| Publication | Date of Publication | Type |
|---|
| Tilted Nonparametric Estimation of Volatility Functions With Empirical Applications | 2025-01-20 | Paper |
| Testing the Martingale Hypothesis | 2025-01-20 | Paper |
| Reprint of: Robust inference on correlation under general heterogeneity | 2025-01-16 | Paper |
| Practical Kolmogorov–Smirnov Testing by Minimum Distance Applied to Measure Top Income Shares in Korea | 2024-10-23 | Paper |
| Robust inference of panel data models with interactive fixed effects under long memory: a frequency domain approach | 2024-06-12 | Paper |
| A PANEL CLUSTERING APPROACH TO ANALYZING BUBBLE BEHAVIOR | 2024-03-27 | Paper |
| Panel data models with time-varying latent group structures | 2024-03-21 | Paper |
| High-dimensional IV cointegration estimation and inference | 2024-02-13 | Paper |
| Robust testing for explosive behavior with strongly dependent errors | 2024-02-13 | Paper |
| OPTIMAL BANDWIDTH SELECTION IN NONLINEAR COINTEGRATING REGRESSION | 2024-01-09 | Paper |
| LIMIT THEORY FOR LOCALLY FLAT FUNCTIONAL COEFFICIENT REGRESSION | 2023-10-24 | Paper |
| Robust inference with stochastic local unit root regressors in predictive regressions | 2023-06-29 | Paper |
| Regression-adjusted estimation of quantile treatment effects under covariate-adaptive randomizations | 2023-06-09 | Paper |
| THE ECONOMETRIC THEORY AWARDS 2023 | 2023-05-04 | Paper |
| ESTIMATION AND INFERENCE WITH NEAR UNIT ROOTS | 2023-05-04 | Paper |
| High-dimensional VARs with common factors | 2023-03-03 | Paper |
| When bias contributes to variance: true limit theory in functional coefficient cointegrating regression | 2023-02-01 | Paper |
| Fully modified least squares cointegrating parameter estimation in multicointegrated systems | 2023-02-01 | Paper |
| ROBUST TESTS FOR WHITE NOISE AND CROSS-CORRELATION | 2022-11-23 | Paper |
| Edmond Malinvaud: a tribute to his contributions in econometrics | 2022-07-27 | Paper |
| Point-optimal panel unit root tests with serially correlated errors | 2022-07-26 | Paper |
| Reduced forms and weak instrumentation | 2022-06-08 | Paper |
| Meritocracy voting: measuring the unmeasurable | 2022-06-07 | Paper |
| Lag length selection in panel autoregression | 2022-06-07 | Paper |
| Limit theory for VARs with mixed roots near unity | 2022-06-03 | Paper |
| Nonlinearity induced weak instrumentation | 2022-05-31 | Paper |
| Lag length selection for unit root tests in the presence of nonstationary volatility | 2022-05-31 | Paper |
| Parametric conditional mean inference with functional data applied to lifetime income curves | 2022-04-25 | Paper |
| Understanding temporal aggregation effects on kurtosis in financial indices | 2022-03-16 | Paper |
| Functional coefficient panel modeling with communal smoothing covariates | 2022-03-16 | Paper |
| Nonlinear cointegrating power function regression with endogeneity | 2022-01-26 | Paper |
| Boosting: why you can use the HP filter | 2021-09-17 | Paper |
| Business cycles, trend elimination, and the HP filter | 2021-09-17 | Paper |
| Fully Modified Least Squares Cointegrating Parameter Estimation in Multicointegrated Systems | 2021-08-07 | Paper |
| LATENT VARIABLE NONPARAMETRIC COINTEGRATING REGRESSION | 2021-04-16 | Paper |
| Point optimal testing with roots that are functionally local to unity | 2021-02-04 | Paper |
| Nonstationary panel models with latent group structures and cross-section dependence | 2021-02-04 | Paper |
| Dynamic panel GMM using R | 2020-08-18 | Paper |
| Real time monitoring of asset markets: bubbles and crises | 2020-07-10 | Paper |
| Kernel-based inference in time-varying coefficient cointegrating regression | 2020-05-21 | Paper |
| Asymptotic theory for near integrated processes driven by tempered linear processes | 2020-03-20 | Paper |
| Hybrid stochastic local unit roots | 2020-02-17 | Paper |
| Econometric estimates of Earth's transient climate sensitivity | 2019-12-19 | Paper |
