| Publication | Date of Publication | Type |
|---|
Does Climate Sensitivity Differ Across Regions? A Varying–Coefficient Approach
Journal of Business and Economic Statistics | 2026-04-17 | Paper |
Nonparametric predictive regression for stock return prediction
Econometric Reviews | 2026-02-10 | Paper |
Asymptotics for time-varying vector \(\mathrm{MA}(\infty\)) PROCESSES
Econometric Theory | 2026-01-15 | Paper |
Identifying the Structure of High-Dimensional Time Series via Eigen-Analysis
Journal of the American Statistical Association | 2026-01-07 | Paper |
Semiparametric single-index estimation for average treatment effects
Econometric Reviews | 2025-11-26 | Paper |
Time-varying vector error-correction models: estimation and inference
Journal of Econometrics | 2025-09-12 | Paper |
Quantile random-coefficient regression with interactive fixed effects: Heterogeneous group-level policy evaluation
Econometric Reviews | 2025-05-14 | Paper |
Estimation in Partially Linear Single-Index Panel Data Models With Fixed Effects
Journal of Business and Economic Statistics | 2025-01-20 | Paper |
GMM estimation for high-dimensional panel data models
Journal of Econometrics | 2025-01-16 | Paper |
A non-parametric panel model for climate data with seasonal and spatial variation
Journal of the Royal Statistical Society. Series A. Statistics in Society | 2024-12-20 | Paper |
Higher-Order Expansions and Inference for Panel Data Models
Journal of the American Statistical Association | 2024-12-10 | Paper |
Bayesian Bandwidth Estimation in Nonparametric Time-Varying Coefficient Models
Journal of Business and Economic Statistics | 2024-11-08 | Paper |
Errors-in-variables jump regression using local clustering
Statistics in Medicine | 2024-10-28 | Paper |
Nonparametric Estimation and Forecasting for Time-Varying Coefficient Realized Volatility Models
Journal of Business and Economic Statistics | 2024-10-23 | Paper |
Semiparametric Spatial Autoregressive Panel Data Model with Fixed Effects and Time-Varying Coefficients
Journal of Business and Economic Statistics | 2024-10-17 | Paper |
Varying-Coefficient Panel Data Models With Nonstationarity and Partially Observed Factor Structure
Journal of Business and Economic Statistics | 2024-10-11 | Paper |
A New Class of Bivariate Threshold Cointegration Models
Journal of Business and Economic Statistics | 2024-10-09 | Paper |
Chaohua Dong, Jiti Gao and Oliver Linton's contribution to the discussion of `Assumption-lean inference for generalised linear model parameters' by Vansteelandt and Dukes
Journal of the Royal Statistical Society. Series B. Statistical Methodology | 2024-09-10 | Paper |
Forecasting a Nonstationary Time Series Using a Mixture of Stationary and Nonstationary Factors as Predictors
Journal of Business and Economic Statistics | 2024-03-06 | Paper |
Estimation, Inference, and Empirical Analysis for Time-Varying VAR Models
Journal of Business and Economic Statistics | 2024-03-06 | Paper |
Binary response models for heterogeneous panel data with interactive fixed effects
Journal of Econometrics | 2023-06-29 | Paper |
Binary response models for heterogeneous panel data with interactive fixed effects
Journal of Econometrics | 2023-06-29 | Paper |
Most powerful test against a sequence of high dimensional local alternatives
Journal of Econometrics | 2023-04-14 | Paper |
High dimensional semiparametric moment restriction models
Journal of Econometrics | 2023-02-01 | Paper |
Global temperatures and greenhouse gases: a common features approach
Journal of Econometrics | 2022-09-14 | Paper |
Specification testing in nonstationary time series models
Econometrics Journal | 2022-07-27 | Paper |
An integrated panel data approach to modelling economic growth
Journal of Econometrics | 2022-06-09 | Paper |
Semiparametric autoregressive conditional duration model: theory and practice
Econometric Reviews | 2022-06-03 | Paper |
Estimation in single-index panel data models with heterogeneous link functions
Econometric Reviews | 2022-05-31 | Paper |
A panel data model of length of stay in hospitals for hip replacements
Econometric Reviews | 2022-03-09 | Paper |
