| Publication | Date of Publication | Type |
|---|
| On solving bias‐corrected non‐linear estimation equations with an application to the dynamic linear model | 2023-12-12 | Paper |
| Specification testing in parametric trending models with unknown errors | 2020-11-10 | Paper |
| Deriving tests of the semi-linear regression model using the density function of a maximal invariant | 2019-08-27 | Paper |
| A sampling algorithm for bandwidth estimation in a nonparametric regression model with a flexible error density | 2018-11-23 | Paper |
| A Bayesian approach to bandwidth selection for multivariate kernel regression with an application to state-price density estimation | 2016-07-25 | Paper |
| A new approximate point optimal test of a composite null hypothesis | 2016-04-18 | Paper |
| A joint test for serial correlation and heteroscedasticity | 2013-10-24 | Paper |
| The Durbin-Watson test and cross-sectional data | 2013-10-24 | Paper |
| A Wald-type test of quadratic parametric restrictions | 2013-01-01 | Paper |
| Selecting the order of an ARCH model | 2013-01-01 | Paper |
| Estimation of the coefficient of determination using scrambled responses | 2010-06-07 | Paper |
| Nonparametric specification testing for nonlinear time series with nonstationarity | 2009-12-15 | Paper |
| Specification testing in nonlinear and nonstationary time series autoregression | 2009-12-09 | Paper |
| An alternative Wald type test for two linear restrictions with applications to non-linear models | 2009-03-17 | Paper |
| Parameter estimation in semi-linear models using a maximal invariant likelihood function | 2009-01-30 | Paper |
| A Bayesian approach to bandwidth selection for multivariate kernel density estimation | 2008-12-11 | Paper |
| Most mean powerful test of a composite null against a composite alternative | 2008-11-26 | Paper |
| Model Selection When a Key Parameter is Constrained to be in an Interval | 2008-09-30 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5447778 | 2008-03-20 | Paper |
| Time series model selection and forecasting via optimal penalty estimation | 2008-02-08 | Paper |
| A solution to non-monotonic power of the Wald test in non-linear models | 2008-02-08 | Paper |
| Effect of nuisance parameters on the probability of correct selection in model specification | 2008-02-08 | Paper |
| Maximal invariant likelihood based testing of semi-linear models | 2007-10-23 | Paper |
| LOCAL LINEAR FORECASTS USING CUBIC SMOOTHING SPLINES | 2007-03-20 | Paper |
| Smoothing spline based tests for nonlinearity in a partially linear model | 2006-06-30 | Paper |
| Pre-checking for non-monotonicity of the Wald statistic | 2005-11-15 | Paper |
| ADAPTIVE TESTING IN CONTINUOUS-TIME DIFFUSION MODELS | 2005-10-18 | Paper |
| Most mean powerful invariant test for testing two-dimensional parameter spaces | 2005-08-22 | Paper |
| Test sizes and the importance of finding global maxima of the likelihood function | 2005-05-09 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4659089 | 2005-03-21 | Paper |
| Model selection using AIC in the presence of one-sided information | 2003-07-30 | Paper |
| Likelihood-based Estimation of the Regression Model with Scrambled Responses | 2003-01-08 | Paper |
| Two Kantorovich-type inequalities and effciency comparisons between the OLSE and BLUE | 2002-12-10 | Paper |
| IMPROVING THE NUMERICAL TECHNIQUE FOR COMPUTING THE ACCUMULATED DISTRIBUTION OF A QUADRATIC FORM IN NORMAL VARIABLES | 2002-01-01 | Paper |
| Comments on testing economic theories and the use of model selection criteria | 1999-11-08 | Paper |
| Estimation and testing of regression disturbances based on modified likelihood functions | 1999-08-23 | Paper |
| An iterative approach to variable selection based on the kullback-leibler information | 1999-06-14 | Paper |
| Marginal-likelihood score-based tests of regression disturbances in the presence of nuisance parameters | 1998-09-27 | Paper |
| Modified Wald tests for non-linear restrictions: A cautionary tale | 1998-07-23 | Paper |
| Modified Wald test for regression disturbances | 1998-06-30 | Paper |
| Locally optimal one-sided tests for multiparameter hypotheses | 1998-06-25 | Paper |
| REGRESSION ANALYSIS USING SCRAMBLED RESPONSES | 1998-04-05 | Paper |
| Small-sample power of tests for inequality restrictions | 1997-02-27 | Paper |
| The application of the durbin-watson test to the dynamic regression model under normal and non-normal errors | 1996-08-08 | Paper |
| Hypothesis testing in the presence of nuisance parameters | 1996-07-18 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4855593 | 1996-02-20 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4855590 | 1996-02-06 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4855591 | 1996-02-04 | Paper |
| Nonnested testing for autocorrelation in the linear regression model | 1993-08-25 | Paper |
| Optimal invariant tests for the autocorrelation coefficient in linear regressions with stationary or nonstationary AR(1) errors | 1991-01-01 | Paper |
| The locally unbiased two-sided Durbin-Watson test | 1991-01-01 | Paper |
| THE POWER OF STUDENT'S t TEST: CAN A NON‐SIMILAR TEST DO BETTER? | 1990-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5750117 | 1987-01-01 | Paper |
| Further Results on Testing AR (1) Against MA (1) Disturbances in the Linear Regression Model | 1987-01-01 | Paper |
| Joint one-sided tests of linear regression coefficients | 1986-01-01 | Paper |
| Testing for Block Effects in Regression Models Based on Survey Data | 1986-01-01 | Paper |
| CRITICAL VALUE APPROXIMATIONS FOR TESTS OF LINEAR REGRESSION DISTURBANCES | 1985-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3716079 | 1985-01-01 | Paper |
| A point optimal test for autoregressive disturbances | 1985-01-01 | Paper |
| Higher order generalisation of first order autoregressive tests | 1985-01-01 | Paper |
| A new test for fourth-order autoregressive disturbances | 1984-01-01 | Paper |
| Testing for autoregressive against moving average errors in the linear regression model | 1983-01-01 | Paper |
| TESTING FOR MOVING AVERAGE REGRESSION DISTURBANCES | 1983-01-01 | Paper |
| The Durbin-Watson test for serial correlation. Bounds for regressions using monthly data | 1983-01-01 | Paper |
| Testing for a Serially Correlated Component in Regression Disturbances | 1982-01-01 | Paper |
| The alternative Durbin-Watson test. An assessment of Durbin and Watson's choice of test statistic | 1981-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3928072 | 1981-01-01 | Paper |
| The Durbin-Watson Test for Serial Correlation: Bounds for Regressions with Trend and/or Seasonal Dummy Variables | 1981-01-01 | Paper |
| Robust tests for spherical symmetry and their application to least squares regression | 1980-01-01 | Paper |
| Fourth-order autocorrelation: Further significance points for the Wallis test | 1978-01-01 | Paper |
| A Note on Wallis' Bounds Test and Negative Autocorrelation | 1977-01-01 | Paper |
