| Publication | Date of Publication | Type |
|---|
| Bootstrapping non-stationary and irregular time series using singular spectral analysis | 2024-12-27 | Paper |
| Vector Autoregressions and Macroeconomic Modeling: An Error Taxonomy | 2024-10-09 | Paper |
| Binary outcomes, OLS, 2SLS and IV probit | 2022-09-14 | Paper |
| Two Canonical VARMA Forms: Scalar Component Models Vis-à-Vis the Echelon Form | 2022-05-31 | Paper |
| Optimal bias correction of the log-periodogram estimator of the fractional parameter: a jackknife approach | 2021-01-06 | Paper |
| On Singular Spectrum Analysis And Stepwise Time Series Reconstruction | 2020-05-27 | Paper |
| Issues in the estimation of mis-specified models of fractionally integrated processes | 2020-05-21 | Paper |
| The bivariate probit model, maximum likelihood estimation, pseudo true parameters and partial identification | 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 | 2017-08-22 | Paper |
| Description length and dimensionality reduction in functional data analysis | 2017-06-30 | Paper |
| Optimal semiparametric inference for the tail index based on ratios of the largest extremes | 2016-06-01 | Paper |
| Vector autoregressive moving average identification for macroeconomic modeling: a new methodology | 2016-05-10 | Paper |
| Approximating the distribution of the two-stage least squares estimator when the concentration parameter is small | 2016-05-09 | Paper |
| A note on window length selection in singular spectrum analysis | 2016-04-27 | Paper |
| Bias Correction of Persistence Measures in Fractionally Integrated Models | 2015-10-12 | Paper |
| Higher-order improvements of the sieve bootstrap for fractionally integrated processes | 2015-07-27 | Paper |
| Inference in the Presence of Weak Instruments: A Selected Survey | 2014-02-19 | Paper |
| Moment tests for window length selection in singular spectrum analysis of short- and long-memory processes | 2013-10-09 | Paper |
| Conceptual frameworks and experimental design in simultaneous equations | 2013-01-29 | Paper |
| Bayesian adaptive bandwidth kernel density estimation of irregular multivariate distributions | 2012-06-08 | Paper |
| Assessing the magnitude of the concentration parameter in a simultaneous equations model | 2010-06-08 | Paper |
| Properties of the Sieve Bootstrap for Fractionally Integrated and Non-Invertible Processes | 2009-02-28 | Paper |
| Autoregressive approximation in nonstandard situations: the fractionally integrated and non-invertible cases | 2008-03-12 | Paper |
| ESTIMATING COMPONENTS IN FINITE MIXTURES AND HIDDEN MARKOV MODELS | 2008-01-24 | Paper |
| ON THE IDENTIFICATION AND ESTIMATION OF NONSTATIONARY AND COINTEGRATED ARMAX SYSTEMS | 2007-04-23 | Paper |
| A Note on the Specification and Estimation of ARMAX Systems | 2006-05-24 | Paper |
| A Functional Data—Analytic Approach to Signal Discrimination | 2002-07-30 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4257540 | 2000-08-07 | Paper |
| Double-blind Deconvolution: The Analysis of Post-synaptic Currents in Nerve Cells | 1999-12-14 | Paper |
| A new analytical method of studying post-synaptic currents | 1999-11-25 | Paper |
| Markov chain models, time series analysis and extreme value theory | 1997-01-07 | Paper |
| Periodogram-based estimators of fractal properties | 1996-08-21 | Paper |
| ON THE RELATIONSHIP BETWEEN GENERALIZED LEAST SQUARES AND GAUSSIAN ESTIMATION OF VECTOR ARMA MODELS | 1996-06-23 | Paper |
| On the asymptotic relative efficiency of Gaussian and least squares estimators for vector ARMA models | 1995-06-18 | Paper |
| Stable spectral factorization with applications to the estimation of time series models | 1994-01-23 | Paper |
| Identification of echelon canonical forms for vector linear processes using least squares | 1992-09-27 | Paper |
| SOME PROPERTIES OF AUTOREGRESSIVE ESTIMATES FOR PROCESSES WITH MIXED SPECTRA | 1990-01-01 | Paper |
| Extimation and structure determination of multivariate input systems | 1990-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3833976 | 1989-01-01 | Paper |
| Autoregressive frequency estimation | 1989-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3830381 | 1989-01-01 | Paper |
| Unit canonical correlations between future and past | 1988-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3200429 | 1988-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3026035 | 1987-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3773126 | 1987-01-01 | Paper |
| Determining a portfolio of linear time series models | 1987-01-01 | Paper |
| SOME ASPECTS OF THE PERFORMANCE OF DIAGNOSTIC CHECKS IN BIVARIATE TIME SERIES MODELS | 1986-01-01 | Paper |
| A Bayes procedure for the identification of univariate time series models | 1986-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3347146 | 1984-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3038301 | 1983-01-01 | Paper |
| Diagnostic tests for multiple time series models | 1982-01-01 | Paper |
| An approach to testing linear time series models | 1981-01-01 | Paper |
| Testing the specification of a fitted autoregressive-moving average model | 1980-01-01 | Paper |
| Approximating the Exact Finite Sample Distribution of a Spectral Estimator | 1978-01-01 | Paper |
| Testing the Restrictions of the Almon Lag Technique | 1975-01-01 | Paper |
