| Publication | Date of Publication | Type |
|---|
Are Overall Journal Rankings a Good Mapping for Article Quality in Specialty Fields?
Journal of Business and Economic Statistics | 2025-01-20 | Paper |
Indirect inference estimation of higher-order spatial autoregressive models
Econometric Reviews | 2023-07-25 | Paper |
Indirect inference estimation of dynamic panel data models
Journal of Econometrics | 2023-06-29 | Paper |
| scientific article; zbMATH DE number 7679353 (Why is no real title available?) | 2023-04-27 | Paper |
Distribution of the mean reversion estimator in the Ornstein–Uhlenbeck process
Econometric Reviews | 2022-06-08 | Paper |
On sample skewness and kurtosis
Econometric Reviews | 2022-05-31 | Paper |
The asymptotic covariance matrix of the QMLE in ARMA models
Econometric Reviews | 2022-02-24 | Paper |
Moment approximation for least-squares estimator in first-order regression models with unit root and nonnormal errors
Essays in Honor of Peter C. B. Phillips | 2020-11-10 | Paper |
A general result on the estimation bias of ARMA models
Journal of Statistical Planning and Inference | 2018-06-20 | Paper |
Estimation bias and feasible conditional forecasts from the first-order moving average model
Journal of Time Series Econometrics | 2018-02-07 | Paper |
Bias in the estimation of mean reversion in continuous-time Lévy processes
Economics Letters | 2017-06-09 | Paper |
Finite sample properties of maximum likelihood estimator in spatial models
Journal of Econometrics | 2016-05-04 | Paper |
On the Fisher information matrix of a vector ARMA process
Economics Letters | 2014-06-06 | Paper |
On existence of moment of mean reversion estimator in linear diffusion models
Economics Letters | 2014-04-03 | Paper |
On the moments of ratios of quadratic forms in normal random variables
Journal of Multivariate Analysis | 2014-01-10 | Paper |
On the moments of ratios of quadratic forms in normal random variables
Journal of Multivariate Analysis | 2013-05-01 | Paper |
Finite-sample bias of the QMLE in spatial autoregressive models
Econometric Theory | 2013-04-29 | Paper |
FINITE SAMPLE BIAS OF THE QMLE IN SPATIAL AUTOREGRESSIVE MODELS – ERRATUM
Econometric Theory | 2013-04-29 | Paper |
The second-order bias and mean squared error of estimators in time-series models
Journal of Econometrics | 2012-09-23 | Paper |
The approximate moments of the least squares estimator for the stationary autoregressive model under a general error distribution
Econometric Theory | 2012-05-14 | Paper |
Finite-sample properties of forecasts from the stationary first-order autoregressive model under a general error distribution
Econometric Theory | 2012-05-14 | Paper |
On skewness and kurtosis of econometric estimators
Econometrics Journal | 2010-10-15 | Paper |
Asymmetric predictive abilities of nonlinear models for stock returns: evidence from density forecast comparison
Advances in Econometrics | 2010-06-30 | Paper |
Finite-sample moments of the coefficient of variation
Econometric Theory | 2010-04-08 | Paper |
Price competition with integrated and decentralized supply chains
European Journal of Operational Research | 2010-03-19 | Paper |
Expectation of quadratic forms in normal and nonnormal variables with applications
Journal of Statistical Planning and Inference | 2010-02-26 | Paper |
