| Publication | Date of Publication | Type |
|---|
On optimal instrumental variables estimation of stationary time series models
International Economic Review | 2026-02-04 | Paper |
Regression-based tests of predictive ability
International Economic Review | 2026-02-04 | Paper |
Comment
Journal of Business and Economic Statistics | 2025-01-20 | Paper |
Discussion of Lazarus, Lewis, Stock, and Watson, “HAR Inference: Recommendations for Practice”
Journal of Business and Economic Statistics | 2024-10-23 | Paper |
Factor model forecasts of exchange rates
Econometric Reviews | 2022-05-31 | Paper |
Adjusting for bias in long horizon regressions using R
Handbook of Statistics | 2020-08-18 | Paper |
Econometric analysis of present value models when the discount factor is near one
Journal of Econometrics | 2017-05-12 | Paper |
Econometric analysis of present value models when the discount factor is near one
Journal of Econometrics | 2017-05-12 | Paper |
Using out-of-sample mean squared prediction errors to test the martingale difference hypothesis
Journal of Econometrics | 2016-06-10 | Paper |
Regressor and disturbance have moments of all orders, least squares estimator has none
Statistics & Probability Letters | 2016-05-20 | Paper |
Approximately normal tests for equal predictive accuracy in nested models
Journal of Econometrics | 2016-05-04 | Paper |
Model uncertainty and policy evaluation: some theory and empirics
Journal of Econometrics | 2016-05-02 | Paper |
A note on the power of least squares tests for a unit root
Economics Letters | 2016-01-01 | Paper |
Instrumental Variables Estimation of Heteroskedastic Linear Models Using All Lags of Instruments
Econometric Reviews | 2009-08-28 | Paper |
| Inference about predictive ability | 2006-06-26 | Paper |
Efficient GMM estimation of weak AR processes.
Economics Letters | 2002-07-15 | Paper |
Encompassing tests when no model is encompassing
Journal of Econometrics | 2001-01-01 | Paper |
Another heteroskedasticity- and autocorrelation-consistent covariance matrix estimator
Journal of Econometrics | 1998-01-05 | Paper |
Estimation and inference in the linear-quadratic inventory model
Journal of Economic Dynamics and Control | 1997-02-27 | Paper |
Asymptotic Inference about Predictive Ability
Econometrica | 1996-10-13 | Paper |
Automatic Lag Selection in Covariance Matrix Estimation
Review of Economic Studies | 1995-06-29 | Paper |
Estimation and inference in the linear-quadratic inventory model
Journal of Economic Dynamics and Control | 1995-01-03 | Paper |
| scientific article; zbMATH DE number 653059 (Why is no real title available?) | 1994-10-12 | Paper |
Asymptotic Normality, When Regressors Have a Unit Root
Econometrica | 1988-01-01 | Paper |
A Simple, Positive Semi-Definite, Heteroskedasticity and Autocorrelation Consistent Covariance Matrix
Econometrica | 1987-01-01 | Paper |
Hypothesis Testing with Efficient Method of Moments Estimation
International Economic Review | 1987-01-01 | Paper |
Full-versus limited-information estimation of a rational-expectations model. Some numerical comparisons
Journal of Econometrics | 1986-01-01 | Paper |
