| Publication | Date of Publication | Type |
|---|
| Identification and Bayesian Estimation of Dynamic Factor Models | 2025-01-20 | Paper |
| Special Issue on Big Data | 2025-01-20 | Paper |
| Estimation and Inference of FAVAR Models | 2025-01-20 | Paper |
| Reprint of: The likelihood ratio test for structural changes in factor models | 2025-01-16 | Paper |
| Scenario-based quantile connectedness of the U.S. interbank liquidity risk network | 2025-01-16 | Paper |
| Likelihood approach to dynamic panel models with interactive effects | 2024-03-21 | Paper |
| Standard errors for panel data models with unknown clusters | 2024-03-21 | Paper |
| Large-Scale Generalized Linear Models for Longitudinal Data with Grouped Patterns of Unobserved Heterogeneity | 2024-03-06 | Paper |
| The likelihood ratio test for structural changes in factor models | 2024-02-13 | Paper |
| Approximate factor models with weaker loadings | 2023-06-29 | 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 |
| Quasi-maximum likelihood estimation of break point in high-dimensional factor models | 2023-03-03 | Paper |
| Bayesian and maximum likelihood analysis of large-scale panel choice models with unobserved heterogeneity | 2022-09-01 | Paper |
| Testing panel cointegration with unobservable dynamic common factors that are correlated with the regressors | 2022-07-26 | Paper |
| Bayesian and maximum likelihood analysis of large-scale panel choice models with unobserved heterogeneity | 2022-07-15 | Paper |
| Theory and Applications of TAR Model with Two Threshold Variables | 2022-05-31 | Paper |
| Selecting the regularization parameters in high-dimensional panel data models: Consistency and efficiency | 2022-02-24 | Paper |
| Dynamic spatial panel data models with common shocks | 2021-07-30 | Paper |
| Estimation and inference of change points in high-dimensional factor models | 2021-02-09 | Paper |
| Quantile Co-Movement in Financial Markets: A Panel Quantile Model With Unobserved Heterogeneity | 2020-08-03 | 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 |
| Quantile Co-Movement in Financial Markets: A Panel Quantile Model With Unobserved Heterogeneity | 2019-04-11 | Paper |
| A simple new test for slope homogeneity in panel data models with interactive effects | 2018-08-31 | Paper |
| Inferences in panel data with interactive effects using large covariance matrices | 2017-08-21 | Paper |
| Common breaks in means and variances for panel data | 2016-08-01 | Paper |
| Panel cointegration with global stochastic trends | 2016-07-04 | Paper |
| Forecasting economic time series using targeted predictors | 2016-06-22 | Paper |
| Evaluating latent and observed factors in macroeconomics and finance | 2016-06-10 | Paper |
| Testing multivariate distributions in GARCH models | 2016-06-06 | Paper |
| Efficient estimation of approximate factor models via penalized maximum likelihood | 2015-12-18 | Paper |
| A simple new test for slope homogeneity in panel data models with interactive effects | 2015-11-01 | Paper |
| Identification theory for high dimensional static and dynamic factor models | 2014-08-07 | Paper |
| Theory and methods of panel data models with interactive effects | 2014-05-05 | Paper |
| Principal components estimation and identification of static factors | 2014-04-04 | Paper |
| Estimating cross-section common stochastic trends in nonstationary panel data | 2014-03-07 | Paper |
| Fixed-effects dynamic panel models, a factor analytical method | 2013-10-31 | Paper |
| Statistical Inferences Using Large Estimated Covariances for Panel Data and Factor Models | 2013-07-09 | Paper |
| Selecting Instrumental Variables in a Data Rich Environment | 2013-06-14 | Paper |
| Statistical analysis of factor models of high dimension | 2012-09-03 | 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 |
| Panel Data Models With Interactive Fixed Effects | 2010-03-19 | Paper |
| Structural Changes, Common Stochastic Trends, and Unit Roots in Panel Data | 2009-08-28 | Paper |
| Generic consistency of the break-point estimators under specification errors in a multiple-break model | 2008-08-21 | 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 |
| Inferential Theory for Factor Models of Large Dimensions | 2006-06-19 | Paper |
| Determining the Number of Factors in Approximate Factor Models | 2006-06-16 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5475042 | 2006-06-16 | Paper |
| Critical values for multiple structural change tests | 2003-01-01 | Paper |
| Estimating and Testing Linear Models with Multiple Structural Changes | 2002-05-28 | Paper |
| A consistent test for conditional symmetry in time series models | 2001-10-04 | Paper |
| Estimation of multiple-regime regressions with least absolutes deviation | 2001-01-11 | Paper |
| Testing For and Dating Common Breaks in Multivariate Time Series | 1999-04-19 | Paper |
| Likelihood ratio tests for multiple structural changes | 1999-01-01 | Paper |
| Testing for Parameter Constancy in Linear Regressions: An Empirical Distribution Function Approach | 1996-07-01 | Paper |
| Weak convergence of the sequential empirical processes of residuals in ARMA models | 1995-11-22 | Paper |
| LEAST SQUARES ESTIMATION OF A SHIFT IN LINEAR PROCESSES | 1995-01-15 | Paper |
| ON THE PARTIAL SUMS OF RESIDUALS IN AUTOREGRESSIVE AND MOVING AVERAGE MODELS | 1993-06-29 | Paper |
