| Publication | Date of Publication | Type |
|---|
| Out-of-Sample Forecast Tests Robust to the Choice of Window Size | 2025-01-20 | Paper |
| Local projections in unstable environments | 2025-01-16 | Paper |
| Confidence Intervals for Bias and Size Distortion in IV and Local Projections-IV Models | 2024-10-11 | Paper |
| Editorial for special issue in honor of Francis X. Diebold | 2022-12-14 | Paper |
| Joint Bayesian inference about impulse responses in VAR models | 2022-12-14 | Paper |
| INSTRUMENTAL VARIABLE ESTIMATION OF STRUCTURAL VAR MODELS ROBUST TO POSSIBLE NONSTATIONARITY | 2022-11-23 | Paper |
| A new approach to measuring economic policy shocks, with an application to conventional and unconventional monetary policy | 2022-03-24 | Paper |
| The uniform validity of impulse response inference in autoregressions | 2020-05-21 | Paper |
| Corrigendum to ``Inference on impulse response functions in structural VAR models | 2019-04-30 | Paper |
| Quasi-Bayesian model selection | 2019-02-20 | Paper |
| Frequentist inference in weakly identified dynamic stochastic general equilibrium models | 2019-01-10 | Paper |
| THE CONTINUITY OF THE LIMIT DISTRIBUTION IN THE PARAMETER OF INTEREST IS NOT ESSENTIAL FOR THE VALIDITY OF THE BOOTSTRAP | 2018-12-21 | Paper |
| COVARIANCE MATRIX ESTIMATION AND THE LIMITING BEHAVIOR OF THE OVERIDENTIFYING RESTRICTIONS TEST IN THE PRESENCE OF NEGLECTED STRUCTURAL INSTABILITY | 2018-12-21 | Paper |
| Information criteria for impulse response function matching estimation of DSGE models | 2017-05-12 | Paper |
| Impulse response matching estimators for DSGE models | 2016-11-17 | Paper |
| Rolling window selection for out-of-sample forecasting with time-varying parameters | 2016-11-17 | Paper |
| Testing for weak identification in possibly nonlinear models | 2016-08-10 | Paper |
| Efficient estimation and inference in linear pseudo-panel data models | 2016-06-03 | Paper |
| Corrigendum to: ``The large sample behaviour of the generalized method of moments estimator in misspecified models | 2016-05-27 | Paper |
| Joint confidence sets for structural impulse responses | 2016-05-10 | Paper |
| Information in generalized method of moments estimation and entropy-based moment selection | 2016-05-09 | Paper |
| On the selection of forecasting models | 2016-04-25 | Paper |
| Bootstrapping GMM estimators for time series | 2016-04-25 | Paper |
| TESTS FOR PARAMETER INSTABILITY IN DYNAMIC FACTOR MODELS | 2015-11-20 | Paper |
| Corrigendum to: ``Information criteria for impulse response function matching estimation of DSGE models | 2014-08-07 | Paper |
| Inference on impulse response functions in structural VAR models | 2014-04-30 | Paper |
| How Useful Is Bagging in Forecasting Economic Time Series? A Case Study of U.S. Consumer Price Inflation | 2009-06-12 | Paper |
| Entropy-Based Moment Selection in the Presence of Weak Identification | 2008-08-08 | Paper |
| A PORTMANTEAU TEST FOR SERIALLY CORRELATED ERRORS IN FIXED EFFECTS MODELS | 2006-11-14 | Paper |
| Bootstrapping Autoregressive Processes with Possible Unit Roots | 2006-06-16 | Paper |
| A bootstrap approach to moment selection | 2006-05-26 | Paper |
| In-Sample or Out-of-Sample Tests of Predictability: Which One Should We Use? | 2005-05-23 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4470545 | 2004-07-01 | Paper |
| A MONTE CARLO COMPARISON OF VARIOUS ASYMPTOTIC APPROXIMATIONS TO THE DISTRIBUTION OF INSTRUMENTAL VARIABLES ESTIMATORS | 2004-03-22 | Paper |
| The large sample behaviour of the generalized method of moments estimator in misspecified models | 2003-06-09 | Paper |
| Identifying the sign of the slope of a monotonic function via OLS. | 2002-07-15 | Paper |
| Testing for distributional change in time series | 2002-01-08 | Paper |
| Long memory and regime switching | 2001-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4498028 | 2000-08-24 | Paper |
| Tests of cointegrating rank with trend-break | 1999-01-01 | Paper |
