| Publication | Date of Publication | Type |
|---|
On solving bias‐corrected non‐linear estimation equations with an application to the dynamic linear model
Statistica Neerlandica | 2023-12-12 | Paper |
Specification testing in parametric trending models with unknown errors
Essays in Honor of Peter C. B. Phillips | 2020-11-10 | Paper |
Deriving tests of the semi-linear regression model using the density function of a maximal invariant
Journal of Statistical Theory and Practice | 2019-08-27 | Paper |
A sampling algorithm for bandwidth estimation in a nonparametric regression model with a flexible error density
Computational Statistics and Data Analysis | 2018-11-23 | Paper |
A Bayesian approach to bandwidth selection for multivariate kernel regression with an application to state-price density estimation
Journal of Econometrics | 2016-07-25 | Paper |
A new approximate point optimal test of a composite null hypothesis
Journal of Econometrics | 2016-04-18 | Paper |
A joint test for serial correlation and heteroscedasticity
Economics Letters | 2013-10-24 | Paper |
The Durbin-Watson test and cross-sectional data
Economics Letters | 2013-10-24 | Paper |
A Wald-type test of quadratic parametric restrictions
Economics Letters | 2013-01-01 | Paper |
Selecting the order of an ARCH model
Economics Letters | 2013-01-01 | Paper |
| Estimation of the coefficient of determination using scrambled responses | 2010-06-07 | Paper |
Nonparametric specification testing for nonlinear time series with nonstationarity
Econometric Theory | 2009-12-15 | Paper |
Specification testing in nonlinear and nonstationary time series autoregression
The Annals of Statistics | 2009-12-09 | Paper |
An alternative Wald type test for two linear restrictions with applications to non-linear models
Journal of Statistical Computation and Simulation | 2009-03-17 | Paper |
Parameter estimation in semi-linear models using a maximal invariant likelihood function
Journal of Statistical Planning and Inference | 2009-01-30 | Paper |
A Bayesian approach to bandwidth selection for multivariate kernel density estimation
Computational Statistics and Data Analysis | 2008-12-11 | Paper |
Most mean powerful test of a composite null against a composite alternative
Computational Statistics and Data Analysis | 2008-11-26 | Paper |
Model Selection When a Key Parameter is Constrained to be in an Interval
Communications in Statistics. Simulation and Computation | 2008-09-30 | Paper |
| scientific article; zbMATH DE number 5251887 (Why is no real title available?) | 2008-03-20 | Paper |
| Time series model selection and forecasting via optimal penalty estimation | 2008-02-08 | Paper |
| A solution to non-monotonic power of the Wald test in non-linear models | 2008-02-08 | Paper |
| Effect of nuisance parameters on the probability of correct selection in model specification | 2008-02-08 | Paper |
Maximal invariant likelihood based testing of semi-linear models
Statistical Papers | 2007-10-23 | Paper |
LOCAL LINEAR FORECASTS USING CUBIC SMOOTHING SPLINES
Australian <html_ent glyph="@amp;" ascii="&"/> New Zealand Journal of Statistics | 2007-03-20 | Paper |
Smoothing spline based tests for nonlinearity in a partially linear model
Journal of Statistical Planning and Inference | 2006-06-30 | Paper |
Pre-checking for non-monotonicity of the Wald statistic
Journal of Statistical Computation and Simulation | 2005-11-15 | Paper |
ADAPTIVE TESTING IN CONTINUOUS-TIME DIFFUSION MODELS
Econometric Theory | 2005-10-18 | Paper |
Most mean powerful invariant test for testing two-dimensional parameter spaces
Journal of Statistical Planning and Inference | 2005-08-22 | Paper |
Test sizes and the importance of finding global maxima of the likelihood function
Journal of Statistical Computation and Simulation | 2005-05-09 | Paper |
| scientific article; zbMATH DE number 2147423 (Why is no real title available?) | 2005-03-21 | Paper |
Model selection using AIC in the presence of one-sided information
Journal of Statistical Planning and Inference | 2003-07-30 | Paper |
Likelihood-based Estimation of the Regression Model with Scrambled Responses
Australian <html_ent glyph="@amp;" ascii="&"/> New Zealand Journal of Statistics | 2003-01-08 | Paper |
Two Kantorovich-type inequalities and effciency comparisons between the OLSE and BLUE
Journal of Inequalities and Applications | 2002-12-10 | Paper |
IMPROVING THE NUMERICAL TECHNIQUE FOR COMPUTING THE ACCUMULATED DISTRIBUTION OF A QUADRATIC FORM IN NORMAL VARIABLES
