| Publication | Date of Publication | Type |
|---|
Discussion of: “Dynamic Causal Effects in a Nonlinear World: the Good, the Bad, and the Ugly”
Journal of Business and Economic Statistics | 2026-04-17 | Paper |
Bootstrapping out-of-sample predictability tests with real-time data
Journal of Econometrics | 2025-03-18 | Paper |
Imputation of Counterfactual Outcomes when the Errors are Predictable: Rejoinder
Journal of Business and Economic Statistics | 2025-02-21 | Paper |
Imputation of Counterfactual Outcomes when the Errors are Predictable
Journal of Business and Economic Statistics | 2025-02-21 | Paper |
State-dependent local projections
Journal of Econometrics | 2025-01-16 | Paper |
Bootstrap Inference in the Presence of Bias
Journal of the American Statistical Association | 2024-12-10 | Paper |
Bootstrap Prediction Intervals for Factor Models
Journal of Business and Economic Statistics | 2024-10-09 | Paper |
Bootstrapping Two-Stage Quasi-Maximum Likelihood Estimators of Time Series Models
Journal of Business and Economic Statistics | 2024-03-06 | Paper |
Bootstrap inference under cross‐sectional dependence
Quantitative Economics | 2023-11-16 | Paper |
Impulse response analysis for structural dynamic models with nonlinear regressors
Journal of Econometrics | 2021-10-26 | Paper |
Bootstrapping factor models with cross sectional dependence
Journal of Econometrics | 2021-02-09 | Paper |
Bootstrapping high-frequency jump tests
Journal of the American Statistical Association | 2019-08-27 | Paper |
Bootstrapping the GMM overidentification test under first-order underidentification
Journal of Econometrics | 2017-09-28 | Paper |
Bootstrapping pre-averaged realized volatility under market microstructure noise
Econometric Theory | 2017-09-15 | Paper |
Bootstrapping realized multivariate volatility measures
Journal of Econometrics | 2017-05-12 | Paper |
Bootstrapping realized multivariate volatility measures
Journal of Econometrics | 2017-05-12 | Paper |
Tests of equal accuracy for nested models with estimated factors
Journal of Econometrics | 2017-04-26 | Paper |
Box-Cox transforms for realized volatility
Journal of Econometrics | 2016-08-10 | Paper |
Discussion of ``Bootstrap prediction intervals for linear, nonlinear, and nonparametric autoregressions'', by Li Pan and Dimitris Politis
Journal of Statistical Planning and Inference | 2016-06-30 | Paper |
Maximum likelihood and the bootstrap for nonlinear dynamic models
Journal of Econometrics | 2016-04-18 | Paper |
Bootstrapping autoregressions with conditional heteroskedasticity of unknown form
Journal of Econometrics | 2015-12-29 | Paper |
Bootstrap inference for linear dynamic panel data models with individual fixed effects
Journal of Econometrics | 2015-08-31 | Paper |
Bootstrap Inference in Regressions with Estimated Factors and Serial Correlation
Journal of Time Series Analysis | 2015-05-20 | Paper |
Discussion on: ``Bootstrap methods for dependent data: a review''
Journal of the Korean Statistical Society | 2014-09-30 | Paper |
Bootstrapping factor-augmented regression models
Journal of Econometrics | 2014-06-04 | Paper |
Consistency of the stationary bootstrap under weak moment conditions
Economics Letters | 2013-01-01 | Paper |
The moving blocks bootstrap for panel linear regression models with individual fixed effects
Econometric Theory | 2011-11-22 | Paper |
Block bootstrap HAC robust tests: the sophistication of the naive bootstrap
Econometric Theory | 2011-08-16 | Paper |
Bootstrapping Realized Volatility
Econometrica | 2009-05-18 | Paper |
Edgeworth Corrections for Realized Volatility
Econometric Reviews | 2008-11-19 | Paper |
Asymptotic and Bootstrap Inference for AR(∞) Processes with Conditional Heteroskedasticity
Econometric Reviews | 2008-01-18 | Paper |
Bootstrap Standard Error Estimates for Linear Regression
Journal of the American Statistical Association | 2007-08-20 | Paper |
THE BOOTSTRAP OF THE MEAN FOR DEPENDENT HETEROGENEOUS ARRAYS
Econometric Theory | 2003-05-18 | Paper |
