| Publication | Date of Publication | Type |
|---|
Bootstrapping non-stationary and irregular time series using singular spectral analysis
Journal of Time Series Analysis | 2024-12-27 | Paper |
Vector Autoregressions and Macroeconomic Modeling: An Error Taxonomy
Journal of Business and Economic Statistics | 2024-10-09 | Paper |
Binary outcomes, OLS, 2SLS and IV probit
Econometric Reviews | 2022-09-14 | Paper |
Two canonical VARMA forms: scalar component models vis-à-vis the echelon form
Econometric Reviews | 2022-05-31 | Paper |
Optimal bias correction of the log-periodogram estimator of the fractional parameter: a jackknife approach
Journal of Statistical Planning and Inference | 2021-01-06 | Paper |
On singular spectrum analysis and stepwise time series reconstruction
Journal of Time Series Analysis | 2020-05-27 | Paper |
Issues in the estimation of mis-specified models of fractionally integrated processes
Journal of Econometrics | 2020-05-21 | Paper |
The bivariate probit model, maximum likelihood estimation, pseudo true parameters and partial identification
Journal of Econometrics | 2019-04-30 | Paper |
Signal Identification in Singular Spectrum Analysis
| 2017-09-27 | Paper |
Bias correction of semiparametric long memory parameter estimators via the prefiltered sieve bootstrap
Econometric Theory | 2017-08-22 | Paper |
Description length and dimensionality reduction in functional data analysis
Computational Statistics and Data Analysis | 2017-06-30 | Paper |
Optimal semiparametric inference for the tail index based on ratios of the largest extremes
Australian & New Zealand Journal of Statistics | 2016-06-01 | Paper |
Vector autoregressive moving average identification for macroeconomic modeling: a new methodology
Journal of Econometrics | 2016-05-10 | Paper |
Approximating the distribution of the two-stage least squares estimator when the concentration parameter is small
Journal of Econometrics | 2016-05-09 | Paper |
A note on window length selection in singular spectrum analysis
Australian & New Zealand Journal of Statistics | 2016-04-27 | Paper |
Bias Correction of Persistence Measures in Fractionally Integrated Models
Journal of Time Series Analysis | 2015-10-12 | Paper |
Higher-order improvements of the sieve bootstrap for fractionally integrated processes
Journal of Econometrics | 2015-07-27 | Paper |
Inference in the presence of weak instruments: a selected survey
Foundations and Trends® in Econometrics | 2014-02-19 | Paper |
Moment tests for window length selection in singular spectrum analysis of short- and long-memory processes
Journal of Time Series Analysis | 2013-10-09 | Paper |
Conceptual frameworks and experimental design in simultaneous equations
Economics Letters | 2013-01-29 | Paper |
Bayesian adaptive bandwidth kernel density estimation of irregular multivariate distributions
Computational Statistics and Data Analysis | 2012-06-08 | Paper |
Assessing the magnitude of the concentration parameter in a simultaneous equations model
Econometrics Journal | 2010-06-08 | Paper |
Properties of the Sieve Bootstrap for Fractionally Integrated and Non-Invertible Processes
Journal of Time Series Analysis | 2009-02-28 | Paper |
Autoregressive approximation in nonstandard situations: the fractionally integrated and non-invertible cases
Annals of the Institute of Statistical Mathematics | 2008-03-12 | Paper |
ESTIMATING COMPONENTS IN FINITE MIXTURES AND HIDDEN MARKOV MODELS
Australian <html_ent glyph="@amp;" ascii="&"/> New Zealand Journal of Statistics | 2008-01-24 | Paper |
ON THE IDENTIFICATION AND ESTIMATION OF NONSTATIONARY AND COINTEGRATED ARMAX SYSTEMS
Econometric Theory | 2007-04-23 | Paper |
A Note on the Specification and Estimation of ARMAX Systems
Journal of Time Series Analysis | 2006-05-24 | Paper |
A Functional Data—Analytic Approach to Signal Discrimination
Technometrics | 2002-07-30 | Paper |
scientific article; zbMATH DE number 1329169 (Why is no real title available?)
| 2000-08-07 | Paper |
Double-blind Deconvolution: The Analysis of Post-synaptic Currents in Nerve Cells
Journal of the Royal Statistical Society Series B: Statistical Methodology | 1999-12-14 | Paper |
A new analytical method of studying post-synaptic currents
Mathematical Biosciences | 1999-11-25 | Paper |
Markov chain models, time series analysis and extreme value theory
Advances in Applied Probability | 1997-01-07 | Paper |
Periodogram-based estimators of fractal properties
The Annals of Statistics | 1996-08-21 | Paper |
ON THE RELATIONSHIP BETWEEN GENERALIZED LEAST SQUARES AND GAUSSIAN ESTIMATION OF VECTOR ARMA MODELS
Journal of Time Series Analysis | 1996-06-23 | Paper |
On the asymptotic relative efficiency of Gaussian and least squares estimators for vector ARMA models
Journal of Multivariate Analysis | 1995-06-18 | Paper |
Stable spectral factorization with applications to the estimation of time series models
Communications in Statistics: Theory and Methods | 1994-01-23 | Paper |
Identification of echelon canonical forms for vector linear processes using least squares
The Annals of Statistics | 1992-09-27 | Paper |
SOME PROPERTIES OF AUTOREGRESSIVE ESTIMATES FOR PROCESSES WITH MIXED SPECTRA
Journal of Time Series Analysis | 1990-01-01 | Paper |
Extimation and structure determination of multivariate input systems
Journal of Multivariate Analysis | 1990-01-01 | Paper |
scientific article; zbMATH DE number 4110607 (Why is no real title available?)
| 1989-01-01 | Paper |
Autoregressive frequency estimation
Biometrika | 1989-01-01 | Paper |
scientific article; zbMATH DE number 4106081 (Why is no real title available?)
| 1989-01-01 | Paper |
Unit canonical correlations between future and past
The Annals of Statistics | 1988-01-01 | Paper |
scientific article; zbMATH DE number 4176285 (Why is no real title available?)
| 1988-01-01 | Paper |
scientific article; zbMATH DE number 4013735 (Why is no real title available?)
| 1987-01-01 | Paper |
scientific article; zbMATH DE number 4032863 (Why is no real title available?)
| 1987-01-01 | Paper |
Determining a portfolio of linear time series models
Biometrika | 1987-01-01 | Paper |
SOME ASPECTS OF THE PERFORMANCE OF DIAGNOSTIC CHECKS IN BIVARIATE TIME SERIES MODELS
Journal of Time Series Analysis | 1986-01-01 | Paper |
A Bayes procedure for the identification of univariate time series models
The Annals of Statistics | 1986-01-01 | Paper |
scientific article; zbMATH DE number 3881727 (Why is no real title available?)
| 1984-01-01 | Paper |
scientific article; zbMATH DE number 3833007 (Why is no real title available?)
| 1983-01-01 | Paper |
Diagnostic tests for multiple time series models
The Annals of Statistics | 1982-01-01 | Paper |
An approach to testing linear time series models
The Annals of Statistics | 1981-01-01 | Paper |
Testing the specification of a fitted autoregressive-moving average model
Biometrika | 1980-01-01 | Paper |
Approximating the Exact Finite Sample Distribution of a Spectral Estimator
Econometrica | 1978-01-01 | Paper |
Testing the Restrictions of the Almon Lag Technique
| 1975-01-01 | Paper |
