| Publication | Date of Publication | Type |
|---|
| Hands-on Intermediate Econometrics Using R | 2022-04-04 | Paper |
| New bootstrap inference for spurious regression problems | 2020-12-03 | Paper |
| Dr C R Rao's contributions to the advancement of economic science | 2020-11-17 | Paper |
| New exogeneity tests and causal paths | 2020-08-18 | Paper |
| Generalized correlation and kernel causality with applications in development economics | 2017-10-27 | Paper |
| Distribution of a generalized \(t\) ratio | 2013-10-24 | Paper |
| Exact maximum likelihood regression estimation with \(\text{ARMA}(n,n-1)\) errors | 2013-10-24 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3084312 | 2011-03-15 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3065692 | 2011-01-06 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3621887 | 2009-04-21 | Paper |
| Inference for negativist theory using numerically computed rejection regions | 2008-11-04 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5308534 | 2007-09-28 | Paper |
| Preparing for the Worst | 2005-01-18 | Paper |
| A looser cointegration concept using fractional integration parameters and quantification of market responsiveness | 2002-06-27 | Paper |
| Foundations of multivariate inference using modern computers | 2001-02-11 | Paper |
| Care and feeding of reproducible econometrics | 2001-01-01 | Paper |
| Estimating cointegration parameters: An application of the double bootstrap | 1999-11-08 | Paper |
| Implementing the double bootstrap | 1998-12-07 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4217905 | 1998-11-11 | Paper |
| Mean Reversion in Stock Prices: Implications from a Production Based Asset Pricing Model | 1998-10-07 | Paper |
| Foundations of statistical inference based on numerical roots of robust pivot functions | 1998-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4215573 | 1997-01-01 | Paper |
| Empirically feasible solutions and explicit dynamics for rational expectation models | 1996-11-06 | Paper |
| Closed forms for asymptotic bias and variance in autoregressive models with unit roots | 1995-12-12 | Paper |
| Double bootstrap for shrinkage estimators | 1995-12-07 | Paper |
| Implementing the single bootstrap: Some computational considerations | 1993-10-28 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3664282 | 1983-01-01 | Paper |
| Maximum entropy measurement error estimates of singular covariance matrices in undersized samples | 1982-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3945412 | 1982-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3321267 | 1981-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3928854 | 1981-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4749036 | 1981-01-01 | Paper |
| Improved Stein-rule estimator for regression problems | 1980-01-01 | Paper |
| A Ridge Estimator Whose MSE Dominates OLS | 1978-01-01 | Paper |
| Equivariance of ridge estimators through standardization, a note | 1978-01-01 | Paper |
| Canonical ridge and econometrics of joint production | 1976-01-01 | Paper |
| Effects of ARMA Errors on the Significance Tests for Regression Coefficients | 1976-01-01 | Paper |
| Simulation and Extension of a Minimum Mean Squared Error Estimator in Comparison with Stein's | 1976-01-01 | Paper |
| Bounds on the Variance of Regression Coefficients Due to Heteroscedastic or Autoregressive Errors | 1974-01-01 | Paper |
| “Generalization of the durbin-watson statistic for higher order autoregressive processes | 1973-01-01 | Paper |
| Integer Programming and the Theory of Grouping | 1969-01-01 | Paper |