Nonparametric localized bandwidth selection for kernel density estimation
Econometric Reviews | 2022-03-04 | Paper |
Estimation in a semiparametric panel data model with nonstationarity
Econometric Reviews | 2022-03-04 | Paper |
On endogeneity and shape invariance in extended partially linear single index models
Econometric Reviews | 2022-03-04 | Paper |
Expansion and estimation of Lévy process functionals in nonlinear and nonstationary time series regression
Econometric Reviews | 2022-03-04 | Paper |
Estimation and inference in semiparametric quantile factor models
Journal of Econometrics | 2021-03-24 | Paper |
Heterogeneous panel data models with cross-sectional dependence
Journal of Econometrics | 2021-02-04 | Paper |
Specification testing in parametric trending models with unknown errors
Essays in Honor of Peter C. B. Phillips | 2020-11-10 | Paper |
Series estimation for single-index models under constraints
Australian <html_ent glyph="@amp;" ascii="&"/> New Zealand Journal of Statistics | 2020-08-26 | Paper |
Kernel-based inference in time-varying coefficient cointegrating regression
Journal of Econometrics | 2020-05-21 | Paper |
Inference on a semiparametric model with global power law and local nonparametric trends
Econometric Theory | 2020-03-25 | Paper |
High dimensional correlation matrices: the central limit theorem and its applications
Journal of the Royal Statistical Society Series B: Statistical Methodology | 2019-05-09 | Paper |
Regime switching panel data models with interactive fixed effects
Economics Letters | 2019-04-18 | Paper |
THE ET INTERVIEW: PROFESSOR MAX KING
Econometric Theory | 2019-03-27 | Paper |
Nonparametric kernel estimation of the impact of tax policy on the demand for private health insurance in Australia
Australian <html_ent glyph="@amp;" ascii="&"/> New Zealand Journal of Statistics | 2018-11-27 | Paper |
CLT for largest eigenvalues and unit root testing for high-dimensional nonstationary time series
The Annals of Statistics | 2018-10-24 | Paper |
A frequentist approach to Bayesian asymptotics
Journal of Econometrics | 2018-10-12 | Paper |
Specification testing driven by orthogonal series for nonlinear cointegration with endogeneity
Econometric Theory | 2018-06-26 | Paper |
Variable selection for a categorical varying-coefficient model with identifications for determinants of body mass index
The Annals of Applied Statistics | 2017-09-18 | Paper |
Specification testing for nonlinear multivariate cointegrating regressions
Journal of Econometrics | 2017-08-21 | Paper |
Testing independence among a large number of high-dimensional random vectors
Journal of the American Statistical Association | 2017-08-04 | Paper |
Estimation in threshold autoregressive models with a stationary and a unit root regime
Journal of Econometrics | 2017-05-12 | Paper |
Semiparametric trending panel data models with cross-sectional dependence
Journal of Econometrics | 2017-05-12 | Paper |
Semiparametric trending panel data models with cross-sectional dependence
Journal of Econometrics | 2017-05-12 | Paper |
Estimation in nonlinear regression with Harris recurrent Markov chains
The Annals of Statistics | 2016-11-18 | Paper |
A varying-coefficient panel data model with fixed effects: theory and an application to US commercial banks
Journal of Econometrics | 2016-11-17 | Paper |
Estimating smooth structural change in cointegration models
Journal of Econometrics | 2016-11-17 | Paper |
Uniform consistency of nonstationary kernel-weighted sample covariances for nonparametric regression
Econometric Theory | 2016-07-29 | Paper |
Econometric estimation in long-range dependent volatility models: theory and practice
Journal of Econometrics | 2016-06-22 | Paper |
Specification testing in discretized diffusion models: theory and practice
Journal of Econometrics | 2016-06-22 | Paper |
Nonparametric simultaneous testing for structural breaks
Journal of Econometrics | 2016-06-06 | Paper |
Robust estimation in parametric time series models under long- and short-range-dependent structures
Australian & New Zealand Journal of Statistics | 2016-06-01 | Paper |
