| Publication | Date of Publication | Type |
|---|
| Panel data models with time-varying latent group structures | 2024-03-21 | Paper |
| Detecting Unobserved Heterogeneity in Efficient Prices via Classifier-Lasso | 2024-03-05 | Paper |
| Uniform inference in linear panel data models with two-dimensional heterogeneity | 2023-06-29 | Paper |
| Specification tests for time-varying coefficient models | 2023-06-29 | Paper |
| Identifying latent group structures in spatial dynamic panels | 2023-06-29 | Paper |
| High-dimensional VARs with common factors | 2023-03-03 | Paper |
| Testing Additive Separability of Error Term in Nonparametric Structural Models | 2022-06-03 | Paper |
| Robustify Financial Time Series Forecasting with Bagging | 2022-05-31 | Paper |
| A Nonparametric Poolability Test for Panel Data Models with Cross Section Dependence | 2022-05-31 | Paper |
| Asymptotics and bootstrap for random-effects panel data transformation models | 2022-03-09 | Paper |
| Common threshold in quantile regressions with an application to pricing for reputation | 2022-03-04 | Paper |
| Determination of different types of fixed effects in three-dimensional panels* | 2022-03-04 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4998971 | 2021-07-09 | Paper |
| On factor models with random missing: EM estimation, inference, and cross validation | 2021-05-04 | Paper |
| Panel threshold models with interactive fixed effects | 2021-02-09 | Paper |
| Identifying latent group structures in nonlinear panels | 2021-02-04 | Paper |
| Nonstationary panel models with latent group structures and cross-section dependence | 2021-02-04 | Paper |
| Conditional Independence Specification Testing for Dependent Processes with Local Polynomial Quantile Regression | 2020-11-10 | Paper |
| IDENTIFYING LATENT GROUPED PATTERNS IN COINTEGRATED PANELS | 2020-05-27 | Paper |
| Determining individual or time effects in panel data models | 2020-02-17 | Paper |
| Panel threshold regressions with latent group structures | 2020-02-11 | Paper |
| Strong Consistency of Spectral Clustering for Stochastic Block Models | 2020-01-28 | Paper |
| Semi-parametric single-index panel data models with interactive fixed effects: theory and practice | 2019-10-23 | Paper |
| Non-separable models with high-dimensional data | 2019-10-23 | Paper |
| The heterogeneous effects of the minimum wage on employment across states | 2019-10-10 | Paper |
| A smoothed Q‐learning algorithm for estimating optimal dynamic treatment regimes | 2019-06-07 | Paper |
| Identifying Latent Structures in Panel Data | 2019-01-31 | Paper |
| Identifying latent grouped patterns in panel data models with interactive fixed effects | 2018-10-12 | Paper |
| Estimation of large dimensional factor models with an unknown number of breaks | 2018-10-12 | Paper |
| Determining the number of groups in latent panel structures with an application to income and democracy | 2018-09-13 | Paper |
| A martingale-difference-divergence-based test for specification | 2018-09-12 | Paper |
| A practical test for strict exogeneity in linear panel data models with fixed effects | 2018-09-11 | Paper |
| GRANGER CAUSALITY AND STRUCTURAL CAUSALITY IN CROSS-SECTION AND PANEL DATA | 2017-05-16 | Paper |
| Sieve estimation of panel data models with cross section dependence | 2017-05-12 | Paper |
| SHRINKAGE ESTIMATION OF REGRESSION MODELS WITH MULTIPLE STRUCTURAL CHANGES | 2017-05-10 | Paper |
| Semiparametric GMM estimation of spatial autoregressive models | 2016-08-15 | Paper |
| Profile quasi-maximum likelihood estimation of partially linear spatial autoregressive models | 2016-08-01 | Paper |
| Local polynomial estimation of nonparametric simultaneous equations models | 2016-06-10 | Paper |
| A consistent characteristic function-based test for conditional independence | 2016-05-27 | Paper |
| Testing for monotonicity in unobservables under unconfoundedness | 2016-05-18 | Paper |
| ADAPTIVE NONPARAMETRIC REGRESSION WITH CONDITIONAL HETEROSKEDASTICITY | 2016-01-22 | Paper |
| Shrinkage estimation of common breaks in panel data models via adaptive group fused Lasso | 2015-12-18 | Paper |
| Sieve instrumental variable quantile regression estimation of functional coefficient models | 2015-12-18 | Paper |
| Shrinkage estimation of dynamic panel data models with interactive fixed effects | 2015-12-02 | Paper |
| Jackknife model averaging for quantile regressions | 2015-07-27 | Paper |
| Specification test for panel data models with interactive fixed effects | 2015-05-29 | Paper |
| Structural change estimation in time series regressions with endogenous variables | 2015-05-19 | Paper |
| QML estimation of dynamic panel data models with spatial errors | 2015-05-06 | Paper |
| Specification testing for transformation models with an application to generalized accelerated failure-time models | 2014-11-24 | Paper |
| TESTING HOMOGENEITY IN PANEL DATA MODELS WITH INTERACTIVE FIXED EFFECTS | 2014-06-23 | Paper |
| Testing conditional independence via empirical likelihood | 2014-06-04 | Paper |
| Nonparametric dynamic panel data models: kernel estimation and specification testing | 2014-04-03 | Paper |
| A NONPARAMETRIC GOODNESS-OF-FIT-BASED TEST FOR CONDITIONAL HETEROSKEDASTICITY | 2013-04-29 | Paper |
| Non‐parametric regression under location shifts | 2013-04-17 | Paper |
| More efficient estimation of nonparametric panel data models with random effects | 2013-01-28 | Paper |
| Profile likelihood estimation of partially linear panel data models with fixed effects | 2013-01-08 | Paper |
| A simple test for multivariate conditional symmetry | 2013-01-08 | Paper |
| Testing for common trends in semi‐parametric panel data models with fixed effects | 2012-07-13 | Paper |
| Testing structural change in time-series nonparametric regression models | 2012-01-25 | Paper |
| TESTING STRUCTURAL CHANGE IN PARTIALLY LINEAR MODELS | 2011-04-21 | Paper |
| Estimation and Forecasting of Dynamic Conditional Covariance: A Semiparametric Multivariate Model | 2011-04-13 | Paper |
| Semiparametric Estimator of Time Series Conditional Variance | 2010-10-11 | Paper |
| Functional coefficient estimation with both categorical and continuous data | 2010-06-30 | Paper |
| A NONPARAMETRIC HELLINGER METRIC TEST FOR CONDITIONAL INDEPENDENCE | 2009-06-11 | Paper |
| Testing for parameter stability in quantile regression models | 2008-11-14 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3534840 | 2008-11-05 | Paper |
| MORE EFFICIENT ESTIMATION IN NONPARAMETRIC REGRESSION WITH NONPARAMETRIC AUTOCORRELATED ERRORS | 2006-03-22 | Paper |
