| Publication | Date of Publication | Type |
|---|
Valid heteroskedasticity robust testing
Econometric Theory | 2025-12-29 | Paper |
A comment on: ``A modern Gauss-Markov theorem''
Econometrica | 2025-05-22 | Paper |
How Reliable are Bootstrap-based Heteroskedasticity Robust Tests?
Econometric Theory | 2023-08-15 | Paper |
| A Modern Gauss-Markov Theorem? Really? | 2022-03-02 | Paper |
How Reliable are Bootstrap-based Heteroskedasticity Robust Tests?
Econometric Theory | 2020-05-08 | Paper |
Discussion on “Model confidence bounds for variable selection” by Yang Li, Yuetian Luo, Davide Ferrari, Xiaonan Hu, and Yichen Qin
Biometrics | 2020-02-07 | Paper |
Further results on size and power of heteroskedasticity and autocorrelation robust tests, with an application to trend testing
Electronic Journal of Statistics | 2019-10-11 | Paper |
Further results on size and power of heteroskedasticity and autocorrelation robust tests, with an application to trend testing
Electronic Journal of Statistics | 2019-10-11 | Paper |
Valid confidence intervals for post-model-selection predictors
The Annals of Statistics | 2019-05-10 | Paper |
Valid confidence intervals for post-model-selection predictors
The Annals of Statistics | 2019-05-10 | Paper |
Controlling the size of autocorrelation robust tests
Journal of Econometrics | 2019-04-26 | Paper |
Testing in the Presence of Nuisance Parameters: Some Comments on Tests Post-Model-Selection and Random Critical Values
Contributions to Statistics | 2017-12-06 | Paper |
On the power of invariant tests for hypotheses on a covariance matrix
Econometric Theory | 2017-05-10 | Paper |
Sparse estimators and the oracle property, or the return of Hodges' estimator
Journal of Econometrics | 2016-06-03 | Paper |
On size and power of heteroskedasticity and autocorrelation robust tests
Econometric Theory | 2016-04-22 | Paper |
On various confidence intervals post-model-selection
Statistical Science | 2016-03-08 | Paper |
On various confidence intervals post-model-selection
Statistical Science | 2016-03-08 | Paper |
Nonparametric maximum likelihood density estimation and simulation-based minimum distance estimators
Mathematical Methods of Statistics | 2015-03-13 | Paper |
Efficient simulation-based minimum distance estimation and indirect inference
Mathematical Methods of Statistics | 2014-03-10 | Paper |
On the order of magnitude of sums of negative powers of integrated processes
Econometric Theory | 2013-08-22 | Paper |
The distribution of model averaging estimators and an impossibility result regarding its estima\-tion
(available as arXiv preprint) | 2013-08-01 | Paper |
Distributional results for thresholding estimators in high-dimensional Gaussian regression models
Electronic Journal of Statistics | 2013-05-28 | Paper |
Distributional results for thresholding estimators in high-dimensional Gaussian regression models
Electronic Journal of Statistics | 2013-05-28 | Paper |
Confidence sets based on penalized maximum likelihood estimators in Gaussian regression
Electronic Journal of Statistics | 2013-05-27 | Paper |
Confidence sets based on penalized maximum likelihood estimators in Gaussian regression
Electronic Journal of Statistics | 2013-05-27 | Paper |
Confidence sets based on sparse estimators are necessarily large
Sankhyā. Series A | 2010-08-13 | Paper |
Model Selection
Handbook of Financial Time Series | 2009-11-27 | Paper |
On the distribution of penalized maximum likelihood estimators: the LASSO, SCAD, and thresholding
Journal of Multivariate Analysis | 2009-09-28 | Paper |
CAN ONE ESTIMATE THE UNCONDITIONAL DISTRIBUTION OF POST-MODEL-SELECTION ESTIMATORS?
Econometric Theory | 2009-06-11 | Paper |
CORRIGENDUM: Correction to “Performance Limits for Estimators of the Risk or Distribution of Shrinkage-Type Estimators, and Some General Lower Risk-Bound Results”
Econometric Theory | 2009-06-11 | Paper |
On the distribution of the adaptive LASSO estimator
Journal of Statistical Planning and Inference | 2009-06-09 | Paper |
Bracketing metric entropy rates and empirical central limit theorems for function classes of Besov- and Sobolev-type
Journal of Theoretical Probability | 2007-08-20 | Paper |
Can one estimate the conditional distribution of post-model-selection estimators?
