| Publication | Date of Publication | Type |
|---|
Pruned skewed Kalman filter and smoother with application to DSGE models
Journal of Economic Dynamics & Control | 2026-06-04 | Paper |
Local versus global assessment of mobility
International Economic Review | 2026-02-04 | Paper |
Multi-Horizon Uniform Superior Predictive Ability Revisited
Journal of Business and Economic Statistics | 2026-01-01 | Paper |
Classifying industries into types of relative concentration
Journal of the Royal Statistical Society. Series A. Statistics in Society | 2025-01-22 | Paper |
Mutual volatility transmission between assets and trading places
Dependence Modeling | 2024-01-24 | Paper |
Size distributions reconsidered
Econometric Reviews | 2022-03-04 | Paper |
Bayesian semiparametric multivariate stochastic volatility with application
Econometric Reviews | 2022-03-04 | Paper |
Bayesian estimation of generalized partition of unity copulas
Dependence Modeling | 2021-01-14 | Paper |
Do stock returns have an Archimedean copula?
Journal of Applied Statistics | 2020-10-26 | Paper |
Maximum likelihood estimation of high-dimensional Student-\(t\) copulas
Statistics & Probability Letters | 2020-04-15 | Paper |
Constructing minimum-width confidence bands
Economics Letters | 2018-09-05 | Paper |
Markets with technological progress: pricing, quality, and novelty
Journal of Economics | 2018-07-16 | Paper |
Weak convergence to the student and Laplace distributions
Journal of Applied Probability | 2016-04-29 | Paper |
Hierarchies of Archimedean copulas
Quantitative Finance | 2010-04-23 | Paper |
Simple tests for peakedness, fat tails and leptokurtosis based on quantiles
Computational Statistics and Data Analysis | 2008-11-04 | Paper |
Goodness-of-fit tests for parametric families of Archimedean copulas
Quantitative Finance | 2008-05-15 | Paper |
| Finanzmarktstatistik | 2005-12-28 | Paper |
Tails of Lorenz curves
Journal of Econometrics | 2003-04-02 | Paper |
| scientific article; zbMATH DE number 1795905 (Why is no real title available?) | 2002-10-08 | Paper |
Testing for first order stochastic dominance in either direction
Computational Statistics | 2000-03-02 | Paper |
Making mobility visible: a graphical device
Economics Letters | 1998-08-13 | Paper |
A Kolmogorov-type test for second-order stochastic dominance
Statistics & Probability Letters | 1998-03-05 | Paper |
| scientific article; zbMATH DE number 1118829 (Why is no real title available?) | 1998-02-16 | Paper |
A distribution free test for the two sample problem for general alternatives
Computational Statistics and Data Analysis | 1997-02-27 | Paper |
An \(L_ 1\)-variant of the Cramér-von Mises test
Statistics & Probability Letters | 1996-08-21 | Paper |
