| Publication | Date of Publication | Type |
|---|
Geometric semistability for ultimately bounded semistability of discrete-time dynamical systems
Systems & Control Letters | 2024-07-24 | Paper |
Fixed time stability of discrete-time stochastic dynamical systems
Automatica | 2024-05-30 | Paper |
Finite Time Stability and Optimal Finite Time Stabilization for Discrete-Time Stochastic Dynamical Systems
IEEE Transactions on Automatic Control | 2023-10-02 | Paper |
Finite-Time Stabilization and Optimal Feedback Control for Nonlinear Discrete-Time Systems
IEEE Transactions on Automatic Control | 2023-09-28 | Paper |
Asymptotic and Finite-Time Semistability for Nonlinear Discrete-Time Systems With Application to Network Consensus
IEEE Transactions on Automatic Control | 2023-09-06 | Paper |
| Network Information Systems: A Dynamical Systems Approach | 2023-09-06 | Paper |
Fixed time stability and optimal stabilisation of discrete autonomous systems
International Journal of Control | 2023-09-05 | Paper |
Johansen‐type cointegration tests with a Fourier function
Journal of Time Series Analysis | 2023-08-22 | Paper |
Smooth structural changes and common factors in nonstationary panel data: an analysis of healthcare expenditures†
Econometric Reviews | 2023-07-25 | Paper |
Testing for stationarity with covariates: more powerful tests with non-normal errors
Studies in Nonlinear Dynamics & Econometrics | 2023-04-27 | Paper |
RALS-LM unit root test with trend breaks and non-normal errors: application to the Prebisch-Singer hypothesis
Studies in Nonlinear Dynamics & Econometrics | 2023-03-30 | Paper |
Public debt and economic growth conundrum: nonlinearity and inter-temporal relationship
Studies in Nonlinear Dynamics & Econometrics | 2023-03-30 | Paper |
More powerful cointegration tests with non-normal errors
Studies in Nonlinear Dynamics & Econometrics | 2023-03-07 | Paper |
Lyapunov theorems for stability and semistability of discrete-time stochastic systems
Automatica | 2022-07-05 | Paper |
On finite-time stability and stabilization of nonlinear hybrid dynamical systems
AIMS Mathematics | 2022-04-29 | Paper |
Finite-time stability of discrete autonomous systems
Automatica | 2020-11-03 | Paper |
Response surface estimates of the LM unit root tests
Economics Letters | 2020-07-07 | Paper |
More powerful Engle-Granger cointegration tests
Journal of Statistical Computation and Simulation | 2020-04-01 | Paper |
Improved autoregressive forecasts in the presence of non-normal errors
Journal of Statistical Computation and Simulation | 2020-03-27 | Paper |
Long-term forecasting of global carbon dioxide emissions: reducing uncertainties using a per capita approach
Journal of Forecasting | 2018-10-11 | Paper |
Impacts of the initial observation on unit root tests using recursive demeaning and detrending procedures
Economics Letters | 2014-04-03 | Paper |
Performance of threshold cointegration tests
Journal of Statistical Computation and Simulation | 2013-11-15 | Paper |
The flexible Fourier form and Dickey-Fuller type unit root tests
Economics Letters | 2012-12-27 | Paper |
Performance of nonlinear instrumental variable unit root tests using recursive detrending methods
Economics Letters | 2012-12-27 | Paper |
ADL tests for threshold cointegration
Journal of Time Series Analysis | 2011-11-26 | Paper |
How do nonlinear unit root tests perform with non normal errors?
Communications in Statistics. Simulation and Computation | 2011-11-25 | Paper |
LM threshold unit root tests
Economics Letters | 2011-03-22 | Paper |
Simulation of Internet Transport Protocols for High Bandwidth-Delay Networks
Computational Science and Its Applications - ICCSA 2006 | 2009-02-12 | Paper |
A Stationarity Test in the Presence of an Unknown Number of Smooth Breaks
Journal of Time Series Analysis | 2006-12-08 | Paper |
Non-renewable resource prices: deterministic or stochastic trends?
Journal of Environmental Economics and Management | 2006-07-12 | Paper |
| scientific article; zbMATH DE number 1798191 (Why is no real title available?) | 2002-09-09 | Paper |
Testing the null of cointegration in the presence of a structural break
Economics Letters | 2002-03-03 | Paper |
Are shocks to foreign investment in developing countries permanent or temporary?: Evidence from panel unit root tests
Economics Letters | 2001-08-20 | Paper |
On the end-point issue in unit root tests in the presence of a structural break.
Economics Letters | 2000-06-04 | Paper |
On stationary tests in the presence of structural breaks
Economics Letters | 1998-07-22 | Paper |
On the power of stationarity tests using optimal bandwidth estimates
Economics Letters | 1997-02-27 | Paper |
Unit Root Tests Based on Instrumental Variables Estimation
International Economic Review | 1994-08-14 | Paper |
A modification of the Schmidt-Phillips unit root test
Economics Letters | 1992-09-26 | Paper |
