| Publication | Date of Publication | Type |
|---|
| Minimum Distance Estimation of Possibly Noninvertible Moving Average Models | 2025-01-20 | Paper |
| FRED-MD: A Monthly Database for Macroeconomic Research | 2025-01-20 | Paper |
| Latent Dirichlet Analysis of Categorical Survey Responses | 2024-10-17 | Paper |
| Approximate factor models with weaker loadings | 2023-06-29 | Paper |
| Five decades of the \textit{Journal of Econometrics}: an activity report | 2023-04-14 | Paper |
| Matrix Completion, Counterfactuals, and Factor Analysis of Missing Data | 2023-03-14 | Paper |
| Factor-based imputation of missing values and covariances in panel data of large dimensions | 2023-03-03 | Paper |
| Constructing Common Factors from Continuous and Categorical Data | 2022-06-03 | Paper |
| Boosting high dimensional predictive regressions with time varying parameters | 2021-07-30 | Paper |
| Matrix Completion, Counterfactuals, and Factor Analysis of Missing Data | 2019-10-15 | Paper |
| Rank regularized estimation of approximate factor models | 2019-09-02 | Paper |
| The ABC of simulation estimation with auxiliary statistics | 2018-05-31 | Paper |
| Simulated minimum distance estimation of dynamic models with errors-in-variables | 2017-08-24 | Paper |
| Panel cointegration with global stochastic trends | 2016-07-04 | Paper |
| Forecasting economic time series using targeted predictors | 2016-06-22 | Paper |
| Are more data always better for factor analysis? | 2016-06-10 | Paper |
| Evaluating latent and observed factors in macroeconomics and finance | 2016-06-10 | Paper |
| MEASUREMENT ERRORS IN DYNAMIC MODELS | 2014-06-20 | Paper |
| Principal components estimation and identification of static factors | 2014-04-04 | Paper |
| Estimation of panel data models with parameter heterogeneity when group membership is unknown | 2014-01-21 | Paper |
| Selecting Instrumental Variables in a Data Rich Environment | 2013-06-14 | Paper |
| ESTIMATORS FOR PERSISTENT AND POSSIBLY NONSTATIONARY DATA WITH CLASSICAL PROPERTIES | 2012-10-31 | Paper |
| Dynamic identification of dynamic stochastic general equilibrium models | 2012-06-18 | Paper |
| INSTRUMENTAL VARIABLE ESTIMATION IN A DATA RICH ENVIRONMENT | 2011-04-21 | Paper |
| PANEL UNIT ROOT TESTS WITH CROSS-SECTION DEPENDENCE: A FURTHER INVESTIGATION | 2010-08-13 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5309203 | 2007-10-09 | Paper |
| Confidence Intervals for Diffusion Index Forecasts and Inference for Factor-Augmented Regressions | 2007-02-05 | Paper |
| Determining the Number of Factors in Approximate Factor Models | 2006-06-16 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5475042 | 2006-06-16 | Paper |
| Forecasting autoregressive time series in the presence of deterministic components | 2003-05-20 | Paper |
| LAG Length Selection and the Construction of Unit Root Tests with Good Size and Power | 2002-05-28 | Paper |
| A systematic framework for analyzing the dynamic effects of permanent and transitory shocks. | 2002-03-03 | Paper |
| ANALYSIS OF VECTOR AUTOREGRESSIONS IN THE PRESENCE OF SHIFTS IN MEAN | 2002-01-01 | Paper |
| Explaining the persistence of commodity prices | 2001-12-05 | Paper |
| A consistent test for conditional symmetry in time series models | 2001-10-04 | Paper |
| Estimating the rational expectations model of speculative storage: a Monte Carlo comparison of three simulation estimators | 2001-01-30 | Paper |
| Testing for ARCH in the presence of a possibly misspecified conditional mean | 2000-09-10 | Paper |
| Estimation and inference in nearly unbalanced nearly cointegrated systems | 1997-08-03 | Paper |
| Testing for unit roots in flow data sampled at different frequencies | 1997-02-27 | Paper |
| Looking for evidence of speculative stockholding in commodity markets | 1997-02-27 | Paper |
| THE EXACT ERROR IN ESTIMATING THE SPECTRAL DENSITY AT THE ORIGIN | 1996-11-18 | Paper |
| Useful Modifications to some Unit Root Tests with Dependent Errors and their Local Asymptotic Properties | 1996-11-07 | Paper |
| Unit Root Tests in ARMA Models with Data-Dependent Methods for the Selection of the Truncation Lag | 1995-06-21 | Paper |