An adaptive empirical likelihood test for parametric time series regression models
Journal of Econometrics | 2016-05-27 | Paper |
Inference on nonstationary time series with moving mean
Econometric Theory | 2016-04-22 | Paper |
Estimation for single-index and partially linear single-index integrated models
The Annals of Statistics | 2016-02-22 | Paper |
Estimation for single-index and partially linear single-index integrated models
The Annals of Statistics | 2016-02-22 | Paper |
Uniform consistency for nonparametric estimators in null recurrent time series
Econometric Theory | 2015-11-20 | Paper |
A misspecification test for multiplicative error models of non-negative time series processes
Journal of Econometrics | 2015-10-30 | Paper |
Jump detection in generalized error-in-variables regression with an application to Australian health tax policies
The Annals of Applied Statistics | 2015-10-28 | Paper |
Jump detection in generalized error-in-variables regression with an application to Australian health tax policies
The Annals of Applied Statistics | 2015-10-28 | Paper |
Semiparametric single-index panel data models with cross-sectional dependence
Journal of Econometrics | 2015-07-27 | Paper |
Semiparametric methods in nonlinear time series analysis: a selective review
Journal of Nonparametric Statistics | 2014-06-06 | Paper |
Bandwidth selection in nonparametric kernel testing
Journal of the American Statistical Association | 2014-05-02 | Paper |
Semiparametric estimation in triangular system equations with nonstationarity
Journal of Econometrics | 2014-04-04 | Paper |
Long-range dependent time series specification
Bernoulli | 2014-02-04 | Paper |
Non-parametric time-varying coefficient panel data models with fixed effects
Econometrics Journal | 2013-04-17 | Paper |
Comments on: Some recent theory for autoregressive count time series
Test | 2013-02-05 | Paper |
A new diagnostic test for cross-section uncorrelatedness in nonparametric panel data models
Econometric Theory | 2012-10-31 | Paper |
| Independence Test for High Dimensional Random Vectors | 2012-05-30 | Paper |
Estimation in semi-parametric regression with non-stationary regressors
Bernoulli | 2012-05-28 | Paper |
Estimation in semi-parametric regression with non-stationary regressors
Bernoulli | 2012-05-28 | Paper |
Estimation in semiparametric time series regression
Statistics and Its Interface | 2011-12-01 | Paper |
Simultaneous specification testing of mean and variance structures in nonlinear time series regression
Econometric Theory | 2011-08-16 | Paper |
SPECIFICATION TESTING IN NONLINEAR TIME SERIES WITH LONG-RANGE DEPENDENCE
Econometric Theory | 2011-04-27 | Paper |
Local linear M-estimation in non-parametric spatial regression
Journal of Time Series Analysis | 2011-02-22 | 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 |
Moment inequalities for spatial processes
Statistics & Probability Letters | 2008-04-28 | Paper |
Central limit theorems for generalized<i>U</i>-statistics with applications in nonparametric specification
Journal of Nonparametric Statistics | 2008-04-10 | Paper |
A test for model specification of diffusion processes
The Annals of Statistics | 2008-03-12 | Paper |
A test for model specification of diffusion processes
The Annals of Statistics | 2008-03-12 | Paper |
| scientific article; zbMATH DE number 5224884 (Why is no real title available?) | 2008-01-09 | Paper |
Nonparametric Methods in Continuous Time Model Specification
Econometric Reviews | 2007-04-18 | Paper |
| Nonlinear Time Series | 2007-03-23 | Paper |
Semiparametric estimation and testing of the trend of temperature series
Econometrics Journal | 2006-09-22 | Paper |
Estimation in semiparametric spatial regression
The Annals of Statistics | 2006-08-24 | Paper |
ADAPTIVE TESTING IN CONTINUOUS-TIME DIFFUSION MODELS
Econometric Theory | 2005-10-18 | Paper |
Semiparametric Non-Linear Time Series Model Selection
Journal of the Royal Statistical Society Series B: Statistical Methodology | 2005-04-11 | Paper |
Statistical estimation of nonstationary Gaussian processes with long-range dependence and intermittency.
