| Publication | Date of Publication | Type |
|---|
A Bootstrap Stationarity Test for Predictive Regression Invalidity
Journal of Business and Economic Statistics | 2024-11-08 | Paper |
Bonferroni Type Tests for Return Predictability and the Initial Condition
Journal of Business and Economic Statistics | 2024-10-28 | Paper |
Improved tests for stock return predictability
Econometric Reviews | 2023-12-07 | Paper |
Estimation of the variance function in structural break autoregressive models with non‐stationary and explosive segments
Journal of Time Series Analysis | 2023-08-24 | Paper |
Testing for a unit root against ESTAR stationarity
Studies in Nonlinear Dynamics & Econometrics | 2023-03-30 | Paper |
Counting points on smooth plane quartics
Research in Number Theory | 2022-11-24 | Paper |
A deterministic algorithm for finding \(r\)-power divisors
Research in Number Theory | 2022-10-27 | Paper |
Tests for an end-of-sample bubble in financial time series
Econometric Reviews | 2022-06-08 | Paper |
A \(\log\)-\(\log\) speedup for exponent one-fifth deterministic integer factorisation
Mathematics of Computation | 2022-04-13 | Paper |
Polynomial multiplication over finite fields in time \(O(n\log n)\)
Journal of the ACM | 2022-03-31 | Paper |
Testing explosive bubbles with time-varying volatility
Econometric Reviews | 2022-03-04 | Paper |
An exponent one-fifth algorithm for deterministic integer factorisation
Mathematics of Computation | 2021-09-02 | Paper |
Simple tests for stock return predictability with good size and power properties
Journal of Econometrics | 2021-07-30 | Paper |
Integer multiplication in time \(O(n\log n)\)
Annals of Mathematics. Second Series | 2021-04-08 | Paper |
Sign-based unit root tests for explosive financial bubbles in the presence of deterministically time-varying volatility
Econometric Theory | 2020-03-03 | Paper |
| Epistemic sets applied to best-of-\(n\) problems | 2020-02-20 | Paper |
Faster polynomial multiplication over finite fields using cyclotomic coefficient rings
Journal of Complexity | 2019-09-19 | Paper |
On infimum Dickey-Fuller unit root tests allowing for a trend break under the null
Computational Statistics and Data Analysis | 2018-11-23 | Paper |
Real-time monitoring for explosive financial bubbles
Journal of Time Series Analysis | 2018-11-16 | Paper |
Faster integer multiplication using plain vanilla FFT primes
Mathematics of Computation | 2018-09-20 | Paper |
Improving the length of confidence sets for the date of a break in level and trend when the order of integration is unknown
Economics Letters | 2018-09-05 | Paper |
Faster polynomial multiplication over finite fields
Journal of the ACM | 2018-08-02 | Paper |
On the complexity of integer matrix multiplication
Journal of Symbolic Computation | 2018-06-06 | Paper |
Testing for parameter instability in predictive regression models
Journal of Econometrics | 2018-04-18 | Paper |
The impact of the initial condition on covariate augmented unit root tests
Journal of Time Series Econometrics | 2018-02-07 | Paper |
Corrigendum to ``Modified tests for a change in persistence
Journal of Econometrics | 2017-05-12 | Paper |
Testing for unit roots in the presence of uncertainty over both the trend and initial condition
Journal of Econometrics | 2017-05-12 | Paper |
Testing for unit roots in the presence of uncertainty over both the trend and initial condition
Journal of Econometrics | 2017-05-12 | Paper |
Fast polynomial multiplication over \(\mathbb{F}_{2^{60}}\)
Proceedings of the ACM on International Symposium on Symbolic and Algebraic Computation | 2017-05-10 | Paper |
Computing \(L\)-series of geometrically hyperelliptic curves of genus three
LMS Journal of Computation and Mathematics | 2017-04-04 | Paper |
Computing Hasse-Witt matrices of hyperelliptic curves in average polynomial time. II
Frobenius Distributions: | 2016-09-02 | Paper |
Unit root testing under a local break in trend
Journal of Econometrics | 2016-08-15 | Paper |
Robust methods for detecting multiple level breaks in autocorrelated time series
Journal of Econometrics | 2016-08-04 | Paper |
Erratum to: ``A simple, robust and powerful test of the trend hypothesis
Journal of Econometrics | 2016-06-06 | Paper |
A simple, robust and powerful test of the trend hypothesis
Journal of Econometrics | 2016-05-27 | Paper |
Modified tests for a change in persistence
Journal of Econometrics | 2016-05-02 | Paper |
Computing zeta functions of arithmetic schemes
Proceedings of the London Mathematical Society | 2016-01-25 | Paper |
Testing for unit roots under multiple possible trend breaks and non-stationary volatility using bootstrap minimum Dickey-Fuller statistics
Journal of Time Series Analysis | 2015-10-12 | Paper |
