| Publication | Date of Publication | Type |
|---|
| Quasi‐maximum likelihood and the kernel block bootstrap for nonlinear dynamic models | 2021-07-16 | Paper |
| Improved density and distribution function estimation | 2019-10-11 | Paper |
| Discrete Choice Non-Response | 2019-01-23 | Paper |
| Tests of additional conditional moment restrictions | 2017-08-21 | Paper |
| GEL statistics under weak identification | 2017-05-12 | Paper |
| Improving confidence set estimation when parameters are weakly identified | 2016-09-13 | Paper |
| Generalized empirical likelihood tests in time series models with potential identification failure | 2016-06-03 | Paper |
| Efficient information theoretic inference for conditional moment restrictions | 2016-05-09 | Paper |
| Neglected heterogeneity in moment condition models | 2014-08-07 | Paper |
| Wald tests for the independence of stochastic variables and disturbance of a single linear stochastic simultaneous equation | 2013-10-24 | Paper |
| On the classical nature of the Wu-Hausman statistics for the independence of stochastic regressors and disturbance | 2013-10-24 | Paper |
| GEL criteria for moment condition models | 2012-01-04 | Paper |
| GEL METHODS FOR NONSMOOTH MOMENT INDICATORS | 2011-03-08 | Paper |
| REGRESSION-BASED SEASONAL UNIT ROOT TESTS | 2009-06-11 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5447120 | 2008-03-06 | Paper |
| Asymptotic bias for GMM and GEL estimators with estimated nuisance parameters | 2007-10-09 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5474896 | 2006-06-26 | Paper |
| Higher Order Properties of Gmm and Generalized Empirical Likelihood Estimators | 2006-06-19 | Paper |
| GENERALIZED EMPIRICAL LIKELIHOOD ESTIMATORS AND TESTS UNDER PARTIAL, WEAK, AND STRONG IDENTIFICATION | 2006-03-22 | Paper |
| AUTOMATIC POSITIVE SEMIDEFINITE HAC COVARIANCE MATRIX AND GMM ESTIMATION | 2005-10-18 | Paper |
| Duration response measurement error | 2003-04-02 | Paper |
| Generalized empirical likelihood non-nested tests | 2003-02-17 | Paper |
| Structural analysis of vector error correction models with exogenous \(I(1)\) variables | 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 | 2002-06-27 | Paper |
| An automatic leading indicator of economic activity: forecasting GDP growth for European countries | 2002-02-19 | Paper |
| TESTS OF RANK | 2001-03-29 | Paper |
| Likelihood ratio tests for seasonal unit roots | 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 | 1999-11-23 | Paper |
| Automatic grid generation and flow solution for complex geometries | 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 | 1998-08-10 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4338739 | 1997-11-09 | Paper |
| Likelihood Ratio Specification Tests | 1997-06-10 | Paper |
| Bartlett corrections to likelihood ratio tests | 1995-11-28 | Paper |
| Coherency and estimation in simultaneous models with censored or qualitative dependent variables | 1995-02-16 | Paper |
| A Generalized R^2 Criterion for Regression Models Estimated by the Instrumental Variables Method | 1995-02-06 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4311545 | 1994-10-30 | Paper |
| Non-Nested Tests for Competing Models Estimated by Generalized Method of Moments | 1992-09-27 | Paper |
| Distributional specification tests against semiparametric alternatives | 1991-01-01 | Paper |
| A unified approach to estimation and orthogonality tests in linear single-equation econometric models | 1990-01-01 | Paper |
| Estimation in a Class of Simultaneous Equation Limited Dependent Variable Models | 1989-01-01 | Paper |
| Testing the normality assumption in multivariate simultaneous limited dependent variable models | 1987-01-01 | Paper |
| Alternative Asymptotically Optimal Tests and Their Application to Dynamic Specification | 1987-01-01 | Paper |
| An Exogeneity Test for a Simultaneous Equation Tobit Model with an Application to Labor Supply | 1986-01-01 | Paper |
| A Note on Likelihood Ratio Tests for the Independence between a Subset of Stochastic Regressors and Disturbances | 1984-01-01 | Paper |
