| Publication | Date of Publication | Type |
|---|
| Hands-on intermediate econometrics using R. Templates for learning quantitative methods and R software | 2022-04-04 | Paper |
New bootstrap inference for spurious regression problems
Journal of Applied Statistics | 2020-12-03 | Paper |
Dr C R Rao's contributions to the advancement of economic science
Proceedings of the Indian Academy of Sciences. Mathematical Sciences | 2020-11-17 | Paper |
New exogeneity tests and causal paths
Handbook of Statistics | 2020-08-18 | Paper |
Generalized correlation and kernel causality with applications in development economics
Communications in Statistics. Simulation and Computation | 2017-10-27 | Paper |
Distribution of a generalized \(t\) ratio
Economics Letters | 2013-10-24 | Paper |
Exact maximum likelihood regression estimation with \(\text{ARMA}(n,n-1)\) errors
Economics Letters | 2013-10-24 | Paper |
| scientific article; zbMATH DE number 5866289 (Why is no real title available?) | 2011-03-15 | Paper |
| scientific article; zbMATH DE number 5833176 (Why is no real title available?) | 2011-01-06 | Paper |
| Hands-on intermediate econometrics using R. Templates for extending dozens of practical examples | 2009-04-21 | Paper |
Inference for negativist theory using numerically computed rejection regions
Computational Statistics and Data Analysis | 2008-11-04 | Paper |
| scientific article; zbMATH DE number 5196578 (Why is no real title available?) | 2007-09-28 | Paper |
Preparing for the Worst
Wiley Series in Probability and Statistics | 2005-01-18 | Paper |
A looser cointegration concept using fractional integration parameters and quantification of market responsiveness
Journal of Statistical Planning and Inference | 2002-06-27 | Paper |
Foundations of multivariate inference using modern computers
Linear Algebra and its Applications | 2001-02-11 | Paper |
Care and feeding of reproducible econometrics
Journal of Econometrics | 2001-01-01 | Paper |
Estimating cointegration parameters: An application of the double bootstrap
Journal of Statistical Planning and Inference | 1999-11-08 | Paper |
Implementing the double bootstrap
Computational Economics | 1998-12-07 | Paper |
| scientific article; zbMATH DE number 1222384 (Why is no real title available?) | 1998-11-11 | Paper |
Mean Reversion in Stock Prices: Implications from a Production Based Asset Pricing Model
Scandinavian Journal of Economics | 1998-10-07 | Paper |
Foundations of statistical inference based on numerical roots of robust pivot functions
Journal of Econometrics | 1998-01-01 | Paper |
| scientific article; zbMATH DE number 1215443 (Why is no real title available?) | 1997-01-01 | Paper |
Empirically feasible solutions and explicit dynamics for rational expectation models
Journal of Statistical Planning and Inference | 1996-11-06 | Paper |
Closed forms for asymptotic bias and variance in autoregressive models with unit roots
Journal of Computational and Applied Mathematics | 1995-12-12 | Paper |
Double bootstrap for shrinkage estimators
Journal of Econometrics | 1995-12-07 | Paper |
Implementing the single bootstrap: Some computational considerations
Computational Economics | 1993-10-28 | Paper |
| scientific article; zbMATH DE number 3816896 (Why is no real title available?) | 1983-01-01 | Paper |
Maximum entropy measurement error estimates of singular covariance matrices in undersized samples
Journal of Econometrics | 1982-01-01 | Paper |
| scientific article; zbMATH DE number 3763095 (Why is no real title available?) | 1982-01-01 | Paper |
| scientific article; zbMATH DE number 3806769 (Why is no real title available?) | 1981-01-01 | Paper |
| scientific article; zbMATH DE number 3744346 (Why is no real title available?) | 1981-01-01 | Paper |
| scientific article; zbMATH DE number 3852241 (Why is no real title available?) | 1981-01-01 | Paper |
Improved Stein-rule estimator for regression problems
Journal of Econometrics | 1980-01-01 | Paper |
A Ridge Estimator Whose MSE Dominates OLS
International Economic Review | 1978-01-01 | Paper |
Equivariance of ridge estimators through standardization, a note
Communications in Statistics: Theory and Methods | 1978-01-01 | Paper |
Canonical ridge and econometrics of joint production
Journal of Econometrics | 1976-01-01 | Paper |
| Effects of ARMA Errors on the Significance Tests for Regression Coefficients | 1976-01-01 | Paper |
| Simulation and Extension of a Minimum Mean Squared Error Estimator in Comparison with Stein's | 1976-01-01 | Paper |
Bounds on the Variance of Regression Coefficients Due to Heteroscedastic or Autoregressive Errors
Econometrica | 1974-01-01 | Paper |
“Generalization of the durbin-watson statistic for higher order autoregressive processes
Communications in Statistics | 1973-01-01 | Paper |
| Integer Programming and the Theory of Grouping | 1969-01-01 | Paper |