| The heterogeneous effects of the minimum wage on employment across states | 2019-10-10 | Paper |
| Weak \(\sigma\)-convergence: theory and applications | 2019-04-30 | Paper |
| Random coefficient continuous systems: testing for extreme sample path behavior | 2019-04-30 | Paper |
| Identifying latent structures in panel data | 2019-01-31 | Paper |
| On Confidence Intervals for Autoregressive Roots and Predictive Regression | 2019-01-29 | Paper |
| IN MEMORY OF JOHN DENIS SARGAN | 2018-12-14 | Paper |
| Vision and influence in econometrics: John Denis Sargan | 2018-12-14 | Paper |
| Threshold regression asymptotics: from the compound Poisson process to two-sided Brownian motion | 2018-12-12 | Paper |
| Change detection and the causal impact of the yield curve | 2018-11-16 | Paper |
| A frequentist approach to Bayesian asymptotics | 2018-10-12 | Paper |
| IV AND GMM INFERENCE IN ENDOGENOUS STOCHASTIC UNIT ROOT MODELS | 2018-09-06 | Paper |
| Boundary limit theory for functional local to unity regression | 2018-07-11 | Paper |
| Financial bubble implosion and reverse regression | 2018-06-26 | Paper |
| Dynamic panel Anderson-Hsiao estimation with roots near unity | 2018-04-25 | Paper |
| Threshold regression with endogeneity | 2018-03-22 | Paper |
| Pythagorean generalization of testing the equality of two symmetric positive definite matrices | 2017-11-23 | Paper |
| Inference in continuous systems with mildly explosive regressors | 2017-11-07 | Paper |
| Phoebus J. Dhrymes (1932–2016) | 2017-09-15 | Paper |
| TRIBUTE TO T.W. ANDERSON | 2017-08-22 | Paper |
| Structural inference from reduced forms with many instruments | 2017-08-18 | Paper |
| Dynamic misspecification in nonparametric cointegrating regression | 2017-05-12 | Paper |
| Cointegrating rank selection in models with time-varying variance | 2017-05-12 | Paper |
| Mean and autocovariance function estimation near the boundary of stationarity | 2017-05-12 | Paper |
| Optimal estimation under nonstandard conditions | 2017-05-12 | Paper |
| Weak convergence to stochastic integrals for econometric applications | 2017-05-10 | Paper |
| A multivariate stochastic unit root model with an application to derivative pricing | 2016-11-17 | Paper |
| Estimating smooth structural change in cointegration models | 2016-11-17 | Paper |
| Bias in estimating multivariate and univariate diffusions | 2016-08-10 | Paper |
| Bootstrapping I(1) data | 2016-08-04 | Paper |
| Smoothing local-to-moderate unit root theory | 2016-08-04 | Paper |
| Indirect inference for dynamic panel models | 2016-08-01 | Paper |
| Uniform consistency of nonstationary kernel-weighted sample covariances for nonparametric regression | 2016-07-29 | Paper |
| Long memory and long run variation | 2016-07-18 | Paper |
| A two-stage realized volatility approach to estimation of diffusion processes with discrete data | 2016-07-04 | Paper |
| A complete asymptotic series for the autocovariance function of a long memory process | 2016-06-22 | Paper |
| Adaptive estimation of autoregressive models with time-varying variances | 2016-06-03 | Paper |
| Incidental trends and the power of panel unit root tests | 2016-05-27 | Paper |
| Nonstationary discrete choice: a corrigendum and addendum | 2016-05-27 | Paper |
| Robust econometric inference with mixed integrated and mildly explosive regressors | 2016-05-10 | Paper |
| Unit root log periodogram regression | 2016-05-04 | Paper |
| A simple approach to the parametric estimation of potentially nonstationary diffusions | 2016-05-04 | Paper |
| Limit theory for moderate deviations from a unit root | 2016-05-02 | Paper |
| Bias in dynamic panel estimation with fixed effects, incidental trends and cross section dependence | 2016-05-02 | Paper |
| Local Whittle estimation of fractional integration and some of its variants | 2016-04-25 | Paper |