The Annals of Statistics | 2007-03-12 | Paper |
Lower Risk Bounds and Properties of Confidence Sets for Ill-Posed Estimation Problems with Applications to Spectral Density and Persistence Estimation, Unit Roots, and Estimation of Long Memory Parameters
Econometrica | 2006-06-16 | Paper |
PERFORMANCE LIMITS FOR ESTIMATORS OF THE RISK OR DISTRIBUTION OF SHRINKAGE-TYPE ESTIMATORS, AND SOME GENERAL LOWER RISK-BOUND RESULTS
Econometric Theory | 2006-03-22 | Paper |
MODEL SELECTION AND INFERENCE: FACTS AND FICTION
Econometric Theory | 2005-10-18 | Paper |
NONLINEAR FUNCTIONS AND CONVERGENCE TO BROWNIAN MOTION: BEYOND THE CONTINUOUS MAPPING THEOREM
Econometric Theory | 2004-09-07 | Paper |
THE FINITE-SAMPLE DISTRIBUTION OF POST-MODEL-SELECTION ESTIMATORS AND UNIFORM VERSUS NONUNIFORM APPROXIMATIONS
Econometric Theory | 2004-02-11 | Paper |
Modeling of time series arrays by multistep prediction or likelihood methods.
Journal of Econometrics | 2004-01-26 | Paper |
THE VARIANCE OF AN INTEGRATED PROCESS NEED NOT DIVERGE TO INFINITY, AND RELATED RESULTS ON PARTIAL SUMS OF STATIONARY PROCESSES
Econometric Theory | 2003-05-18 | Paper |
Uniform convergence of sample second moments of families of time series arrays.
The Annals of Statistics | 2002-11-14 | Paper |
The distribution of estimators after model selection:large and small sample results
Journal of Statistical Computation and Simulation | 2001-05-17 | Paper |
| scientific article; zbMATH DE number 1324089 (Why is no real title available?) | 1999-08-15 | Paper |
Optional skipping of martingale differences and related sequences
Metron | 1998-06-01 | Paper |
| scientific article; zbMATH DE number 774842 (Why is no real title available?) | 1995-11-12 | Paper |
Comment on `Adaptive estimation in time series regression models' by D. G. Steigerwald
Journal of Econometrics | 1995-06-06 | Paper |
On the formulation of uniform laws of large numbers: a truncation approach
Statistics | 1995-04-10 | Paper |
| scientific article; zbMATH DE number 418917 (Why is no real title available?) | 1994-05-19 | Paper |
Generic uniform convergence and equicontinuity concepts for random functions. An exploration of the basic structure
Journal of Econometrics | 1994-04-12 | Paper |
Game theoretical foundations of evolutionary stability
Lecture Notes in Economics and Mathematical Systems | 1992-09-17 | Paper |
Basic structure of the asymptotic theory in dynamic nonlinear econometric models
Econometric Reviews | 1992-06-28 | Paper |
Basic structure of the asymptotic theory in dynamic nonlineaerco nometric models, part i: consistency and approximation concepts
Econometric Reviews | 1992-06-25 | Paper |
ESTIMATION OF AUTOREGRESSIVE MOVING-AVERAGE ORDER GIVEN AN INFINITE NUMBER OF MODELS AND APPROXIMATION OF SPECTRAL DENSITIES
Journal of Time Series Analysis | 1990-01-01 | Paper |
A Uniform Law of Large Numbers for Dependent and Heterogeneous Data Processes
Econometrica | 1989-01-01 | Paper |
Model selection under nonstationarity: Autoregressive models and stochastic linear regression models
The Annals of Statistics | 1989-01-01 | Paper |
Convergence results for maximum likelihood type estimators in multivariable ARMA models. II
Journal of Multivariate Analysis | 1989-01-01 | Paper |
DISCRIMINATING BETWEEN TWO SPECTRAL DENSITIES IN CASE OF REPLICATED OBSERVATIONS
Journal of Time Series Analysis | 1988-01-01 | Paper |
| scientific article; zbMATH DE number 3905425 (Why is no real title available?) | 1987-01-01 | Paper |
Convergence results for maximum likelihood type estimators in multivariable ARMA models
Journal of Multivariate Analysis | 1987-01-01 | Paper |
| scientific article; zbMATH DE number 3973811 (Why is no real title available?) | 1986-01-01 | Paper |
A class of partially adaptive one-step M-estimators for a nonlinear regression model with dependent observations
Journal of Econometrics | 1986-01-01 | Paper |
Moments and order statistics of extinction times in multitype branching processes and their relation to random selection models
Bulletin of Mathematical Biology | 1985-01-01 | Paper |
The behaviour of the Lagrangian multiplier test in testing the orders of an ARMA-model
Metrika | 1985-01-01 | Paper |
The behaviour of the likelihood function for ARMA models
Advances in Applied Probability | 1984-01-01 | Paper |
The uniqueness of the transfer function of linear systems from input- output observations
Metrika | 1984-01-01 | Paper |
