| Publication | Date of Publication | Type |
|---|
| The forward rate premium puzzle: a case of misspecification?1) | 2023-03-13 | Paper |
| Small Area Estimation with Correctly Specified Linking Models | 2018-12-13 | Paper |
| Estimation of Parameters in the Presence of Model Misspecification and Measurement Error | 2010-07-02 | Paper |
| An efficient method of estimating the true value of a population characteristic from its discrepant estimates | 2010-03-30 | Paper |
| THE NEW KEYNESIAN PHILLIPS CURVE IN A TIME-VARYING COEFFICIENT ENVIRONMENT: SOME EUROPEAN EVIDENCE | 2009-08-24 | Paper |
| Empirical best linear unbiased prediction in misspecified and improved panel data models with an application to gasoline demand | 2009-05-29 | Paper |
| How stable are monetary policy rules: estimating the time-varying coefficients in monetary policy reaction function for the US | 2008-11-26 | Paper |
| The New Keynesian Phillips curve and inflation expectations: re-specification and interpretation | 2007-03-20 | Paper |
| A NOTE ON MUTH'S RATIONAL EXPECTATIONS HYPOTHESIS: A TIME-VARYING COEFFICIENT INTERPRETATION | 2006-08-24 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3378832 | 2006-04-04 | Paper |
| Theoretical conditions under which monetary policies are effective and practical obstacles to their verification | 2006-01-31 | Paper |
| Correcting for omitted-variable and measurement-error bias in autoregressive model estimation with panel data | 2003-12-18 | Paper |
| Is the Japanese economy in a liquidity trap? | 2002-09-01 | Paper |
| A computational approach to finding causal economic laws | 2001-04-17 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4221817 | 1999-07-04 | Paper |
| A general framework for predicting returns from multiple currency investments | 1998-08-13 | Paper |
| Circumstances in which different criteria of estimation can be applied to estimate policy effects | 1998-06-08 | Paper |
| A random coefficient model of speculative attacks: The case of the Mexican peso | 1998-05-21 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4343874 | 1998-03-30 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4367846 | 1997-12-02 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4343979 | 1997-09-29 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4864554 | 1996-02-20 | Paper |
| Connections between GARCH and stochastic coefficients (SC) models | 1995-01-12 | Paper |
| An examination of distributed lag model coefficients estimated with smoothness priors | 1986-01-01 | Paper |
| The existence of moments of ridge-like k-class and partially restricted reduced form estimators | 1982-01-01 | Paper |
| A random coefficient approach to seasonal adjustment of economic time series | 1981-01-01 | Paper |
| On the existence of moments of partially restricted reduced form estimators. A comment | 1981-01-01 | Paper |
| A comparison of estimators for undersized samples | 1980-01-01 | Paper |
| On the existence of moments of partially restricted reduced form coefficients | 1980-01-01 | Paper |
| Linear prediction and estimation methods for regression models with stationary stochastic coefficients | 1980-01-01 | Paper |
| Estimation of common coefficients in two regression equations | 1979-01-01 | Paper |
| The existence of moments of some simple Bayes estimators of coefficients in a simultaneous equation model | 1978-01-01 | Paper |
| Estimation of a dynamic demand function for gasoline with different schemes of parameter variation | 1978-01-01 | Paper |
| Relative efficiencies of some simple Bayes estimators of coefficients in a dynamic equation with serially correlated errors. II | 1978-01-01 | Paper |
| Two methods of evaluating hoerl and kennard's ridge regression | 1978-01-01 | Paper |
| Estimation of Linear Models with Time and Cross-Sectionally Varying Coefficients | 1977-01-01 | Paper |
| Robustness of theil's mixed regression estimators | 1977-01-01 | Paper |
| A note on minimum average risk estimators for coefficients in linear models | 1977-01-01 | Paper |
| Further Evidence on the Relative Efficiencies of Zellner's Seemingly Unrelated Regressions Estimator | 1976-01-01 | Paper |
| Minimum average risk estimators for coefficients in linear models | 1976-01-01 | Paper |
| On Bayesian estimation of seemingly unrelated regressions when some observations are missing | 1975-01-01 | Paper |
| Relative efficiencies of some simple Bayes estimators of coefficients in dynamic models. I | 1975-01-01 | Paper |
| Bayesian and Non-Bayesian Analysis of Switching Regressions and of Random Coefficient Regression Models | 1975-01-01 | Paper |
| The Exact Finite Sample Distribution of Theil's Compatibility Test Statistic and Its Application | 1974-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5183035 | 1974-01-01 | Paper |
| Bayesian Analysis of Error Components Regression Models | 1973-01-01 | Paper |
| Bayesian analysis of variance components in a regression model when there is a restriction on the range of a coefficient | 1973-01-01 | Paper |
| On alternative estimators of the difference of means in the presence of missing observations | 1973-01-01 | Paper |
| Bayesian Analysis of a Bivariate Normal Distribution with Incomplete Observations | 1973-01-01 | Paper |
| The Exact Finite Sample Properties of the Estimators of Coefficients in the Error Components Regression Models | 1972-01-01 | Paper |
| The Use of Undersized Samples in the Estimation of Simultaneous Equation Systems | 1971-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5639250 | 1971-01-01 | Paper |
| Efficient Inference in a Random Coefficient Regression Model | 1970-01-01 | Paper |
| The Finite Sample Distribution of Theil's Mixed Regression Estimator and a Related Problem | 1970-01-01 | Paper |
