| Publication | Date of Publication | Type |
|---|
| LM Test of Neglected Correlated Random Effects and Its Application | 2024-10-09 | Paper |
| Sequentially estimating the structural equation by power transformation | 2024-05-22 | Paper |
| Forecasting with a panel Tobit model | 2023-11-16 | Paper |
| A UNIFORM BOUND ON THE OPERATOR NORM OF SUB-GAUSSIAN RANDOM MATRICES AND ITS APPLICATIONS | 2022-12-23 | Paper |
| Point-optimal panel unit root tests with serially correlated errors | 2022-07-26 | Paper |
| Estimation of graphical models using the L1,2 norm | 2022-06-24 | Paper |
| BLP-2LASSO for aggregate discrete choice models with rich covariates | 2022-06-24 | Paper |
| Estimation of high-dimensional seemingly unrelated regression models | 2022-03-04 | Paper |
| Forecasting With Dynamic Panel Data Models | 2021-06-07 | Paper |
| Panel forecasts of country-level Covid-19 infections | 2021-02-04 | Paper |
| Demand Estimation with High-Dimensional Product Characteristics | 2020-11-10 | Paper |
| A Uniform Bound on the Operator Norm of Sub-Gaussian Random Matrices and Its Applications | 2019-05-03 | Paper |
| Inference for VARs identified with sign restrictions | 2019-02-20 | Paper |
| Linear Regression for Panel With Unknown Number of Factors as Interactive Fixed Effects | 2019-01-30 | Paper |
| Estimation of random coefficients logit demand models with interactive fixed effects | 2018-10-12 | Paper |
| Many IVs estimation of dynamic panel regression models with measurement error | 2017-08-24 | Paper |
| Beyond panel unit root tests: using multiple testing to determine the nonstationarity properties of individual series in a panel | 2017-05-12 | Paper |
| DYNAMIC LINEAR PANEL REGRESSION MODELS WITH INTERACTIVE FIXED EFFECTS | 2017-05-10 | Paper |
| The Hausman test and weak instruments | 2016-08-10 | Paper |
| Estimation with overidentifying inequality moment conditions | 2016-07-25 | Paper |
| Incidental trends and the power of panel unit root tests | 2016-05-27 | Paper |
| Maximum score estimation of a nonstationary binary choice model | 2015-12-29 | Paper |
| Peter C. B. Phillips's contributions to panel data methods | 2014-09-05 | Paper |
| A predictability test for a small number of nested models | 2014-06-04 | Paper |
| Testing for a unit root in panels with dynamic factors | 2014-03-07 | Paper |
| Bayesian and frequentist inference in partially identified models | 2013-11-06 | Paper |
| Test of random versus fixed effects with small within variation | 2013-03-14 | Paper |
| Analysis of interactive fixed effects dynamic linear panel regression with measurement error | 2012-12-27 | Paper |
| PANEL DATA MODELS WITH FINITE NUMBER OF MULTIPLE EQUILIBRIA | 2010-07-23 | Paper |
| Asymptotic local power of pooled t-ratio tests for unit roots in panels with fixed effects | 2008-05-29 | Paper |
| ON THE BREITUNG TEST FOR PANEL UNIT ROOTS AND LOCAL ASYMPTOTIC POWER | 2007-04-23 | Paper |
| A STUDY OF A SEMIPARAMETRIC BINARY CHOICE MODEL WITH INTEGRATED COVARIATES | 2006-11-14 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3409064 | 2006-11-07 | Paper |
| GMM Estimation of Autoregressive Roots Near Unity with Panel Data | 2006-06-19 | Paper |
| Efficient Estimation of the Seemingly Unrelated Regression Cointegration Model and Testing for Purchasing Power Parity | 2005-05-23 | Paper |
| MINIMUM DISTANCE ESTIMATION OF NONSTATIONARY TIME SERIES MODELS | 2003-05-18 | Paper |
| A note on the nonstationary binary choice logit model | 2002-07-31 | Paper |
| Linear Regression Limit Theory for Nonstationary Panel Data | 2002-05-28 | Paper |
| How to estimate autoregressive roots near unity | 2001-11-01 | Paper |
| Estimation of autoregressive roots near unity using panel data | 2001-05-16 | Paper |
| Nonstationary panel data analysis: an overview of some recent developments | 2000-11-05 | Paper |
| A note on fully-modified estimation of seemingly unrelated regression models with integrated regressors. | 2000-01-12 | Paper |
