| Publication | Date of Publication | Type |
|---|
| Fractional Cointegration Rank Estimation | 2025-01-20 | Paper |
| LM Tests for Joint Breaks in the Dynamics and Level of a Long-Memory Time Series | 2024-10-17 | Paper |
| Estimation of time series models using residuals dependence measures | 2022-12-08 | Paper |
| Single step estimation of ARMA roots for nonfundamental nonstationary fractional models | 2022-12-06 | Paper |
| ESTIMATION FOR DYNAMIC PANEL DATA WITH INDIVIDUAL EFFECTS | 2020-03-25 | Paper |
| Recursive lower and dual upper bounds for Bermudan-style options | 2019-09-18 | Paper |
| Persistence Heterogeneity Testing in Panels with Interactive Fixed Effects | 2019-07-30 | Paper |
| The optimal method for pricing Bermudan options by simulation | 2018-11-02 | Paper |
| Inference on trending panel data | 2018-10-12 | Paper |
| Efficiency improvements for minimum distance estimation of causal and invertible ARMA models | 2018-10-05 | Paper |
| Frequency domain minimum distance inference for possibly noninvertible and noncausal ARMA models | 2018-05-18 | Paper |
| New goodness-of-fit diagnostics for conditional discrete response models | 2017-08-21 | Paper |
| Tests for \(m\)-dependence based on sample splitting methods | 2017-05-12 | Paper |
| Estimation of fractionally integrated panels with fixed effects and cross-section dependence | 2017-01-13 | Paper |
| Valve position-based control at engine key-on of an electro-mechanical valve actuator for camless engines: a robust controller tuning via bifurcation analysis | 2016-10-26 | Paper |
| Specification tests of parametric dynamic conditional quantiles | 2016-08-04 | Paper |
| Distribution-free tests for time series models specification | 2016-07-25 | Paper |
| A Wald test for the cointegration rank in nonstationary fractional systems | 2016-07-18 | Paper |
| Cycle-by-cycle adaptive force compensation for the soft-landing control of an electro-mechanical engine valve actuator | 2016-03-17 | Paper |
| Efficient inference on fractionally integrated panel data models with fixed effects | 2015-05-06 | Paper |
| A JOINT PORTMANTEAU TEST FOR CONDITIONAL MEAN AND VARIANCE TIME-SERIES MODELS | 2015-01-12 | Paper |
| Comments on: Model-free model-fitting and predictive distributions | 2013-08-05 | Paper |
| Power comparison among tests for fractional unit roots | 2013-01-29 | Paper |
| Comments on: Subsampling weakly dependent time series and application to extremes | 2012-11-15 | Paper |
| An Asymptotically Pivotal Transform of the Residuals Sample Autocorrelations With Application to Model Checking | 2012-01-18 | Paper |
| BOOTSTRAP ASSISTED SPECIFICATION TESTS FOR THE ARFIMA MODEL | 2011-11-22 | Paper |
| Comments on: A review on empirical likelihood methods for regression | 2011-01-22 | Paper |
| Fractional cointegration in the presence of linear trends | 2010-04-22 | Paper |
| Distribution-free specification tests for dynamic linear models | 2010-02-12 | Paper |
| DISTRIBUTION-FREE TESTS OF FRACTIONAL COINTEGRATION | 2009-06-11 | Paper |
| Testing the martingale difference hypothesis using integrated regression functions | 2009-04-06 | Paper |
| Efficient Wald Tests for Fractional Unit Roots | 2008-01-28 | Paper |
| The Periodogram of fractional processes1 | 2007-12-16 | Paper |
| Optimal Fractional Dickey–Fuller tests | 2007-02-13 | Paper |
| Consistent Testing of Cointegrating Relationships | 2006-06-16 | Paper |
| Trimming and Tapering Semi‐Parametric Estimates in Asymmetric Long Memory Time Series | 2006-05-24 | Paper |
| Distribution free goodness-of-fit tests for linear processes | 2006-03-23 | Paper |
| A SIMPLE TEST OF NORMALITY FOR TIME SERIES | 2006-01-17 | Paper |
| Gaussian Semi‐parametric Estimation of Fractional Cointegration | 2004-11-24 | Paper |
| Nonparametric frequency domain analysis of nonstationary multivariate time series | 2003-08-13 | Paper |
| EDGEWORTH EXPANSIONS FOR SPECTRAL DENSITY ESTIMATES AND STUDENTIZED SAMPLE MEAN | 2003-05-18 | Paper |
| Trend stationarity versus long-range dependence in time series analysis | 2003-04-02 | Paper |
| Whittle Pseudo-Maximum Likelihood Estimation for Nonstationary Time Series | 2002-07-30 | Paper |
| NON-GAUSSIAN LOG-PERIODOGRAM REGRESSION | 2000-10-03 | Paper |
| Non-stationary log-periodogram regression | 1999-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4214053 | 1998-10-15 | Paper |
