| Publication | Date of Publication | Type |
|---|
| A new test for non-linear hypotheses under distributional and local parametric misspecification | 2024-06-11 | Paper |
| A history of the delta method and some new results | 2023-11-06 | Paper |
| Tests for nonlinear restrictions under misspecified alternatives with an application to testing rational expectation hypotheses | 2022-06-22 | Paper |
| Distribution of test statistics under parameter uncertainty for time series data: an application to testing skewness, kurtosis and normality | 2022-05-09 | Paper |
| A Bayesian robust chi-squared test for testing simple hypotheses | 2021-05-04 | Paper |
| Asymptotic variance of test statistics in the ML and QML frameworks | 2021-01-28 | Paper |
| A Hausman Test for Spatial Regression Model | 2020-11-10 | Paper |
| Adjustments of Rao's score test for distributional and local parametric misspecifications | 2020-05-19 | Paper |
| Testing spatial dependence in spatial models with endogenous weights matrices | 2019-07-18 | Paper |
| THE ET INTERVIEW: PROFESSOR C.R. RAO: Interviewed by Anil K. Bera University of Illinois at Urbana-Champaign | 2018-12-14 | Paper |
| A new robust and most powerful test in the presence of local misspecification | 2017-10-12 | Paper |
| Adjusting the tests for skewness and kurtosis for distributional misspecifications | 2017-07-31 | Paper |
| A NEW CHARACTERIZATION OF THE NORMAL DISTRIBUTION AND TEST FOR NORMALITY | 2017-04-28 | Paper |
| Asymmetric Laplace regression: maximum likelihood, maximum entropy and quantile regression | 2016-09-15 | Paper |
| Maximum entropy autoregressive conditional heteroskedasticity model | 2016-07-04 | Paper |
| On Testing the Equality of Mean and Quantile Effects | 2014-04-30 | Paper |
| Efficient specification tests for limited dependent variable models | 2013-10-25 | Paper |
| A note on the effects of linear approximation on hypothesis testing | 2013-10-24 | Paper |
| A smooth test for the equality of distributions | 2013-09-11 | Paper |
| THE ET INTERVIEW: PROFESSOR GEORGE JUDGE | 2013-04-29 | Paper |
| GENERAL SPECIFICATION TESTING WITH LOCALLY MISSPECIFIED MODELS | 2011-04-21 | Paper |
| Testing under local misspecification and artificial regressions | 2009-12-21 | Paper |
| Optimal Portfolio Diversification Using the Maximum Entropy Principle | 2008-08-08 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5308532 | 2007-09-28 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4407798 | 2003-10-20 | Paper |
| On some heteroskedasticity-robust estimators of variance-covariance matrix of the least-squares estimators | 2003-04-03 | Paper |
| The MM, ME, ML, EL, EF and GMM approaches to estimation: a synthesis. | 2003-02-17 | Paper |
| Tests for the error component model in the presence of local misspecification | 2002-11-05 | Paper |
| ON SOME OPTIMALITY PROPERTIES OF FISHER-RAO SCORE FUNCTION IN TESTING AND ESTIMATION | 2002-07-28 | Paper |
| Rao's score, Neyman's \(C(\alpha)\) and Silvey's LM tests: an essay on historical developments and some new results | 2001-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4351997 | 1997-10-28 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4225887 | 1997-01-01 | Paper |
| Specification test for a linear regression model with ARCH process | 1996-07-18 | Paper |
| A test for the presence of conditional heteroskedasticity within arch-m framework | 1996-05-06 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5287460 | 1994-01-31 | Paper |
| Information Matrix Test, Parameter Heterogeneity and ARCH: A Synthesis | 1993-05-16 | Paper |
| A TEST FOR CONDITIONAL HETEROSKEDASTICITY IN TIME SERIES MODELS | 1993-02-18 | Paper |
| A Class of Nonlinear Arch Models | 1992-06-28 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4203650 | 1989-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5750229 | 1988-01-01 | Paper |
| A Test for Normality of Observations and Regression Residuals | 1987-01-01 | Paper |
| On exact and asymptotic tests of non-nested models | 1987-01-01 | Paper |
| Tests for Serial Defendence in Limited Dependent Variable Models | 1985-01-01 | Paper |
| Testing the Normality Assumption in Limited Dependent Variable Models | 1984-01-01 | Paper |
| Least Squares Approximations to Unknown Regression Functions: A Comment | 1983-01-01 | Paper |
| Linearized Estimation of Nonlinear Single Equation Functions | 1983-01-01 | Paper |
| Model specification tests. A simultaneous approach | 1982-01-01 | Paper |
