| Publication | Date of Publication | Type |
|---|
| Almost Unbiased Estimation in Simultaneous Equation Models With Strong and/or Weak Instruments | 2025-01-20 | Paper |
| Estimation, Testing, and Finite Sample Properties of Quasi-Maximum Likelihood Estimators in GARCH-M Models | 2022-05-31 | Paper |
| Further Results on Pseudo‐Maximum Likelihood Estimation and Testing in the Constant Elasticity of Variance Continuous Time Model | 2020-05-27 | Paper |
| Improved variance estimation of maximum likelihood estimators in stable first-order dynamic regression models | 2018-11-23 | Paper |
| Approximating and reducing bias in 2SLS estimation of dynamic simultaneous equation models | 2018-08-15 | Paper |
| The use of bias correction versus the jackknife when testing the mean reversion and long term mean parameters in continuous time models | 2017-10-10 | Paper |
| The independence of tests for structural change in regression models | 2013-10-24 | Paper |
| A note on estimating and testing exogenous variable coefficient estimators in simultaneous equation models | 2013-10-24 | Paper |
| Bootstrap, Jackknife and COLS: Bias and Mean Squared Error in Estimation of Autoregressive Models | 2013-06-14 | Paper |
| Asymptotic bias of GMM and GEL under possible nonstationary spatial dependence | 2013-01-29 | Paper |
| Higher-order asymptotic expansions of the least-squares estimation bias in first-order dynamic regression models | 2012-12-30 | Paper |
| Small Sample Estimation Bias in GARCH Models with Any Number of Exogenous Variables in the Mean Equation | 2011-04-27 | Paper |
| The bias to order \(T^{-2}\) for the general \(k\)-class estimator in a simultaneous equation model | 2010-12-20 | Paper |
| Finite Sample Theory of QMLE in ARCH Models with Dynamics in the Mean Equation | 2010-04-22 | Paper |
| BIVARIATE ARCH MODELS: FINITE-SAMPLE PROPERTIES OF QML ESTIMATORS AND AN APPLICATION TO AN LM-TYPE TEST | 2006-03-22 | Paper |
| Moment approximation for least‐squares estimators in dynamic regression models with a unit root | 2005-11-08 | Paper |
| Degrees of freedom adjustment for disturbance variance estimators in dynamic regression models | 2003-08-07 | Paper |
| The bias of the 2SLS variance estimator | 2002-07-24 | Paper |
| Reconsidering the gains in efficiency from ML estimation versus OLS in ARCH models | 2002-03-03 | Paper |
| An alternative approach to obtaining Nagar-type moment approximations in simultaneous equation models | 2001-09-17 | Paper |
| Alternative bias approximations in first-order dynamic reduced form models | 1999-06-20 | Paper |
| The accuracy of the higher order bias approximation for the 2SLS estimator | 1999-04-28 | Paper |
| The non-monotonicity of the bias and mean squared error of the two stage least squares estimators of exogenous variable coefficients | 1999-01-12 | Paper |
| The bias of the ordinary least squares estimator in simultaneous equation models | 1998-07-23 | Paper |
| The bias of OLS, GLS, and ZEF estimators in dynamic seemingly unrelated regression models | 1996-11-12 | Paper |
| Bias assessment and reduction in linear error-correction models | 1995-03-01 | Paper |
| Some applications for Basil's independence theorem in testing econometric models | 1988-01-01 | Paper |
| Testing strategies for model specification | 1986-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3943865 | 1982-01-01 | Paper |
| Testing for heteroscedasticity in simultaneous equation models | 1981-01-01 | Paper |
| Testing for serial correlation in simultaneous equation models. Some further results | 1981-01-01 | Paper |
| Testing for Serial Correlation in Simultaneous Equation Models | 1980-01-01 | Paper |
| All asymptotic justification for using a uackreiifed two stage least squares estimator for sias reduction in a simultaneous equation model | 1980-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3900875 | 1979-01-01 | Paper |
| Recursions for the two-stage least-squares estimators | 1977-01-01 | Paper |
| The Bias of Instrumental Variable Estimators of Simultaneous Equation Systems | 1977-01-01 | Paper |
| A comparison of the power of some tests for heteroskedasticity in the general linear model | 1974-01-01 | Paper |
| A Simple Test for Serial Correlation in Regression Analysis | 1974-01-01 | Paper |
