| Publication | Date of Publication | Type |
|---|
Evidence of Uniform Inefficiency in Market Portfolios Based on Dominance Tests
Journal of Business and Economic Statistics | 2024-10-17 | Paper |
Extremal quantiles and stock price crashes
Econometric Reviews | 2023-12-07 | Paper |
Robust ranking of journal quality: an application to economics
Econometric Reviews | 2022-06-07 | Paper |
Moment and IV selection approaches: a comparative simulation study
Econometric Reviews | 2022-06-07 | Paper |
Quantile aggregation and combination for stock return prediction
Econometric Reviews | 2022-03-04 | Paper |
Generalized aggregation of misspecified models: with an application to asset pricing
Journal of Econometrics | 2021-03-24 | Paper |
The gap between the conditional wage distributions of incumbents and the newly hired employees: decomposition and uniform ordering
Essays in Honor of Peter C. B. Phillips | 2020-11-10 | Paper |
What can we learn about the racial gap in the presence of sample selection?
Journal of Econometrics | 2017-08-18 | Paper |
A nonparametric test for equality of distributions with mixed categorical and continuous data
Journal of Econometrics | 2016-07-04 | Paper |
A versatile and robust metric entropy test of time-reversibility, and other hypotheses
Journal of Econometrics | 2016-05-09 | Paper |
Growth and convergence: a profile of distribution dynamics and mobility
Journal of Econometrics | 2016-05-02 | Paper |
A solution to aggregation and an application to multidimensional `well-being' frontiers
Journal of Econometrics | 2016-03-01 | Paper |
Moments of OLS estimators in an autoregressive moving average model with explanatory variables
Economics Letters | 2016-01-01 | Paper |
Entropy testing for nonlinear serial dependence in time series
Biometrika | 2015-12-11 | Paper |
A stochastic dominance approach to financial risk management strategies
Journal of Econometrics | 2015-06-08 | Paper |
Measuring the Volatility in U.S. Treasury Benchmarks and Debt Instruments
Econometric Reviews | 2009-10-16 | Paper |
A Robust Entropy-Based Test of Asymmetry for Discrete and Continuous Processes
Econometric Reviews | 2009-03-17 | Paper |
Realized Volatility and Long Memory: An Overview
Econometric Reviews | 2008-11-19 | Paper |
Information Theoretic and Entropy Methods: An Overview
Econometric Reviews | 2008-08-08 | Paper |
Economic Reform, Growth and Convergence in China
Econometrics Journal | 2008-05-29 | Paper |
Multivariate Stochastic Volatility: An Overview
Econometric Reviews | 2006-08-28 | Paper |
| scientific article; zbMATH DE number 5022933 (Why is no real title available?) | 2006-05-12 | Paper |
Class Size and Educational Policy: Who Benefits from Smaller Classes?
Econometric Reviews | 2006-01-18 | Paper |
Consistent Testing for Stochastic Dominance under General Sampling Schemes
Review of Economic Studies | 2005-09-28 | Paper |
| scientific article; zbMATH DE number 1997191 (Why is no real title available?) | 2003-10-27 | Paper |
Dynamics of Market Power and Concentration Profiles
Econometric Reviews | 2003-05-12 | Paper |
Antitrust issues in international comparisons of market structure
Journal of Econometrics | 2003-04-09 | Paper |
Entropy and predictability of stock market returns.
Journal of Econometrics | 2003-02-17 | Paper |
| scientific article; zbMATH DE number 1552158 (Why is no real title available?) | 2001-07-19 | Paper |
Stochastic dominance amongst swedish income distributions
Econometric Reviews | 2001-01-29 | Paper |
On the relevance of first-order asymptotic theory to economics. (With rejoinder)
Journal of Econometrics | 2001-01-01 | Paper |
Ordering univariate distributions by entropy and variance
Journal of Econometrics | 1999-01-01 | Paper |
| scientific article; zbMATH DE number 934573 (Why is no real title available?) | 1996-10-13 | Paper |
A compendium to information theory in economics and econometrics
Econometric Reviews | 1993-08-11 | Paper |
The Measurement and Decomposition of Multi-Dimensional Inequality
Econometrica | 1986-01-01 | Paper |
Reduced form estimation and prediction from uncertain structural models. A generic approach
Journal of Econometrics | 1986-01-01 | Paper |
On the behavior of inconsistent instrumental variable estimators
Journal of Econometrics | 1982-01-01 | Paper |
| scientific article; zbMATH DE number 3814831 (Why is no real title available?) | 1981-01-01 | Paper |
A ridge-like method for simultaneous estimation of simultaneous equations
Journal of Econometrics | 1980-01-01 | Paper |
Omitted variables, variability of estimated parameters and the appearance of autocorrelated disturbances
Journal of Econometrics | 1979-01-01 | Paper |
A Modified Stein-like Estimator for the Reduced Form Coefficients of Simultaneous Equations
Econometrica | 1978-01-01 | Paper |
