| Publication | Date of Publication | Type |
|---|
| Long monthly temperature series and the vector seasonal shifting mean and covariance autoregressive model | 2024-03-06 | Paper |
| Testing constancy of unconditional variance in volatility models by misspecification and specification tests | 2023-03-30 | Paper |
| Comprehensively testing linearity hypothesis using the smooth transition autoregressive model | 2022-09-14 | Paper |
| A Lagrange multiplier test for testing the adequacy of constant conditional correlation GARCH model | 2022-06-08 | Paper |
| Specification and testing of multiplicative time-varying GARCH models with applications | 2022-06-07 | Paper |
| Forecasting Macroeconomic Variables Using Neural Network Models and Three Automated Model Selection Techniques | 2022-06-07 | Paper |
| Modeling Conditional Correlations of Asset Returns: A Smooth Transition Approach | 2022-05-31 | Paper |
| Thresholds and Smooth Transitions in Vector Autoregressive Models | 2020-07-10 | Paper |
| Global hemispheric temperatures and co-shifting: a vector shifting-mean autoregressive analysis | 2019-12-19 | Paper |
| https://portal.mardi4nfdi.de/entity/Q2971502 | 2017-04-05 | Paper |
| Common factors in conditional distributions for bivariate time series | 2016-06-10 | Paper |
| A time series model for an exchange rate in a target zone with applications | 2016-06-10 | Paper |
| Modelling Nonlinear Economic Time Series | 2014-06-27 | Paper |
| Modelling volatility by variance decomposition | 2014-03-18 | Paper |
| Modelling volatility by variance decomposition | 2013-08-01 | Paper |
| Testing the Granger Noncausality Hypothesis in Stationary Nonlinear Models of Unknown Functional Form | 2013-05-13 | Paper |
| Specification, Estimation, and Evaluation of Smooth Transition Autoregressive Models | 2013-01-01 | Paper |
| Testing constancy of the error covariance matrix in vector models | 2012-09-23 | Paper |
| Testing for volatility interactions in the Constant Conditional Correlation GARCH model | 2010-06-08 | Paper |
| An Introduction to Univariate GARCH Models | 2009-11-27 | Paper |
| Multivariate GARCH Models | 2009-11-27 | Paper |
| A sequential procedure for determining the number of regimes in a threshold autoregressive model | 2007-02-13 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5474900 | 2006-06-26 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3368184 | 2006-01-27 | Paper |
| AN EXTENDED CONSTANT CONDITIONAL CORRELATION GARCH MODEL AND ITS FOURTH-MOMENT STRUCTURE | 2005-10-18 | Paper |
| SMOOTH TRANSITION AUTOREGRESSIVE MODELS — A SURVEY OF RECENT DEVELOPMENTS | 2004-09-21 | Paper |
| The effects of institutional and technological change and business cycle fluctuations on seasonal patterns in quarterly industrial production series | 2004-02-25 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4407587 | 2004-01-20 | Paper |
| MOMENT STRUCTURE OF A FAMILY OF FIRST-ORDER EXPONENTIAL GARCH MODELS | 2003-05-18 | Paper |
| Evaluating GARCH models. | 2003-02-17 | Paper |
| MODELING ASYMMETRIES AND MOVING EQUILIBRIA IN UNEMPLOYMENT RATES | 2002-08-28 | Paper |
| A SIMPLE VARIABLE SELECTION TECHNIQUE FOR NONLINEAR MODELS | 2002-07-28 | Paper |
| https://portal.mardi4nfdi.de/entity/Q2783441 | 2002-04-16 | Paper |
| FOURTH MOMENT STRUCTURE OF THE GARCH(p,q) PROCESS | 2001-06-05 | Paper |
| Testing parameter constancy in linear models against stochastic stationary parameters | 2000-02-13 | Paper |
| Properties of moments of a family of GARCH processes | 2000-01-31 | Paper |
| Properties of the Autocorrelation Function of Squared Observations for Second-order Garch Processes Under Two Sets of Parameter Constraints | 1999-09-14 | Paper |
| A simple nonlinear time series model with misleading linear properties | 1999-04-28 | Paper |
| Testing linearity against nonlinear moving average models | 1998-12-03 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4397010 | 1998-06-23 | Paper |
| Testing the adequacy of smooth transition autoregressive models | 1997-06-26 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3838962 | 1996-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4320725 | 1995-02-02 | Paper |
| Testing the constancy of regression parameters against continuous structural change | 1994-10-11 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5287462 | 1994-01-31 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3350539 | 1988-01-01 | Paper |
| Superiority comparisons between mixed regression estimators | 1988-01-01 | Paper |
| Testing linearity against smooth transition autoregressive models | 1988-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3817481 | 1988-01-01 | Paper |
| The extended Stein procedure for simultaneous model selection and parameter estimation | 1987-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3761497 | 1986-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3673894 | 1983-01-01 | Paper |
| Superiority comparisons of homogeneous linear estimators | 1982-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3894810 | 1981-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4742517 | 1981-01-01 | Paper |
| A note on the limits of a modified THEIL-estimator | 1980-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4118682 | 1977-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4124168 | 1977-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4151045 | 1977-01-01 | Paper |
| A Note on Bias in the Almon Distributed Lag Estimator | 1976-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4080601 | 1975-01-01 | Paper |
