 | Paper |
| USING MACRO DATA TO OBTAIN BETTER MICRO FORECASTS | 2009-06-11 | Paper |
| Local sensitivity and diagnostic tests | 2007-08-09 | Paper |
| On Theil's errors | 2005-11-21 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5708419 | 2005-11-18 | Paper |
| Forecasting the winner of a tennis match. | 2003-06-09 | Paper |
| Estimation of the mean of a univariate normal distribution with known variance | 2002-08-28 | Paper |
| Estimation of Regression Coefficients of Interest when Other Regression Coefficients are of no Interest | 2002-05-28 | Paper |
| Notation in econometrics: a proposal for a standard | 2002-01-01 | Paper |
| On the sensitivity of the usual \(t\)- and \(F\)-tests to covariance misspecification | 2001-10-03 | Paper |
| The Traditional Pretest Estimator | 2001-05-02 | Paper |
| The sensitivity of OLS when the variance matrix is (partially) unknown | 1999-11-08 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4257210 | 1999-08-09 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4231779 | 1999-03-15 | Paper |
| Evaluation of moments of quadratic forms and ratios of quadratic forms in normal variables: Background, motivation and examples | 1993-10-07 | Paper |
| The evaluation of cumulants and moments of quadratic forms in normal variables (CUM): Technical description | 1993-10-07 | Paper |
| The evaluation of moments of ratios of quadratic forms in normal variables and related statistics (QRMOM): Technical description | 1993-10-07 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4039873 | 1993-06-05 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3994346 | 1992-09-17 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5748756 | 1990-01-01 | Paper |
| The exact multi-period mean-square forecast error for the first-order autoregressive model with an intercept | 1989-01-01 | Paper |
| The exact multi-period mean-square forecast error for the first-order autoregressive model | 1988-01-01 | Paper |
| On the Maximum Likelihood Estimation of Multivariate Regression Models Containing Serially Correlated Error Components | 1988-01-01 | Paper |
| A representation theorem for (tr \(A^ p)^{1/p}\) | 1987-01-01 | Paper |
| Consistent maximum-likelihood estimation with dependent observations. The general (nonnormal) case and the normal case | 1986-01-01 | Paper |
| ON THE FIRST–ORDER EFFICIENCY AND ASYMPTOTIC NORMALITY OF MAXIMUM LIKELIHOOD ESTIMATORS OBTAINED FROM DEPENDENT OBSERVATIONS | 1986-01-01 | Paper |
| Matrix differential calculus with applications to simple, Hadamard, and Kronecker products | 1985-01-01 | Paper |
| L-structured matrices and linear matrix equations∗ | 1983-01-01 | Paper |
| Multivariate error components analysis of linear and nonlinear regression models by maximum likelihood | 1982-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3870171 | 1980-01-01 | Paper |
| The Elimination Matrix: Some Lemmas and Applications | 1980-01-01 | Paper |
| The commutation matrix: Some properties and applications | 1979-01-01 | Paper |
| The expectation of products of quadratic forms in normal variables: the practice | 1979-01-01 | Paper |
| Maximum likelihood estimation of the GLS model with unknown parameters in the disturbance covariance matrix | 1978-01-01 | Paper |
| The moments of products of quadratic forms in normal variables | 1978-01-01 | Paper |