An in-place truncated Fourier transform and applications to polynomial multiplication
Proceedings of the 2010 International Symposium on Symbolic and Algebraic Computation | 2015-09-17 | Paper |
Confidence sets for the date of a break in level and trend when the order of integration is unknown
Journal of Econometrics | 2015-05-06 | Paper |
A search for Wilson primes
Mathematics of Computation | 2014-09-10 | Paper |
A subquadratic algorithm for computing the \(n\)-th Bernoulli number
Mathematics of Computation | 2014-09-10 | Paper |
Asymptotic behaviour of tests for a unit root against an explosive alternative
Economics Letters | 2014-06-18 | Paper |
Testing for unit roots in the possible presence of multiple trend breaks using minimum Dickey-Fuller statistics
Journal of Econometrics | 2014-06-06 | Paper |
Counting points on hyperelliptic curves in average polynomial time
Annals of Mathematics. Second Series | 2014-04-14 | Paper |
Faster arithmetic for number-theoretic transforms
Journal of Symbolic Computation | 2014-03-03 | Paper |
Fast computation of Bernoulli, tangent and secant numbers
Springer Proceedings in Mathematics & Statistics | 2014-02-18 | Paper |
A bootstrap test for additive outliers in non-stationary time series
Journal of Time Series Analysis | 2013-11-26 | Paper |
An infimum coefficient unit root test allowing for an unknown break in trend
Economics Letters | 2012-12-27 | Paper |
Characterizing projective spaces on deformations of Hilbert schemes of K3 surfaces
Communications on Pure and Applied Mathematics | 2012-01-11 | Paper |
The impact of the initial condition on robust tests for a linear trend
Journal of Time Series Analysis | 2011-11-26 | Paper |
Testing for nonlinear deterministic components when the order of integration is unknown
Journal of Time Series Analysis | 2011-11-26 | Paper |
TESTING FOR UNIT ROOTS IN THE PRESENCE OF A POSSIBLE BREAK IN TREND AND NONSTATIONARY VOLATILITY
Econometric Theory | 2011-11-22 | Paper |
Efficient Computation of p-Adic Heights
LMS Journal of Computation and Mathematics | 2011-09-15 | Paper |
Efficient Computation of p-Adic Heights
LMS Journal of Computation and Mathematics | 2011-09-15 | Paper |
Testing for unit roots and the impact of quadratic trends, with an application to relative primary commodity prices
Econometric Reviews | 2011-07-28 | Paper |
Faster algorithms for the square root and reciprocal of power series
Mathematics of Computation | 2011-03-07 | Paper |
A multimodular algorithm for computing Bernoulli numbers
Mathematics of Computation | 2010-10-08 | Paper |
A powerful test for linearity when the order of integration is unknown
Studies in Nonlinear Dynamics & Econometrics | 2010-07-02 | Paper |
SIMPLE, ROBUST, AND POWERFUL TESTS OF THE BREAKING TREND HYPOTHESIS
Econometric Theory | 2009-09-30 | Paper |
UNIT ROOT TESTING IN PRACTICE: DEALING WITH UNCERTAINTY OVER THE TREND AND INITIAL CONDITION
Econometric Theory | 2009-09-30 | Paper |
REJOINDER
Econometric Theory | 2009-09-30 | Paper |
Faster polynomial multiplication via multipoint Kronecker substitution
Journal of Symbolic Computation | 2009-09-14 | Paper |
A cache-friendly truncated FFT
Theoretical Computer Science | 2009-07-10 | Paper |
Seasonal unit root tests and the role of initial conditions
Econometrics Journal | 2008-12-15 | Paper |
Sample size, lag order and critical values of seasonal unit root tests
Computational Statistics and Data Analysis | 2008-12-11 | Paper |
On Robust Trend Function Hypothesis Testing
Studies in Nonlinear Dynamics & Econometrics | 2008-04-04 | Paper |
Kedlaya's Algorithm in Larger Characteristic
IMRN. International Mathematics Research Notices | 2008-01-30 | Paper |
Unit roots and double smooth transitions
Journal of Applied Statistics | 2007-10-09 | Paper |
Testing for time series linearity
Econometrics Journal | 2007-08-09 | Paper |
Power of a Unit-Root Test and the Initial Condition
Journal of Time Series Analysis | 2007-05-29 | Paper |
A NOTE ON BUSETTI-HARVEY TESTS FOR STATIONARITY IN SERIES WITH STRUCTURAL BREAKS
Journal of Time Series Analysis | 2007-05-29 | Paper |
Modified tests for a change in persistence
Journal of Econometrics | 2006-10-01 | Paper |
| scientific article; zbMATH DE number 5035832 (Why is no real title available?) | 2006-06-26 | Paper |
On testing for unit roots and the initial observation
Econometrics Journal | 2005-11-21 | Paper |
Selberg's symmetry formula.
Expositiones Mathematicae | 2005-11-03 | Paper |
Analysis of a panel of UK macroeconomic forecasts
The Econometrics Journal | 2002-08-07 | Paper |
Seasonal unit root tests with seasonal mean shifts
Economics Letters | 2002-07-31 | Paper |
| scientific article; zbMATH DE number 804358 (Why is no real title available?) | 1995-10-10 | Paper |
