| Publication | Date of Publication | Type |
|---|
| Matching \(\mu \)-logic | 2024-12-19 | Paper |
| Information bounds for Gaussian copula parameter in stationary semiparametric Markov models | 2024-12-09 | Paper |
| Robust inference for moment condition models without rational expectations | 2024-09-06 | Paper |
| Working along both lines? The relationship between government green publicity and emissions tax | 2024-07-16 | Paper |
| Gallai's path decomposition conjecture for cartesian product of graphs (\uppercase\expandafter{\romannumeral 2}) | 2023-10-18 | Paper |
| Gallai's path decomposition conjecture for Cartesian product of graphs | 2023-10-17 | Paper |
| Efficient estimation of average derivatives in NPIV models: simulation comparisons of neural network estimators | 2023-06-29 | Paper |
| Robust identification of investor beliefs | 2022-05-05 | Paper |
| Efficient estimation of multivariate semi-nonparametric GARCH filtered copula models | 2021-03-24 | Paper |
| Traffic Network Partitioning for Hierarchical Macroscopic Fundamental Diagram Applications Based on Fusion of GPS Probe and Loop Detector Data | 2020-11-17 | Paper |
| Penalized sieve GEL for weighted average derivatives of nonparametric quantile IV regressions | 2019-10-23 | Paper |
| Semiparametric estimation of the bid-ask spread in extended roll models | 2019-04-26 | Paper |
| Monte Carlo Confidence Sets for Identified Sets | 2019-03-29 | Paper |
| Sieve Wald and QLR Inferences on Semi/Nonparametric Conditional Moment Models | 2019-01-30 | Paper |
| Local Identification of Nonparametric and Semiparametric Models | 2019-01-29 | Paper |
| Asymptotic Efficiency of Semiparametric Two-step GMM | 2019-01-23 | Paper |
| Overidentification in Regular Models | 2019-01-09 | Paper |
| Optimal sup-norm rates and uniform inference on nonlinear functionals of nonparametric IV regression | 2018-09-12 | Paper |
| Semiparametric identification of the bid-ask spread in extended Roll models | 2017-08-24 | Paper |
| Recursive Nonparametric Estimation for Time Series | 2017-06-08 | Paper |
| The semiparametric efficiency bound for models of sequential moment restrictions containing unknown functions | 2017-05-12 | Paper |
| A reverse Gaussian correlation inequality by adding cones | 2017-02-21 | Paper |
| Self-normalized Cramér-type moderate deviations under dependence | 2016-09-07 | Paper |
| Estimation and model selection of semiparametric multivariate survival functions under general censorship | 2016-08-01 | Paper |
| Nonlinearity and temporal dependence | 2016-07-25 | Paper |
| Efficient estimation of semiparametric conditional moment models with possibly nonsmooth residuals | 2016-07-18 | Paper |
| Estimation and model selection of semiparametric copula-based multivariate dynamic models under copula misspecification | 2016-06-10 | Paper |
| Estimation of possibly misspecified semiparametric conditional moment restriction models with different conditioning variables | 2016-05-25 | Paper |
| Nonparametric likelihood ratio model selection tests between parametric likelihood and moment condition models | 2016-05-25 | Paper |
| Estimation of copula-based semiparametric time series models | 2016-04-25 | Paper |
| Averaging of an increasing number of moment condition estimators | 2016-02-23 | Paper |
| Sieve semiparametric two-step GMM under weak dependence | 2015-09-18 | Paper |
| Optimal uniform convergence rates and asymptotic normality for series estimators under weak dependence and weak conditions | 2015-08-13 | Paper |
| High dimensional generalized empirical likelihood for moment restrictions with dependent data | 2015-05-06 | Paper |
| Sieve inference on possibly misspecified semi-nonparametric time series models | 2014-08-07 | Paper |
| Sieve \(M\) inference on irregular parameters | 2014-06-04 | Paper |
| Likelihood inference in some finite mixture models | 2014-06-04 | Paper |
| FAST CONVERGENCE RATES IN ESTIMATING LARGE VOLATILITY MATRICES USING HIGH-FREQUENCY FINANCIAL DATA | 2014-03-25 | Paper |
| Efficient estimation of semiparametric copula models for bivariate survival data | 2014-01-13 | Paper |
| Estimation of nonparametric conditional moment models with possibly nonsmooth generalized residuals | 2013-11-06 | Paper |
| Nonparametric identification of regression models containing a misclassified dichotomous regressor without instruments | 2013-01-29 | Paper |
| A model selection test for bivariate failure-time data | 2012-05-14 | Paper |
| ON RATE OPTIMALITY FOR ILL-POSED INVERSE PROBLEMS IN ECONOMETRICS | 2011-07-26 | Paper |
| Identification and estimation of nonlinear models using two samples with nonclassical measurement errors | 2010-06-18 | Paper |
| Identification and estimation of nonlinear models using two samples with nonclassical measurement errors | 2010-06-18 | Paper |
| Copula-based nonlinear quantile autoregression | 2010-02-12 | Paper |
| Efficient estimation of copula-based semiparametric Markov models | 2009-12-09 | Paper |
| Nonlinear principal components and long-run implications of multivariate diffusions | 2009-12-09 | Paper |
| On nonlinear ill-posed inverse problems with applications to pricing of defaultable bonds and option pricing | 2009-12-07 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5325807 | 2009-07-24 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3600720 | 2009-02-05 | Paper |
| A note on the closed-form identification of regression models with a mismeasured binary regressor | 2008-09-17 | Paper |
| Semiparametric efficiency in GMM models with auxiliary data | 2008-04-23 | Paper |
| Semi-Nonparametric IV Estimation of Shape-Invariant Engel Curves | 2008-02-21 | Paper |
| Efficient Estimation of Semiparametric Multivariate Copula Models | 2007-08-20 | Paper |
| Efficient Estimation of Models with Conditional Moment Restrictions Containing Unknown Functions | 2006-06-19 | Paper |
| Estimation of Semiparametric Models when the Criterion Function Is Not Smooth | 2006-06-19 | Paper |
| Asymptotic Properties of Some Projection-based Robbins-Monro Procedures in a Hilbert Space | 2006-01-27 | Paper |
| Pseudo-likelihood ratio tests for semiparametric multivariate copula model selection | 2006-01-16 | Paper |
| MIXING AND MOMENT PROPERTIES OF VARIOUS GARCH AND STOCHASTIC VOLATILITY MODELS | 2003-05-18 | Paper |
| Sieve Extremum Estimates for Weakly Dependent Data | 2002-05-28 | Paper |
| Model check by kernel methods under weak moment conditions. | 2001-08-20 | Paper |
| β-mixing and moment properties of RCA models with application to GARCH(p,q) | 2001-01-11 | Paper |
| Improved rates and asymptotic normality for nonparametric neural network estimators | 1999-11-21 | Paper |
| Consistent hypothesis testing in semiparametric and nonparametric models for econometric time series | 1999-01-01 | Paper |
| Nonparametric adaptive learning with feedback | 1998-11-03 | Paper |
