| Publication | Date of Publication | Type |
|---|
Robust hypothesis tests for M-estimators with possibly non-differentiable estimating functions
Econometrics Journal | 2022-07-27 | Paper |
Double machine learning with gradient boosting and its application to the Big \(N\) audit quality effect
Journal of Econometrics | 2020-03-20 | Paper |
Testing for central dominance: method and application
Journal of Econometrics | 2017-01-13 | Paper |
Quantile regression on quantile ranges -- a threshold approach
Journal of Time Series Analysis | 2017-01-12 | Paper |
Estimation of conditional moment restrictions without assuming parameter identifiability in the implied unconditional moments
Journal of Econometrics | 2016-08-12 | Paper |
Assessing value at risk with CARE, the conditional autoregressive expectile models
Journal of Econometrics | 2016-07-04 | Paper |
Corrigendum to: ``The pseudo-true score encompassing test for non-nested hypotheses
Journal of Econometrics | 2016-05-27 | Paper |
Constructing smooth tests without estimating the eigenpairs of the limiting process
Journal of Econometrics | 2014-08-07 | Paper |
Testing over-identifying restrictions without consistent estimation of the asymptotic covariance matrix
Journal of Econometrics | 2014-06-04 | Paper |
Change-point estimation of nonstationary \(I(d)\) processes
Economics Letters | 2013-01-29 | Paper |
Improved HAC covariance matrix estimation based on forecast errors
Economics Letters | 2013-01-29 | Paper |
An encompassing test for non-nested quantile regression models
Economics Letters | 2010-05-27 | Paper |
RobustMTests Without Consistent Estimation of the Asymptotic Covariance Matrix
Journal of the American Statistical Association | 2007-08-20 | Paper |
A New Test of the Martingale Difference Hypothesis
Studies in Nonlinear Dynamics & Econometrics | 2006-01-27 | Paper |
The pseudo-true score encompassing test for non-nested hypotheses.
Journal of Econometrics | 2003-02-17 | Paper |
Distinguishing between trend-break models: method and empirical evidence
Econometrics Journal | 2002-08-28 | Paper |
A note on tests for partial parameter instability in the trend stationary model.
Economics Letters | 2002-07-24 | Paper |
Testing time reversibility without moment restrictions
Journal of Econometrics | 2001-10-03 | Paper |
Monitoring structural changes with the generalized fluctuation test
Econometric Theory | 2001-09-02 | Paper |
Testing parameter constancy in models with infinite variance errors.
Economics Letters | 2001-08-20 | Paper |
Change‐Point Estimation of Fractionally Integrated Processes
Journal of Time Series Analysis | 1999-08-10 | Paper |
Tests for changes in models with a polynomial trend
Journal of Econometrics | 1999-01-27 | Paper |
Spurious number of breaks
Economics Letters | 1997-02-27 | Paper |
Artificial neural networks: an econometric perspective∗
Econometric Reviews | 1996-03-05 | Paper |
The generalized fluctuation test: A unifying view
Econometric Reviews | 1996-03-05 | Paper |
MOSUM tests for parameter constancy
Biometrika | 1995-10-10 | Paper |
Adaptive Learning with Nonlinear Dynamics Driven by Dependent Processes
Econometrica | 1994-12-11 | Paper |
A range-CUSUM test with recursive residuals
Economics Letters | 1994-08-29 | Paper |
Implementing the fluctuation and moving-estimates tests in dynamic econometric models
Economics Letters | 1994-07-03 | Paper |
Learning Algorithms for Neural-Net Decision Support
ORSA Journal on Computing | 1994-03-24 | Paper |
