| Publication | Date of Publication | Type |
|---|
| Estimating and testing for smooth structural changes in moment condition models | 2025-01-16 | Paper |
| Post-averaging inference for optimal model averaging estimator in generalized linear models | 2024-08-12 | Paper |
| Regularized GMM for time-varying models with applications to asset pricing | 2024-07-15 | Paper |
| Yongmiao Hong, Oliver Linton, Jiajing Sun, and Meiting Zhu's contribution to the discussion of `the Discussion Meeting on Probabilistic and statistical aspects of machine learning' | 2024-07-09 | Paper |
| Fast estimation of a large TVP-VAR model with score-driven volatilities | 2024-06-17 | Paper |
| Time-varying forecast combination for factor-augmented regressions with smooth structural changes | 2024-03-21 | Paper |
| Kolmogorov-Smirnov type testing for structural breaks: a new adjusted-range based self-normalization approach | 2024-02-13 | Paper |
| Specification tests for time-varying coefficient models | 2023-06-29 | Paper |
| Penalized time-varying model averaging | 2023-06-29 | Paper |
| ON MULTIPLE STRUCTURAL BREAKS IN DISTRIBUTION: AN EMPIRICAL CHARACTERISTIC FUNCTION APPROACH | 2023-06-13 | Paper |
| Forecasting interval-valued crude oil prices using asymmetric interval models | 2022-11-18 | Paper |
| Adjusted-range self-normalized confidence interval construction for censored dependent data | 2022-11-16 | Paper |
| Estimating functions and derivatives via adaptive penalized splines | 2022-06-21 | Paper |
| A score statistic for testing the presence of a stochastic trend in conditional variances | 2022-04-20 | Paper |
| Forecasting crude oil price intervals and return volatility via autoregressive conditional interval models | 2022-03-09 | Paper |
| Time-varying model averaging | 2021-05-04 | Paper |
| Solving Euler equations via two-stage nonparametric penalized splines | 2021-05-04 | Paper |
| Foundations of modern econometrics. A unified approach | 2020-04-02 | Paper |
| A model-free consistent test for structural change in regression possibly with endogeneity | 2019-07-01 | Paper |
| Diagnostic checking for the adequacy of nonlinear time series models | 2018-12-21 | Paper |
| An improved generalized spectral test for conditional mean models in time series with conditional heteroskedasticity of unknown form | 2018-12-21 | Paper |
| Analysis of crisis impact on crude oil prices: a new approach with interval time series modelling | 2018-11-13 | Paper |
| Threshold autoregressive models for interval-valued time series data | 2018-10-12 | Paper |
| Adaptive penalized splines for data smoothing | 2018-08-14 | Paper |
| On diagnostic checking autoregressive conditional duration models with wavelet-based spectral density estimators | 2017-07-31 | Paper |
| Generalized spectral testing for multivariate continuous-time models | 2016-08-12 | Paper |
| Detecting for smooth structural changes in GARCH models | 2016-07-29 | Paper |
| Granger causality in risk and detection of extreme risk spillover between financial markets | 2016-07-04 | Paper |
| Validating forecasts of the joint probability density of bond yields: can affine models beat random walk? | 2016-06-10 | Paper |
| Can the random walk model be beaten in out-of-sample density forecasts? Evidence from intraday foreign exchange rates | 2016-05-27 | Paper |
| A unified approach to validating univariate and multivariate conditional distribution models in time series | 2014-08-07 | Paper |
| Detecting misspecifications in autoregressive conditional duration models and non-negative time-series processes | 2014-06-16 | Paper |
| Testing for smooth structural changes in time series models via nonparametric regression | 2013-11-06 | Paper |
| A loss function approach to model specification testing and its relative efficiency | 2013-09-25 | Paper |
| Testing for the Markov property in time series | 2012-03-29 | Paper |
| Characteristic function-based testing for multifactor continuous-time Markov models via nonparametric regression | 2010-08-13 | Paper |
| Some recent developments in nonparametric finance | 2010-06-30 | Paper |
| Information spillovers among global refined products markets -- an empirical study based on the CCF method and cointegration theory | 2009-11-11 | Paper |
| Has Chinese Stock Market Become Efficient? Evidence from a New Approach | 2008-09-30 | Paper |
| Central limit theorems for generalizedU-statistics with applications in nonparametric specification | 2008-04-10 | Paper |
| Asymptotic Distribution Theory for Nonparametric Entropy Measures of Serial Dependence | 2006-10-24 | Paper |
| Wavelet-Based Testing for Serial Correlation of Unknown Form in Panel Models | 2006-06-16 | Paper |
| Generalized Spectral Tests for Conditional Mean Models in Time Series with Conditional Heteroscedasticity of Unknown Form | 2005-11-21 | Paper |
| Testing for independence between two covariance stationary time series | 2004-01-20 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4807275 | 2003-05-18 | Paper |
| Hypothesis Testing in Time Series via the Empirical Characteristic Function: A Generalized Spectral Density Approach | 2002-07-30 | Paper |
| Testing for serial correlation of unknown form using wavelet methods | 2001-12-16 | Paper |
| Generalized Spectral Tests for Serial Dependence | 2001-07-03 | Paper |
| Consistent Testing for Serial Correlation of Unknown Form | 2001-05-17 | Paper |
| A test for volatility spillover with application to exchange rates | 2001-01-01 | Paper |
| Consistent Specification Testing Via Nonparametric Series Regression | 2000-08-02 | Paper |
| One‐sided testing for conditional heteroskedasticity in time series models | 2000-06-13 | Paper |
| Testing for Pairwise Serial Independence Via the Empirical Distribution Function | 1999-04-22 | Paper |