| Nonparametric cointegrating regression with endogeneity and long memory | 2016-04-22 | Paper |
| Testing for multiple bubbles: historical episodes of exuberance and collapse in the S\&P 500 | 2016-02-10 | Paper |
| Testing for multiple bubbles: limit theory of real-time detectors | 2016-02-10 | Paper |
| The true limit distributions of the Anderson-Hsiao IV estimators in panel autoregression | 2015-09-29 | Paper |
| Testing linearity using power transforms of regressors | 2015-09-01 | Paper |
| Model selection in the presence of incidental parameters | 2015-08-13 | Paper |
| MEMORIAL TO EDMOND MALINVAUD | 2015-06-22 | Paper |
| Automated estimation of vector error correction models | 2015-06-22 | Paper |
| Nonparametric predictive regression | 2015-05-06 | Paper |
| Norming rates and limit theory for some time-varying coefficient autoregressions | 2015-03-04 | Paper |
| Optimal estimation of cointegrated systems with irrelevant instruments | 2014-08-06 | Paper |
| Special issue of econometric theory on SETA 2010: editors' introduction | 2014-06-20 | Paper |
| X-differencing and dynamic panel model estimation | 2014-06-20 | Paper |
| Predictive regression under various degrees of persistence and robust long-horizon regression | 2014-06-06 | Paper |
| Semiparametric estimation in triangular system equations with nonstationarity | 2014-04-04 | Paper |
| INCONSISTENT VAR REGRESSION WITH COMMON EXPLOSIVE ROOTS | 2014-03-25 | Paper |
| First difference maximum likelihood and dynamic panel estimation | 2014-03-18 | Paper |
| Nonstationary discrete choice | 2014-03-07 | Paper |
| Folklore theorems, implicit maps, and indirect inference | 2013-11-06 | Paper |
| A simple proof of the latent root sensitivity formula | 2013-10-25 | Paper |
| Non-parametric regression under location shifts | 2013-04-17 | Paper |
| A specification test for nonlinear nonstationary models | 2012-08-29 | Paper |
| Testing for common trends in semi-parametric panel data models with fixed effects | 2012-07-13 | Paper |
| Nonlinear cointegrating regression under weak identification | 2012-06-11 | Paper |
| Regression with slowly varying regressors and nonlinear trends | 2012-05-14 | Paper |
| Long-run covariance matrices for fractionally integrated processes | 2012-05-14 | Paper |
| Dating the timeline of financial bubbles during the subprime crisis | 2012-03-02 | Paper |
| Uniform asymptotic normality in stationary and unit root autoregression | 2012-01-04 | Paper |
| Power maximization and size control in heteroskedasticity and autocorrelation robust tests with exponentiated kernels | 2012-01-04 | Paper |
| Corrigendum to ‘A Gaussian approach for continuous time models of short‐term interest rates’ | 2011-07-27 | Paper |
| Bimodal \(t\)-ratios: the impact of thick tails on inference | 2011-05-31 | Paper |
| Asymptotic theory for zero energy functionals with nonparametric regression applications | 2011-04-27 | Paper |
| Infinite density at the median and the typical shape of stock return distributions | 2011-04-13 | Paper |
| Testing linearity in cointegrating relations with an application to purchasing power parity | 2010-10-11 | Paper |
| LAD asymptotics under conditional heteroskedasticity with possibly infinite error densities | 2010-07-23 | Paper |
| GMM estimation for dynamic panels with fixed effects and strong instruments at unity | 2010-02-26 | Paper |
| Semiparametric cointegrating rank selection | 2010-02-12 | Paper |
| Structural nonparametric cointegrating regression | 2010-02-03 | Paper |
| Unit root and cointegrating limit theory when initialization is in the infinite past | 2009-12-15 | Paper |
| Local limit theory and spurious nonparametric regression | 2009-12-15 | Paper |
| Maximum Likelihood and Gaussian Estimation of Continuous Time Models in Finance | 2009-11-27 | Paper |
| EXACT DISTRIBUTION THEORY IN STRUCTURAL ESTIMATION WITH AN IDENTITY | 2009-09-30 | Paper |
| ECONOMETRIC THEORY AND PRACTICE | 2009-09-30 | Paper |
