| Publication | Date of Publication | Type |
|---|
Fractional Cointegration Rank Estimation
Journal of Business and Economic Statistics | 2025-01-20 | Paper |
LM Tests for Joint Breaks in the Dynamics and Level of a Long-Memory Time Series
Journal of Business and Economic Statistics | 2024-10-17 | Paper |
Estimation of time series models using residuals dependence measures
The Annals of Statistics | 2022-12-08 | Paper |
Single step estimation of ARMA roots for nonfundamental nonstationary fractional models
Econometrics Journal | 2022-12-06 | Paper |
ESTIMATION FOR DYNAMIC PANEL DATA WITH INDIVIDUAL EFFECTS
Econometric Theory | 2020-03-25 | Paper |
Recursive lower and dual upper bounds for Bermudan-style options
European Journal of Operational Research | 2019-09-18 | Paper |
Persistence heterogeneity testing in panels with interactive fixed effects
Journal of Time Series Analysis | 2019-07-30 | Paper |
The optimal method for pricing Bermudan options by simulation
Mathematical Finance | 2018-11-02 | Paper |
Inference on trending panel data
Journal of Econometrics | 2018-10-12 | Paper |
Efficiency improvements for minimum distance estimation of causal and invertible ARMA models
Economics Letters | 2018-10-05 | Paper |
Frequency domain minimum distance inference for possibly noninvertible and noncausal ARMA models
The Annals of Statistics | 2018-05-18 | Paper |
New goodness-of-fit diagnostics for conditional discrete response models
Journal of Econometrics | 2017-08-21 | Paper |
Tests for \(m\)-dependence based on sample splitting methods
Journal of Econometrics | 2017-05-12 | Paper |
Tests for \(m\)-dependence based on sample splitting methods
Journal of Econometrics | 2017-05-12 | Paper |
Estimation of fractionally integrated panels with fixed effects and cross-section dependence
Journal of Econometrics | 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
Asian Journal of Control | 2016-10-26 | Paper |
Specification tests of parametric dynamic conditional quantiles
Journal of Econometrics | 2016-08-04 | Paper |
Distribution-free tests for time series models specification
Journal of Econometrics | 2016-07-25 | Paper |
A Wald test for the cointegration rank in nonstationary fractional systems
Journal of Econometrics | 2016-07-18 | Paper |
Cycle-by-cycle adaptive force compensation for the soft-landing control of an electro-mechanical engine valve actuator
Asian Journal of Control | 2016-03-17 | Paper |
Efficient inference on fractionally integrated panel data models with fixed effects
Journal of Econometrics | 2015-05-06 | Paper |
A JOINT PORTMANTEAU TEST FOR CONDITIONAL MEAN AND VARIANCE TIME-SERIES MODELS
Journal of Time Series Analysis | 2015-01-12 | Paper |
Comments on: Model-free model-fitting and predictive distributions
Test | 2013-08-05 | Paper |
Power comparison among tests for fractional unit roots
Economics Letters | 2013-01-29 | Paper |
Comments on: Subsampling weakly dependent time series and application to extremes
Test | 2012-11-15 | Paper |
An asymptotically pivotal transform of the residuals sample autocorrelations with application to model checking
Journal of the American Statistical Association | 2012-01-18 | Paper |
Bootstrap assisted specification tests for the ARFIMA model
Econometric Theory | 2011-11-22 | Paper |
Comments on: A review on empirical likelihood methods for regression
Test | 2011-01-22 | Paper |
Fractional cointegration in the presence of linear trends
Journal of Time Series Analysis | 2010-04-22 | Paper |
Distribution-free specification tests for dynamic linear models
Econometrics Journal | 2010-02-12 | Paper |
DISTRIBUTION-FREE TESTS OF FRACTIONAL COINTEGRATION
Econometric Theory | 2009-06-11 | Paper |
Testing the martingale difference hypothesis using integrated regression functions
Computational Statistics and Data Analysis | 2009-04-06 | Paper |
Efficient Wald Tests for Fractional Unit Roots
Econometrica | 2008-01-28 | Paper |
The Periodogram of fractional processes<sup>1</sup>
Journal of Time Series Analysis | 2007-12-16 | Paper |
Optimal Fractional Dickey–Fuller tests
Econometrics Journal | 2007-02-13 | Paper |
Consistent Testing of Cointegrating Relationships
Econometrica | 2006-06-16 | Paper |
Trimming and Tapering Semi‐Parametric Estimates in Asymmetric Long Memory Time Series
Journal of Time Series Analysis | 2006-05-24 | Paper |
Distribution free goodness-of-fit tests for linear processes
The Annals of Statistics | 2006-03-23 | Paper |
A SIMPLE TEST OF NORMALITY FOR TIME SERIES
Econometric Theory | 2006-01-17 | Paper |
Gaussian Semi‐parametric Estimation of Fractional Cointegration
Journal of Time Series Analysis | 2004-11-24 | Paper |
Nonparametric frequency domain analysis of nonstationary multivariate time series
Journal of Statistical Planning and Inference | 2003-08-13 | Paper |
EDGEWORTH EXPANSIONS FOR SPECTRAL DENSITY ESTIMATES AND STUDENTIZED SAMPLE MEAN
Econometric Theory | 2003-05-18 | Paper |
Trend stationarity versus long-range dependence in time series analysis
Journal of Econometrics | 2003-04-02 | Paper |
| Whittle Pseudo-Maximum Likelihood Estimation for Nonstationary Time Series | 2002-07-30 | Paper |
NON-GAUSSIAN LOG-PERIODOGRAM REGRESSION
Econometric Theory | 2000-10-03 | Paper |
Non-stationary log-periodogram regression
Journal of Econometrics | 1999-01-01 | Paper |
| scientific article; zbMATH DE number 1211743 (Why is no real title available?) | 1998-10-15 | Paper |
