| Publication | Date of Publication | Type |
|---|
The maximally selected likelihood ratio test in random coefficient models
The Econometrics Journal | 2026-02-03 | Paper |
Online change-point detection for matrix-valued time series with latent two-way factor structure
The Annals of Statistics | 2024-10-18 | Paper |
Testing for Common Trends in Nonstationary Large Datasets
Journal of Business and Economic Statistics | 2024-10-17 | Paper |
Inference in Heavy-Tailed Nonstationary Multivariate Time Series
Journal of the American Statistical Association | 2024-03-19 | Paper |
Changepoint Detection in Heteroscedastic Random Coefficient Autoregressive Models
Journal of Business and Economic Statistics | 2024-03-06 | Paper |
\(L_p\)-functionals for change point detection in random coefficient autoregressive models
Statistics & Probability Letters | 2023-09-04 | Paper |
One-way or two-way factor model for matrix sequences?
Journal of Econometrics | 2023-06-29 | Paper |
Asymptotics for panel models with common shocks
Econometric Reviews | 2022-05-31 | Paper |
Testing for strict stationarity in a random coefficient autoregressive model
Econometric Reviews | 2022-03-04 | Paper |
Testing for strict stationarity in a random coefficient autoregressive model
Econometric Reviews | 2022-03-04 | Paper |
A test for strict stationarity in a random coefficient autoregressive model of order 1
Statistics & Probability Letters | 2021-11-12 | Paper |
Inferential theory for heterogeneity and cointegration in large panels
Journal of Econometrics | 2021-02-04 | Paper |
Sequential testing for structural stability in approximate factor models
Stochastic Processes and their Applications | 2020-06-09 | Paper |
Detecting common longevity trends by a multiple population approach
North American Actuarial Journal | 2019-05-15 | Paper |
Testing for randomness in a random coefficient autoregression model
Journal of Econometrics | 2019-04-30 | Paper |
Common stochastic trends and aggregation in heterogeneous panels
Econometric Theory | 2018-12-21 | Paper |
A randomized sequential procedure to determine the number of factors
Journal of the American Statistical Association | 2018-12-04 | Paper |
Testing for instability in covariance structures
Bernoulli | 2017-09-21 | Paper |
On bootstrapping panel factor series
Journal of Econometrics | 2017-05-12 | Paper |
On bootstrapping panel factor series
Journal of Econometrics | 2017-05-12 | Paper |
Micro versus macro cointegration in heterogeneous panels
Journal of Econometrics | 2016-07-25 | Paper |
Multiple mortality modeling in Poisson Lee-Carter framework
Communications in Statistics. Theory and Methods | 2016-05-25 | Paper |
Statistical inference in a random coefficient panel model
Journal of Econometrics | 2016-05-18 | Paper |
Testing for (in)finite moments
Journal of Econometrics | 2016-03-01 | Paper |
Testing for (in)finite moments
Journal of Econometrics | 2015-12-18 | Paper |
Testing for no factor structures: on the use of Hausman-type statistics
Economics Letters | 2015-10-05 | Paper |
Comments on: ``Extensions of some classical methods in change point analysis
Test | 2015-01-29 | Paper |
Inference on factor structures in heterogeneous panels
Journal of Econometrics | 2014-11-24 | Paper |
Chover-type laws of the \(k\)-iterated logarithm for weighted sums of strongly mixing sequences
Journal of Mathematical Analysis and Applications | 2014-08-26 | Paper |
First-differenced inference for panel factor series
Economics Letters | 2013-07-26 | Paper |
On the asymptotic \(t\)-test for large nonstationary panel models
Computational Statistics and Data Analysis | 2012-12-30 | Paper |