| ECONOMETRIC THEORY MEMORIAL TO ALBERT REX BERGSTROM–INTRODUCTION | 2009-09-30 | Paper |
| ASYMPTOTIC THEORY FOR LOCAL TIME DENSITY ESTIMATION AND NONPARAMETRIC COINTEGRATING REGRESSION | 2009-09-30 | Paper |
| LIMIT THEORY FOR COINTEGRATED SYSTEMS WITH MODERATELY INTEGRATED AND MODERATELY EXPLOSIVE REGRESSORS | 2009-06-11 | Paper |
| REGRESSION ASYMPTOTICS USING MARTINGALE CONVERGENCE METHODS | 2009-06-11 | Paper |
| LIMIT THEORY FOR EXPLOSIVELY COINTEGRATED SYSTEMS | 2009-06-11 | Paper |
| GAUSSIAN INFERENCE IN AR(1) TIME SERIES WITH OR WITHOUT A UNIT ROOT | 2009-06-11 | Paper |
| LIMIT THEORY FOR COINTEGRATED SYSTEMS WITH MODERATELY INTEGRATED AND MODERATELY EXPLOSIVE REGRESSORS | 2009-04-01 | Paper |
| Refined Inference on Long Memory in Realized Volatility | 2008-11-19 | Paper |
| Optimal Bandwidth Selection in Heteroskedasticity–Autocorrelation Robust Testing | 2008-03-19 | Paper |
| Transition Modeling and Econometric Convergence Tests | 2008-02-21 | Paper |
| Comment: A selective overview of nonparametric methods in financial econometrics | 2007-09-18 | Paper |
| Uniform Limit Theory for Stationary Autoregression | 2007-05-29 | Paper |
| Inference in Autoregression under Heteroskedasticity | 2007-05-29 | Paper |
| ON THE BREITUNG TEST FOR PANEL UNIT ROOTS AND LOCAL ASYMPTOTIC POWER | 2007-04-23 | Paper |
| Long run variance estimation and robust regression testing using sharp origin kernels with no truncation | 2007-02-14 | Paper |
| A REMARK ON BIMODALITY AND WEAK INSTRUMENTATION IN STRUCTURAL EQUATION ESTIMATION | 2006-11-14 | Paper |
| GMM with Many Moment Conditions | 2006-10-24 | Paper |
| Fully Nonparametric Estimation of Scalar Diffusion Models | 2006-06-19 | Paper |
| GMM Estimation of Autoregressive Roots Near Unity with Panel Data | 2006-06-19 | Paper |
| Empirical Limits for Time Series Econometric Models | 2006-06-19 | Paper |
| Band Spectral Regression with Trending Data | 2006-06-16 | Paper |
| Expansions for approximate maximum likelihood estimators of the fractional difference parameter | 2006-01-24 | Paper |
| Exact local Whittle estimation of fractional integration | 2006-01-16 | Paper |
| HAC ESTIMATION BY AUTOMATED REGRESSION | 2005-10-18 | Paper |
| AUTOMATED DISCOVERY IN ECONOMETRICS | 2005-10-18 | Paper |
| Challenges of trending time series econometrics | 2005-08-05 | Paper |
| Error bounds and asymptotic expansions for toeplitz product functionals of unbounded spectra | 2005-05-20 | Paper |
| EXPANSIONS FOR THE DISTRIBUTION OF THE MAXIMUM LIKELIHOOD ESTIMATOR OF THE FRACTIONAL DIFFERENCE PARAMETER | 2005-03-07 | Paper |
| Local Whittle estimation in nonstationary and unit root cases. | 2004-09-15 | Paper |
| Dynamic panel estimation and homogeneity testing under cross section dependence | 2004-03-17 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4453313 | 2004-03-07 | Paper |
| Nonlinear instrumental variable estimation of an autoregression. | 2004-01-26 | Paper |
| Nonlinear log-periodogram regression for perturbed fractional processes | 2003-08-07 | Paper |
| An ADF coefficient test for a unit root in ARMA models of unknown order with empirical applications to the US economy | 2003-08-07 | Paper |
| A CUSUM test for cointegration using regression residuals | 2003-04-02 | Paper |
| Jeffreys prior analysis of the simultaneous equations model in the case with \(n+1\) endogenous variables. | 2003-04-02 | Paper |
| New unit root asymptotics in the presence of deterministic trends. | 2003-04-02 | Paper |
| Higher order approximations for Wald statistics in time series regressions with integrated processes. | 2003-04-02 | Paper |
| Nonlinear econometric models with cointegrated and deterministically trending regressors | 2003-03-26 | Paper |
| The KPSS test with seasonal dummies | 2003-01-21 | Paper |
| Pooled Log Periodogram Regression | 2002-08-05 | Paper |
| Linear Regression Limit Theory for Nonstationary Panel Data | 2002-05-28 | Paper |