Stochastic Processes and their Applications | 2005-02-25 | Paper |
Modelling long-range-dependent Gaussian processes with application in continuous-time financial models
Journal of Applied Probability | 2004-09-24 | Paper |
Model specification tests in nonparametric stochastic regression models
Journal of Multivariate Analysis | 2003-03-16 | Paper |
| scientific article; zbMATH DE number 1779489 (Why is no real title available?) | 2002-08-12 | Paper |
Semiparametric approximation methods in multivariate model selection
Journal of Complexity | 2002-07-02 | Paper |
Parameter estimation of stochastic process with long-range dependence and intermittency
Journal of Time Series Analysis | 2001-12-12 | Paper |
Theory & Methods: Local Linear Kernel Regression with Long‐Range Dependent Errors
Australian <html_ent glyph="@amp;" ascii="&"/> New Zealand Journal of Statistics | 2001-10-04 | Paper |
A central limit theorem for a random quadratic form of strictly stationary processes
Statistics & Probability Letters | 2001-10-02 | Paper |
Adaptive estimation in partially linear autoregressive models
The Canadian Journal of Statistics | 2001-06-05 | Paper |
| scientific article; zbMATH DE number 1536234 (Why is no real title available?) | 2000-11-28 | Paper |
| scientific article; zbMATH DE number 1536333 (Why is no real title available?) | 2000-11-28 | Paper |
| scientific article; zbMATH DE number 1533566 (Why is no real title available?) | 2000-11-20 | Paper |
Statistical inference in single-index and partially nonlinear models
Annals of the Institute of Statistical Mathematics | 2000-05-08 | Paper |
Local linear kernel estimation for discontinuous nonparametric regression functions
Communications in Statistics: Theory and Methods | 1999-08-16 | Paper |
Semiparametric Regression Smoothing of Non-linear Time Series
Scandinavian Journal of Statistics | 1999-08-10 | Paper |
Adaptive parametric test in a semiparametric regression model
Communications in Statistics: Theory and Methods | 1999-05-26 | Paper |
Semiparametric regression under long-range dependent errors.
Journal of Statistical Planning and Inference | 1999-01-01 | Paper |
Asymptotic theory for partly linear models
Communications in Statistics: Theory and Methods | 1997-08-24 | Paper |
Asymptotic properties of some estimators for partly linear stationary autoregressive models
Communications in Statistics: Theory and Methods | 1997-08-24 | Paper |
Berry-Esseen bounds of error variance estimation in partly linear models
Chinese Annals of Mathematics. Series B | 1997-06-11 | Paper |
| scientific article; zbMATH DE number 1089178 (Why is no real title available?) | 1997-01-01 | Paper |
| scientific article; zbMATH DE number 847138 (Why is no real title available?) | 1996-05-20 | Paper |
The laws of the iterated logarithm of some estimates in partly linear models
Statistics & Probability Letters | 1996-05-20 | Paper |
Asymptotic normality of pseudo-LS estimator for partly linear autoregression models
Statistics & Probability Letters | 1995-08-21 | Paper |
| scientific article; zbMATH DE number 700642 (Why is no real title available?) | 1994-12-07 | Paper |
| scientific article; zbMATH DE number 500278 (Why is no real title available?) | 1994-06-02 | Paper |
Adaptive estimation in partly linear regression models
Science in China. Series A | 1993-09-20 | Paper |
| scientific article; zbMATH DE number 238316 (Why is no real title available?) | 1993-08-30 | Paper |
| scientific article; zbMATH DE number 151794 (Why is no real title available?) | 1993-05-23 | Paper |
| scientific article; zbMATH DE number 167240 (Why is no real title available?) | 1993-05-16 | Paper |
| scientific article; zbMATH DE number 151810 (Why is no real title available?) | 1993-05-04 | Paper |
| scientific article; zbMATH DE number 11361 (Why is no real title available?) | 1992-06-25 | Paper |
| scientific article; zbMATH DE number 13167 (Why is no real title available?) | 1992-06-25 | Paper |
| scientific article; zbMATH DE number 4190919 (Why is no real title available?) | 1989-01-01 | Paper |
| scientific article; zbMATH DE number 4126465 (Why is no real title available?) | 1989-01-01 | Paper |
