| Publication | Date of Publication | Type |
|---|
Inference and forecasting in the age-period-cohort model with unknown exposure with an application to mesothelioma mortality
Journal of the Royal Statistical Society. Series A. Statistics in Society | 2025-01-02 | Paper |
A model where the least trimmed squares estimator is maximum likelihood
Journal of the Royal Statistical Society. Series B. Statistical Methodology | 2024-09-16 | Paper |
Testing for rational bubbles in a coexplosive vector autoregression
Econometrics Journal | 2022-07-26 | Paper |
Cumulated sum of squares statistics for nonlinear and nonstationary regressions
Econometric Theory | 2020-03-03 | Paper |
Corrigendum to: ``Analysis of the forward search using some new results for martingales and empirical processes
Bernoulli | 2019-09-25 | Paper |
Boundedness of M-estimators for linear regression in time series
Econometric Theory | 2019-06-26 | Paper |
Over-Dispersed Age-Period-Cohort Models
Journal of the American Statistical Association | 2019-03-20 | Paper |
| scientific article; zbMATH DE number 6811479 (Why is no real title available?) | 2017-11-22 | Paper |
Asymptotic analysis of iterated 1-step Huber-skip M-estimators with varying cut-offs
Analytical Methods in Statistics | 2017-07-18 | Paper |
Asymptotic theory of outlier detection algorithms for linear time series regression models
Scandinavian Journal of Statistics | 2016-06-29 | Paper |
Rejoinder: Asymptotic theory of outlier detection algorithms for linear time series regression models
Scandinavian Journal of Statistics | 2016-06-29 | Paper |
Analysis of the forward search using some new results for martingales and empirical processes
Bernoulli | 2016-04-01 | Paper |
Analysis of the forward search using some new results for martingales and empirical processes
Bernoulli | 2016-04-01 | Paper |
Identification and forecasting in mortality models
The Scientific World Journal. Probability and Statistics | 2016-01-13 | Paper |
Discussion: The forward search: theory and data analysis
Journal of the Korean Statistical Society | 2014-08-05 | Paper |
scientific article; zbMATH DE number 6193731 (Why is no real title available?)
(available as arXiv preprint) | 2013-08-01 | Paper |
ASYMPTOTIC BEHAVIOR OF THE CUSUM OF SQUARES TEST UNDER STOCHASTIC AND DETERMINISTIC TIME TRENDS
Econometric Theory | 2011-08-16 | Paper |
The empirical process of autoregressive residuals
Econometrics Journal | 2010-10-15 | Paper |
Analysis of coexplosive processes
Econometric Theory | 2010-07-23 | Paper |
| scientific article; zbMATH DE number 5280147 (Why is no real title available?) | 2008-05-28 | Paper |
Simulating Properties of the Likelihood Ratio Test for a Unit Root in an Explosive Second-Order Autoregression
Econometric Reviews | 2007-10-22 | Paper |
| scientific article; zbMATH DE number 5145287 (Why is no real title available?) | 2007-04-20 | Paper |
Correlograms for Non-Stationary Autoregressions
Journal of the Royal Statistical Society Series B: Statistical Methodology | 2006-11-14 | Paper |
STRONG CONSISTENCY RESULTS FOR LEAST SQUARES ESTIMATORS IN GENERAL VECTOR AUTOREGRESSIONS WITH DETERMINISTIC TERMS
Econometric Theory | 2005-10-18 | Paper |
On the Distribution of Likelihood Ratio Test Statistics for Cointegration Rank
Econometric Reviews | 2004-02-26 | Paper |
The Asymptotic Distribution of Unit Root Tests of Unstable Autoregressive Processes
Econometrica | 2002-05-28 | Paper |
Conditional test for rank in bivariate canonical correlation analysis
Biometrika | 2002-05-23 | Paper |
Cointegration analysis in the presence of structural breaks in the deterministic trend
The Econometrics Journal | 2002-02-25 | Paper |
Expected Survival in the Cox Model
Scandinavian Journal of Statistics | 1998-01-22 | Paper |