Econometric Reviews | 2002-01-01 | Paper |
Comments on testing economic theories and the use of model selection criteria
Journal of Econometrics | 1999-11-08 | Paper |
Estimation and testing of regression disturbances based on modified likelihood functions
Journal of Statistical Planning and Inference | 1999-08-23 | Paper |
An iterative approach to variable selection based on the kullback-leibler information
Communications in Statistics: Theory and Methods | 1999-06-14 | Paper |
Marginal-likelihood score-based tests of regression disturbances in the presence of nuisance parameters
Journal of Econometrics | 1998-09-27 | Paper |
Modified Wald tests for non-linear restrictions: A cautionary tale
Economics Letters | 1998-07-23 | Paper |
Modified Wald test for regression disturbances
Economics Letters | 1998-06-30 | Paper |
Locally optimal one-sided tests for multiparameter hypotheses
Econometric Reviews | 1998-06-25 | Paper |
REGRESSION ANALYSIS USING SCRAMBLED RESPONSES
Australian Journal of Statistics | 1998-04-05 | Paper |
Small-sample power of tests for inequality restrictions
Economics Letters | 1997-02-27 | Paper |
The application of the durbin-watson test to the dynamic regression model under normal and non-normal errors
Econometric Reviews | 1996-08-08 | Paper |
Hypothesis testing in the presence of nuisance parameters
Journal of Statistical Planning and Inference | 1996-07-18 | Paper |
| scientific article; zbMATH DE number 815751 (Why is no real title available?) | 1996-02-20 | Paper |
| scientific article; zbMATH DE number 815748 (Why is no real title available?) | 1996-02-06 | Paper |
| scientific article; zbMATH DE number 815749 (Why is no real title available?) | 1996-02-04 | Paper |
Nonnested testing for autocorrelation in the linear regression model
Journal of Econometrics | 1993-08-25 | Paper |
Optimal invariant tests for the autocorrelation coefficient in linear regressions with stationary or nonstationary AR(1) errors
Journal of Econometrics | 1991-01-01 | Paper |
The locally unbiased two-sided Durbin-Watson test
Economics Letters | 1991-01-01 | Paper |
THE POWER OF STUDENT'S t TEST: CAN A NON‐SIMILAR TEST DO BETTER?
Australian Journal of Statistics | 1990-01-01 | Paper |
| scientific article; zbMATH DE number 4184659 (Why is no real title available?) | 1987-01-01 | Paper |
Further Results on Testing AR (1) Against MA (1) Disturbances in the Linear Regression Model
Review of Economic Studies | 1987-01-01 | Paper |
Joint one-sided tests of linear regression coefficients
Journal of Econometrics | 1986-01-01 | Paper |
| Testing for Block Effects in Regression Models Based on Survey Data | 1986-01-01 | Paper |
CRITICAL VALUE APPROXIMATIONS FOR TESTS OF LINEAR REGRESSION DISTURBANCES
Australian Journal of Statistics | 1985-01-01 | Paper |
| scientific article; zbMATH DE number 3945113 (Why is no real title available?) | 1985-01-01 | Paper |
A point optimal test for autoregressive disturbances
Journal of Econometrics | 1985-01-01 | Paper |
Higher order generalisation of first order autoregressive tests
Communications in Statistics: Theory and Methods | 1985-01-01 | Paper |
A new test for fourth-order autoregressive disturbances
Journal of Econometrics | 1984-01-01 | Paper |
Testing for autoregressive against moving average errors in the linear regression model
Journal of Econometrics | 1983-01-01 | Paper |
TESTING FOR MOVING AVERAGE REGRESSION DISTURBANCES
Australian Journal of Statistics | 1983-01-01 | Paper |
The Durbin-Watson test for serial correlation. Bounds for regressions using monthly data
Journal of Econometrics | 1983-01-01 | Paper |
Testing for a Serially Correlated Component in Regression Disturbances
International Economic Review | 1982-01-01 | Paper |
The alternative Durbin-Watson test. An assessment of Durbin and Watson's choice of test statistic
Journal of Econometrics | 1981-01-01 | Paper |
| scientific article; zbMATH DE number 3742425 (Why is no real title available?) | 1981-01-01 | Paper |
The Durbin-Watson Test for Serial Correlation: Bounds for Regressions with Trend and/or Seasonal Dummy Variables
Econometrica | 1981-01-01 | Paper |
Robust tests for spherical symmetry and their application to least squares regression
The Annals of Statistics | 1980-01-01 | Paper |
Fourth-order autocorrelation: Further significance points for the Wallis test
Journal of Econometrics | 1978-01-01 | Paper |
A Note on Wallis' Bounds Test and Negative Autocorrelation
Econometrica | 1977-01-01 | Paper |
