| Publication | Date of Publication | Type |
|---|
| The asymptotic behaviour of the residual sum of squares in models with multiple break points | 2022-06-08 | Paper |
| Inference in the presence of redundant moment conditions and the impact of government health expenditure on health outcomes in England | 2022-06-07 | Paper |
| Asymptotic Distribution Theory for Break Point Estimators in Models Estimated via 2SLS | 2022-05-31 | Paper |
| Testing for Structural Instability in Moment Restriction Models: An Info-Metric Approach | 2022-05-31 | Paper |
| Foundations of info-metrics: modeling, inference and imperfect information | 2022-03-04 | Paper |
| Inference in second-order identified models | 2021-02-09 | Paper |
| Bootstrapping structural change tests | 2019-12-19 | Paper |
| COVARIANCE MATRIX ESTIMATION AND THE LIMITING BEHAVIOR OF THE OVERIDENTIFYING RESTRICTIONS TEST IN THE PRESENCE OF NEGLECTED STRUCTURAL INSTABILITY | 2018-12-21 | Paper |
| The asymptotic properties of GMM and indirect inference under second-order identification | 2018-05-31 | Paper |
| Inference regarding multiple structural changes in linear models with endogenous regressors | 2017-05-12 | Paper |
| Information criteria for impulse response function matching estimation of DSGE models | 2017-05-12 | Paper |
| Estimation and inference in unstable nonlinear least squares models | 2017-05-12 | Paper |
| Corrigendum to: ``The large sample behaviour of the generalized method of moments estimator in misspecified models | 2016-05-27 | Paper |
| Information in generalized method of moments estimation and entropy-based moment selection | 2016-05-09 | Paper |
| A simplified method of calculating the score test for serial correlation in multivariate models | 2016-01-01 | Paper |
| Corrigendum: A simplified method of calculating the distribution free Cox test | 2016-01-01 | Paper |
| On the calculation of the information matrix test in the normal linear regression model | 2016-01-01 | Paper |
| Structural Break Inference Using Information Criteria in Models Estimated by Two‐Stage Least Squares | 2015-10-12 | Paper |
| DYNAMIC MODELS FOR VOLATILITY AND HEAVY TAILS: WITH APPLICATIONS TO FINANCIAL AND ECONOMIC TIME SERIES, BY A. C. HARVEY. PUBLISHED BY CAMBRIDGE UNIVERSITY PRESS, 2013 NEW YORK, USA. TOTAL NUMBER OF PAGES: 261. PRICE: $36.99. ISBN: 978-1-107-63002-4 | 2014-12-10 | Paper |
| Corrigendum to: ``Information criteria for impulse response function matching estimation of DSGE models | 2014-08-07 | Paper |
| Inference about long run canonical correlations | 2014-02-25 | Paper |
| Approximate p-Values of Certain Tests Involving Hypotheses About Multiple Breaks | 2014-01-21 | Paper |
| A simplified method of calculating the distribution free Cox test | 2013-10-24 | Paper |
| Economic Time Series: Modeling and Seasonality | 2013-10-09 | Paper |
| NONNESTED TESTING IN MODELS ESTIMATED VIA GENERALIZED METHOD OF MOMENTS | 2011-04-27 | Paper |
| Contemporaneous and long run canonical correlations in the linear IV model: implications for instrument selection | 2009-12-21 | Paper |
| A comparative study of three data-based methods of instrument selection | 2009-12-21 | Paper |
| Entropy-Based Moment Selection in the Presence of Weak Identification | 2008-08-08 | Paper |
| The Mean Squared Error of the Instrumental Variables Estimator When the Disturbance Has an Elliptical Distribution | 2006-05-22 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5461413 | 2005-07-26 | Paper |
| A Consistent Method for the Selection of Relevant Instruments | 2003-07-24 | Paper |
| The large sample behaviour of the generalized method of moments estimator in misspecified models | 2003-06-09 | Paper |
| Covariance Matrix Estimation and the Power of the Overidentifying Restrictions Test | 2002-05-28 | Paper |
| https://portal.mardi4nfdi.de/entity/Q2767972 | 2002-04-07 | Paper |
| GARP, SEPARABILITY, AND THE REPRESENTATIVE AGENT | 2001-01-29 | Paper |
| Predictive tests for structural change with unknown breakpoint | 2000-09-24 | Paper |
| On Periodic Structures and Testing for Seasonal Unit Roots | 1998-02-22 | Paper |
| Instrumental variable based unit root tests when both ARMA (p,q) orders are chosen to be too large | 1997-02-28 | Paper |
| Judging Instrument Relevance in Instrumental Variables Estimation | 1997-01-09 | Paper |
| RESIDUAL AUTOCOVARIANCES AND UNIT ROOT TESTS BASED ON INSTRUMENTAL VARIABLE ESTIMATORS FROM TIME SERIES REGRESSION MODELS | 1996-11-11 | Paper |
| ORDER IDENTIFICATION IN MISSPECIFIED AUTOREGRESSIVE TIME SERIES MODELS | 1994-09-18 | Paper |
| Generalized Predictive Tests and Structural Change Analysis in Econometrics | 1994-03-27 | Paper |
| Testing for a unit root in time series using instrumental variable estimators with pretest data based model selection | 1993-02-04 | Paper |
| JOINT HYPOTHESIS TESTS FOR A RANDOM WALK BASED ON INSTRUMENTAL VARIABLE ESTIMATORS | 1992-09-27 | Paper |
| Testing for unit roots in autoregressive moving average models. An instrumental variable approach | 1992-06-25 | Paper |
| Testing nonnested Euler conditions with quadrature-based methods of approximation | 1990-01-01 | Paper |
| Are consumption-based intertemporal capital asset pricing models structural? | 1990-01-01 | Paper |
| A Test for Structural Stability of Euler Conditions Parameters Estimated Via the Generalized Method of Moments Estimator | 1990-01-01 | Paper |
| Testing for a unit root in the presence of moving average errors | 1989-01-01 | Paper |
| Convergence of the Kalman filter gain for a class of nondetectable signal extraction problems | 1987-01-01 | Paper |
| The Information Matrix Test for the Linear Model | 1987-01-01 | Paper |
| Conditions for a matrix Kronecker lemma | 1986-01-01 | Paper |
