| Publication | Date of Publication | Type |
|---|
Estimation of error correction model with measurement errors
Journal of Statistical Computation and Simulation | 2022-02-23 | Paper |
Semiparametric seasonal cointegrating rank selection
Proceedings of COMPSTAT'2010 | 2020-07-14 | Paper |
Analysis of cointegrated models with measurement errors
Journal of Statistical Computation and Simulation | 2020-04-01 | Paper |
Estimation of cointegrated models with exogenous variables
Journal of Statistical Computation and Simulation | 2020-03-27 | Paper |
Generalized method of moments estimation for cointegrated vector autoregressive models
Computational Statistics and Data Analysis | 2018-08-14 | Paper |
Estimation of vector error correction models with mixed-frequency data
Journal of Time Series Analysis | 2013-10-09 | Paper |
Additional sources of bias in half-life estimation
Computational Statistics and Data Analysis | 2009-04-06 | Paper |
A note on spurious regression in seasonal time series
Journal of Statistical Computation and Simulation | 2008-12-04 | Paper |
Inference of seasonal cointegration with linear restrictions
Journal of Statistical Computation and Simulation | 2007-12-19 | Paper |
Deviations between sample quantiles and empirical processes under absolute regular properties
Journal of Nonparametric Statistics | 2007-04-16 | Paper |
A FAMILY OF QUANTUM MARKOV SEMIGROUPS
Communications of the Korean Mathematical Society | 2006-02-06 | Paper |
Rank Based Dickey–Fuller Test Statistics
Journal of Time Series Analysis | 2004-11-24 | Paper |
UNIT ROOT TESTS WITH INFINITE VARIANCE ERRORS
Econometric Reviews | 2004-06-18 | Paper |
| scientific article; zbMATH DE number 2060192 (Why is no real title available?) | 2004-03-17 | Paper |
| scientific article; zbMATH DE number 2060211 (Why is no real title available?) | 2004-03-17 | Paper |
PλM-policy for a dam with input formed by a compound Poisson process
Journal of Applied Probability | 1999-06-01 | Paper |
Common cycles in seasonally cointegrated time series
Economics Letters | 1998-07-22 | Paper |
| Inference of Vector Autoregressive Models With Cointegration and Scalar Components | 1997-01-01 | Paper |
Strong approximation of the quantile processes and its applications under strong mixing properties
Journal of Multivariate Analysis | 1995-05-30 | Paper |
Estimation of partially nonstationary vector autoregressive models with seasonal behavior
Journal of Econometrics | 1995-03-16 | Paper |
Some tests for unit roots in autoregressive-integrated-moving average models with deterministic trends
Biometrika | 1994-08-22 | Paper |
F-probability plot and its application to multivariate normality
Communications in Statistics: Theory and Methods | 1993-10-11 | Paper |
VECTOR AUTOREGRESSIVE MODELS WITH UNIT ROOTS AND REDUCED RANK STRUCTURE:ESTIMATION. LIKELIHOOD RATIO TEST, AND FORECASTING
Journal of Time Series Analysis | 1993-06-29 | Paper |
Some tests for unit roots in seasonal time series with deterministic trends
Statistics & Probability Letters | 1993-05-16 | Paper |
| Estimation for Partially Nonstationary Multivariate Autoregressive Models | 1990-01-01 | Paper |
Nested Reduced-Rank Autogressive Models for Multiple Time Series
Journal of the American Statistical Association | 1988-01-01 | Paper |
Distribution Of Residual Autocovariances And Prediction Mean Square Error Properties The Multivariate Reduce Rank Autoregressive Model
Communications in Statistics: Theory and Methods | 1987-01-01 | Paper |