| Nonlinear Regressions with Integrated Time Series | 2002-05-28 | Paper |
| New Tools for Understanding Spurious Regressions | 2002-05-28 | Paper |
| Nonstationary Binary Choice | 2002-05-28 | Paper |
| EFFICIENT DETRENDING IN COINTEGRATING REGRESSION | 2002-05-23 | Paper |
| Structural change tests in tail behaviour and the Asian crisis | 2002-03-06 | Paper |
| How to estimate autoregressive roots near unity | 2001-11-01 | Paper |
| ASYMPTOTICS FOR NONLINEAR TRANSFORMATIONS OF INTEGRATED TIME SERIES | 2001-07-19 | Paper |
| Trending time series and macroeconomic activity: Some present and future challenges | 2001-06-05 | Paper |
| Estimation of autoregressive roots near unity using panel data | 2001-05-16 | Paper |
| Higher-order approximations for frequency domain time series regression | 2001-03-11 | Paper |
| A Gaussian approach for continuous time models of the short-term interest rate | 2001-01-01 | Paper |
| Nonstationary panel data analysis: an overview of some recent developments | 2000-11-05 | Paper |
| Bayesian model selection and prediction with empirical applications | 1999-11-08 | Paper |
| Impulse response and forecast error variance asymptotics in nonstationary VARs | 1999-08-16 | Paper |
| Model selection in partially nonstationary vector autoregressive processes with reduced rank structure | 1999-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4369000 | 1998-09-20 | Paper |
| Fully Modified Least Squares and Vector Autoregression | 1998-01-05 | Paper |
| Posterior distributions in limited information analysis of the simultaneous equations model using the Jeffreys prior | 1998-01-01 | Paper |
| An Asymtotic Theory of Bayesian Inference for Time Series | 1997-05-29 | Paper |
| Testing the null hypothesis of stationarity against the alternative of a unit root. How sure are we that economic time series have a unit root? | 1997-03-10 | Paper |
| Fully modified IV, GIVE and GMM estimation with possibly non-stationary regressors and instruments. | 1997-01-01 | Paper |
| Econometric Model Determination | 1996-10-13 | Paper |
| A bayesian analysis of trend determination in economic time series | 1996-02-13 | Paper |
| Vector autoregression and causality: a theoretical overview and simulation study | 1996-01-24 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4834791 | 1995-09-19 | Paper |
| Vector Autoregressions and Causality | 1994-10-16 | Paper |
| Some Exact Distribution Theory for Maximum Likelihood Estimators of Cointegrating Coefficients in Error Correction Models | 1994-03-24 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4015741 | 1993-01-16 | Paper |
| The spurious effect of unit roots on vector autoregressions. An analytical study | 1993-01-01 | Paper |
| Asymptotics for linear processes | 1992-09-27 | Paper |
| Regression Theory for Near-Integrated Time Series | 1992-06-25 | Paper |
| Estimating Long-Run Economic Equilibria | 1991-05-01 | Paper |
| Estimating Long-Run Economic Equilibria | 1991-01-01 | Paper |
| Optimal Inference in Cointegrated Systems | 1991-01-01 | Paper |
| Error Correction and Long-Run Equilibrium in Continuous Time | 1991-01-01 | Paper |
| The Durbin-Watson ratio under infinite-variance errors | 1991-01-01 | Paper |
| Statistical Inference in Instrumental Variables Regression with I(1) Processes | 1990-01-01 | Paper |
| Asymptotic Properties of Residual Based Tests for Cointegration | 1990-01-01 | Paper |
| Spherical matrix distributions and Cauchy quotients | 1989-01-01 | Paper |
| Testing for a unit root in time series regression | 1988-01-01 | Paper |
| Weak convergence to the matrix stochastic integral \(\int ^{1}_{0}B\,dB'\) | 1988-01-01 | Paper |
| Testing for cointegration using principal components methods | 1988-01-01 | Paper |
| Trends versus Random Walks in Time Series Analysis | 1988-01-01 | Paper |
