| Publication | Date of Publication | Type |
|---|
The influence of fiscal and monetary policies on the shape of the yield curve
Journal of Economic Dynamics & Control | 2026-05-11 | Paper |
Slope consistency of quasi-maximum likelihood estimator for binary choice models
Economics Letters | 2026-05-08 | Paper |
Understanding regressions with observations collected at high frequency over long span
Quantitative Economics | 2025-10-01 | Paper |
Non-stationary regression with logistic transition
Econometrics Journal | 2022-07-26 | Paper |
Bootstrapping unit root tests with covariates
Econometric Reviews | 2022-06-07 | Paper |
Origins of monetary policy shifts: a new approach to regime switching in DSGE models
Journal of Economic Dynamics and Control | 2021-12-03 | Paper |
Evaluating trends in time series of distributions: a spatial fingerprint of human effects on climate
Journal of Econometrics | 2019-12-19 | Paper |
Evaluating factor pricing models using high-frequency panels
Quantitative Economics | 2018-09-12 | Paper |
Taking a new contour: a novel approach to panel unit root tests
Journal of Econometrics | 2017-05-12 | Paper |
A new approach to model regime switching
Journal of Econometrics | 2016-11-17 | Paper |
Residual based tests for cointegration in dependent panels
Journal of Econometrics | 2016-08-15 | Paper |
Extracting a common stochastic trend: theory with some applications
Journal of Econometrics | 2016-07-04 | Paper |
Bootstrapping cointegrating regressions
Journal of Econometrics | 2016-04-25 | Paper |
Nonstationarity in time series of state densities
Journal of Econometrics | 2016-03-01 | Paper |
Bootstrap unit root tests in panels with cross-sectional dependency
Journal of Econometrics | 2014-03-07 | Paper |
Endogeneity in nonlinear regressions with integrated time series
Econometric Reviews | 2011-03-30 | Paper |
Testing for unit roots in small panels with short-run and long-run cross-sectional dependencies
Review of Economic Studies | 2010-02-12 | Paper |
ON THE ASYMPTOTICS OF ADF TESTS FOR UNIT ROOTS
Econometric Reviews | 2004-09-22 | Paper |
A Sieve Bootstrap For The Test Of A Unit Root
Journal of Time Series Analysis | 2004-03-16 | Paper |
Nonlinear instrumental variable estimation of an autoregression.
Journal of Econometrics | 2004-01-26 | Paper |
Index models with integrated time series
Journal of Econometrics | 2003-05-04 | Paper |
Nonlinear econometric models with cointegrated and deterministically trending regressors
The Econometrics Journal | 2003-03-26 | Paper |
Nonlinear IV unit root tests in panels with cross-sectional dependency.
Journal of Econometrics | 2003-02-17 | Paper |
Vector autoregressions with unknown mixtures of \(I(0)\), \(I(1)\), and \(I(2)\) components
Econometric Theory | 2001-08-23 | Paper |
