| Publication | Date of Publication | Type |
|---|
A Choquet theory of Lipschitz-free spaces
Proceedings of the London Mathematical Society. Third Series | 2026-03-04 | Paper |
Quasi-maximum likelihood and the kernel block bootstrap for nonlinear dynamic models
Journal of Time Series Analysis | 2021-07-16 | Paper |
Improved density and distribution function estimation
Electronic Journal of Statistics | 2019-10-11 | Paper |
Improved density and distribution function estimation
Electronic Journal of Statistics | 2019-10-11 | Paper |
Discrete choice non-response
Review of Economic Studies | 2019-01-23 | Paper |
Tests of additional conditional moment restrictions
Journal of Econometrics | 2017-08-21 | Paper |
GEL statistics under weak identification
Journal of Econometrics | 2017-05-12 | Paper |
Improving confidence set estimation when parameters are weakly identified
Statistics & Probability Letters | 2016-09-13 | Paper |
Generalized empirical likelihood tests in time series models with potential identification failure
Journal of Econometrics | 2016-06-03 | Paper |
Efficient information theoretic inference for conditional moment restrictions
Journal of Econometrics | 2016-05-09 | Paper |
Neglected heterogeneity in moment condition models
Journal of Econometrics | 2014-08-07 | Paper |
Wald tests for the independence of stochastic variables and disturbance of a single linear stochastic simultaneous equation
Economics Letters | 2013-10-24 | Paper |
On the classical nature of the Wu-Hausman statistics for the independence of stochastic regressors and disturbance
Economics Letters | 2013-10-24 | Paper |
GEL criteria for moment condition models
Econometric Theory | 2012-01-04 | Paper |
GEL METHODS FOR NONSMOOTH MOMENT INDICATORS
Econometric Theory | 2011-03-08 | Paper |
REGRESSION-BASED SEASONAL UNIT ROOT TESTS
Econometric Theory | 2009-06-11 | Paper |
| scientific article; zbMATH DE number 5245024 (Why is no real title available?) | 2008-03-06 | Paper |
| Asymptotic bias for GMM and GEL estimators with estimated nuisance parameters | 2007-10-09 | Paper |
| scientific article; zbMATH DE number 5035836 (Why is no real title available?) | 2006-06-26 | Paper |
Higher Order Properties of Gmm and Generalized Empirical Likelihood Estimators
Econometrica | 2006-06-19 | Paper |
GENERALIZED EMPIRICAL LIKELIHOOD ESTIMATORS AND TESTS UNDER PARTIAL, WEAK, AND STRONG IDENTIFICATION
Econometric Theory | 2006-03-22 | Paper |
AUTOMATIC POSITIVE SEMIDEFINITE HAC COVARIANCE MATRIX AND GMM ESTIMATION
Econometric Theory | 2005-10-18 | Paper |
Duration response measurement error
Journal of Econometrics | 2003-04-02 | Paper |
Generalized empirical likelihood non-nested tests
Journal of Econometrics | 2003-02-17 | Paper |
Structural analysis of vector error correction models with exogenous \(I(1)\) variables
Journal of Econometrics | 2002-11-14 | Paper |
| The Power of Some Tests for Difference Stationarity under Local Heteroscedastic Integration | 2002-07-30 | Paper |
Recursive and rolling regression-based tests of the seasonal unit root hypothesis
Journal of Econometrics | 2002-06-27 | Paper |
An automatic leading indicator of economic activity: forecasting GDP growth for European countries
The Econometrics Journal | 2002-02-19 | Paper |
TESTS OF RANK
Econometric Theory | 2001-03-29 | Paper |
Likelihood ratio tests for seasonal unit roots
Journal of Time Series Analysis | 2001-03-01 | Paper |
| The Power of Some Tests for Difference Stationarity under Local Heteroscedastic Integration | 1999-11-28 | Paper |
Additional critical values and asymptotic representations for seasonal unit root tests
Journal of Econometrics | 1999-11-23 | Paper |
Automatic grid generation and flow solution for complex geometries
AIAA Journal | 1998-08-30 | Paper |
Measurement Error with Accounting Constraints: Point and Interval Estimation for Latent Data with an Application to U.K. Gross Domestic Product
Review of Economic Studies | 1998-08-10 | Paper |
| scientific article; zbMATH DE number 1015015 (Why is no real title available?) | 1997-11-09 | Paper |
Likelihood Ratio Specification Tests
Econometrica | 1997-06-10 | Paper |
Bartlett corrections to likelihood ratio tests
Biometrika | 1995-11-28 | Paper |
Coherency and estimation in simultaneous models with censored or qualitative dependent variables
Journal of Econometrics | 1995-02-16 | Paper |
A Generalized R^2 Criterion for Regression Models Estimated by the Instrumental Variables Method
Econometrica | 1995-02-06 | Paper |
| scientific article; zbMATH DE number 679433 (Why is no real title available?) | 1994-10-30 | Paper |
Non-Nested Tests for Competing Models Estimated by Generalized Method of Moments
Econometrica | 1992-09-27 | Paper |
Distributional specification tests against semiparametric alternatives
Journal of Econometrics | 1991-01-01 | Paper |
A unified approach to estimation and orthogonality tests in linear single-equation econometric models
Journal of Econometrics | 1990-01-01 | Paper |
Estimation in a Class of Simultaneous Equation Limited Dependent Variable Models
Review of Economic Studies | 1989-01-01 | Paper |
Testing the normality assumption in multivariate simultaneous limited dependent variable models
Journal of Econometrics | 1987-01-01 | Paper |
Alternative Asymptotically Optimal Tests and Their Application to Dynamic Specification
Review of Economic Studies | 1987-01-01 | Paper |
An Exogeneity Test for a Simultaneous Equation Tobit Model with an Application to Labor Supply
Econometrica | 1986-01-01 | Paper |
A Note on Likelihood Ratio Tests for the Independence between a Subset of Stochastic Regressors and Disturbances
International Economic Review | 1984-01-01 | Paper |
