| Publication | Date of Publication | Type |
|---|
Getting the ROC into Sync
Journal of Business and Economic Statistics | 2024-03-06 | Paper |
Issues in estimating New Keynesian Phillips curves in the presence of unknown structural change
Econometric Reviews | 2022-06-03 | Paper |
Testing for covariance stationarity in stock market data
Economics Letters | 2017-11-09 | Paper |
Synchronization of cycles
Journal of Econometrics | 2016-06-10 | Paper |
Inventories, fluctuations, and goods sector cycles
Macroeconomic Dynamics | 2013-08-22 | Paper |
Detecting common dynamics in transitory components
Journal of Time Series Econometrics | 2013-06-14 | Paper |
An Econometric Analysis of Some Models for Constructed Binary Time Series
Journal of Business and Economic Statistics | 2011-04-13 | Paper |
Econometric analysis of structural systems with permanent and transitory shocks
Journal of Economic Dynamics and Control | 2010-01-19 | Paper |
A comparison of two business cycle dating methods
Journal of Economic Dynamics and Control | 2008-10-24 | Paper |
Rejoinder to James Hamilton
Journal of Economic Dynamics and Control | 2008-10-24 | Paper |
Testing for duration dependence in economic cycles
Econometrics Journal | 2005-07-04 | Paper |
Do Markov-switching models capture nonlinearities in the data? Tests using nonparametric methods.
Mathematics and Computers in Simulation | 2004-03-14 | Paper |
scientific article; zbMATH DE number 1943900 (Why is no real title available?)
| 2003-07-01 | Paper |
On the role of simulation in the statistical evaluation of econometric models
Journal of Econometrics | 1989-01-01 | Paper |
Two Stage and Related Estimators and Their Applications
Review of Economic Studies | 1986-01-01 | Paper |
A further result on the sign of restricted least-squares estimates
Journal of Econometrics | 1986-01-01 | Paper |
Econometric Issues in the Analysis of Regressions with Generated Regressors
International Economic Review | 1984-01-01 | Paper |
scientific article; zbMATH DE number 3940576 (Why is no real title available?)
| 1984-01-01 | Paper |
Heteroscedasticity in Models with Lagged Dependent Variables
Econometrica | 1983-01-01 | Paper |
The Lagrange Multiplier Test and its Applications to Model Specification in Econometrics
Review of Economic Studies | 1980-01-01 | Paper |
Some identification and estimation results for regression models with stochastically varying coefficients
Journal of Econometrics | 1980-01-01 | Paper |
A Simple Test for Heteroscedasticity and Random Coefficient Variation
Econometrica | 1979-09-01 | Paper |
A Simple Test for Heteroscedasticity and Random Coefficient Variation
Econometrica | 1979-01-01 | Paper |
Rational and polynomial lags. The finite connection
Journal of Econometrics | 1978-01-01 | Paper |
Specification of the Disturbance for Efficient Estimation--An Extended Analysis
Econometrica | 1977-01-01 | Paper |
Exact Maximum Likelihood Estimation of Regression Models with Finite Order Moving Average Errors
Review of Economic Studies | 1976-01-01 | Paper |
A Note on the Extraction of Components from Time Series
Econometrica | 1975-01-01 | Paper |
Optimal Control of Econometric Models with Autocorrelated Disturbance Terms
International Economic Review | 1975-01-01 | Paper |
Efficient estimation of models with composite disturbance terms
Journal of Econometrics | 1973-01-01 | Paper |
