| Publication | Date of Publication | Type |
|---|
Permutation Tests for Comparing Inequality Measures
Journal of Business and Economic Statistics | 2024-11-08 | Paper |
Identification-Robust Inference With Simulation-Based Pseudo-Matching
Journal of Business and Economic Statistics | 2024-03-05 | Paper |
Identification-robust beta pricing, spanning, mimicking portfolios, and the benchmark neutrality of catastrophe bonds
Journal of Econometrics | 2023-08-18 | Paper |
Finite sample inference in multivariate instrumental regressions with an application to Catastrophe bonds*
Econometric Reviews | 2023-07-25 | Paper |
Simulation‐based finite sample normality tests in linear regressions
Econometrics Journal | 2023-07-07 | Paper |
Finite-sample resampling-based combined hypothesis tests, with applications to serial correlation and predictability
Communications in Statistics. Simulation and Computation | 2021-11-19 | Paper |
Projection-based inference with particle swarm optimization
Journal of Economic Dynamics and Control | 2021-11-16 | Paper |
Monte Carlo two-stage indirect inference (2SIF) for autoregressive panels
Journal of Econometrics | 2021-02-09 | Paper |
Dynamic panels with MIDAS covariates: nonlinearity, estimation and fit
Journal of Econometrics | 2021-02-04 | Paper |
Combining \(p\)-values to test for multiple structural breaks in cointegrated regressions
Journal of Econometrics | 2019-07-01 | Paper |
Identification-robust estimation and testing of the zero-beta CAPM
Review of Economic Studies | 2019-01-23 | Paper |
Identification and inference in two-pass asset pricing models
Journal of Economic Dynamics and Control | 2018-08-10 | Paper |
Identification robust confidence set methods for inference on parameter ratios with application to discrete choice models
Journal of Econometrics | 2016-08-04 | Paper |
Finite sample multivariate structural change tests with application to energy demand models
Journal of Econometrics | 2016-05-27 | Paper |
Simulation-based finite-sample tests for heteroskedasticity and ARCH effects
Journal of Econometrics | 2015-12-29 | Paper |
Identification robust inference in cointegrating regressions
Journal of Econometrics | 2014-08-06 | Paper |
Exact confidence sets and goodness-of-fit methods for stable distributions
Journal of Econometrics | 2014-06-04 | Paper |
Estimation uncertainty in structural inflation models with real wage rigidities
Computational Statistics and Data Analysis | 2014-04-14 | Paper |
Exact test for breaks in covariance in multivariate regressions
Economics Letters | 2013-01-28 | Paper |
On the precision of Calvo parameter estimates in structural NKPC models
Journal of Economic Dynamics and Control | 2010-11-05 | Paper |
Finite sample multivariate tests of asset pricing models with coskewness
Computational Statistics and Data Analysis | 2010-03-30 | Paper |
Identification-robust simulation-based inference in joint discrete/continuous models for energy markets
Computational Statistics and Data Analysis | 2009-06-12 | Paper |
Inflation dynamics and the New Keynesian Phillips curve: an identification robust econometric analysis
Journal of Economic Dynamics and Control | 2008-12-12 | Paper |
Exact tests of the stability of the Phillips curve: the Canadian case
Computational Statistics and Data Analysis | 2008-11-26 | Paper |
Simulation-based exact jump tests in models with conditional heteroskedasticity
Journal of Economic Dynamics and Control | 2008-10-24 | Paper |
Exact multivariate tests of asset pricing models with stable asymmetric distributions
| 2006-02-13 | Paper |
Simulation-based finite-sample tests for heteroskedasticity and ARCH effects
Journal of Econometrics | 2004-10-01 | Paper |
scientific article; zbMATH DE number 2065160 (Why is no real title available?)
| 2004-05-18 | Paper |
Simulation based finite and large sample tests in multivariate regressions
Journal of Econometrics | 2003-04-02 | Paper |
Exact tests for contemporaneous correlation of disturbances in seemingly unrelated regressions.
Journal of Econometrics | 2003-02-17 | Paper |