| Asymptotic Equivalence of Ordinary Least Squares and Generalized Least Squares in Regressions With Integrated Regressors | 1988-01-01 | Paper |
| On the Formulation of Wald Tests of Nonlinear Restrictions | 1988-01-01 | Paper |
| Conditional and unconditional statistical independence | 1988-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3825972 | 1988-01-01 | Paper |
| Towards a unified asymptotic theory for autoregression | 1987-01-01 | Paper |
| Time Series Regression with a Unit Root | 1987-01-01 | Paper |
| Best Median-Unbiased Estimation in Linear Regression with Bounded Asymmetric Loss Functions | 1987-01-01 | Paper |
| An everywhere convergent series representation of the distribution of Hotelling's generalized \(T^ 2_ 0\) | 1987-01-01 | Paper |
| The Distribution of FIML in the Leading Case | 1986-01-01 | Paper |
| The Exact Distribution of the Wald Statistic | 1986-01-01 | Paper |
| Multiple Time Series Regression with Integrated Processes | 1986-01-01 | Paper |
| Understanding spurious regressions in econometrics | 1986-01-01 | Paper |
| A simplified proof of a theorem on the difference of the moore–penrose inverses of two positive semi–difinte matrices | 1986-01-01 | Paper |
| The Exact Distribution of LIML: II | 1985-01-01 | Paper |
| The distribution of matrix quotients | 1985-01-01 | Paper |
| The Exact Distribution of the SUR Estimator | 1985-01-01 | Paper |
| The Exact Distribution of LIML: I | 1984-01-01 | Paper |
| The exact distribution of the Stein-rule estimator | 1984-01-01 | Paper |
| The exact distribution of exogenous variable coefficient estimators | 1984-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3341732 | 1983-01-01 | Paper |
| ERA's: A New Approach to Small Sample Theory | 1983-01-01 | Paper |
| On the behavior of inconsistent instrumental variable estimators | 1982-01-01 | Paper |
| On the Consistency of Nonlinear FIML | 1982-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3321311 | 1982-01-01 | Paper |
| The true characteristic function of the F distribution | 1982-01-01 | Paper |
| Finite Sample Theory and the Distributions of Alternative Estimators of the Marginal Propensity to Consume | 1980-01-01 | Paper |
| The Exact Distribution of Instrumental Variable Estimators in an Equation Containing n + 1 Endogenous Variables | 1980-01-01 | Paper |
| A Saddlepoint Approximation to the Distribution of the k-Class Estimator of a Coefficient in a Simultaneous System | 1979-01-01 | Paper |
| The sampling distribution of forecasts from a first-order autoregression | 1979-01-01 | Paper |
| The concentration ellipsoid of a random vector | 1979-01-01 | Paper |
| Edgeworth and saddlepoint approximations in the first-order noncircular autoregression | 1978-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3870200 | 1978-01-01 | Paper |
| Approximations to Some Finite Sample Distributions Associated with a First-Order Stochastic Difference Equation | 1977-01-01 | Paper |
| An approximation to the finite sample distribution of Zellner's seemingly unrelated regression estimator | 1977-01-01 | Paper |
| A General Theorem in the Theory of Asymptotic Expansions as Approximations to the Finite Sample Distributions of Econometric Estimators | 1977-01-01 | Paper |
| A large deviation limit theorem for multivariate distributions | 1977-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4130248 | 1976-01-01 | Paper |
| The Iterated Minimum Distance Estimator and the Quasi-Maximum Likelihood Estimator | 1976-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4130826 | 1976-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4130827 | 1976-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4130829 | 1976-01-01 | Paper |
| The Estimation of Some Continuous Time Models | 1974-01-01 | Paper |
| The problem of identification in finite parameter continuous time models | 1973-01-01 | Paper |
| The Structural Estimation of a Stochastic Differential Equation System | 1972-01-01 | Paper |
