| Publication | Date of Publication | Type |
|---|
Time-varying correlations in multivariate unobserved components time series models
Journal of the Royal Statistical Society. Series A. Statistics in Society | 2026-02-12 | Paper |
A dynamic factor model approach to incorporate big data in state space models for official statistics
Journal of the Royal Statistical Society. Series A. Statistics in Society | 2025-01-31 | Paper |
Multilevel hierarchical Bayesian \textit{versus} state space approach in time series small area estimation: the Dutch travel survey
Journal of the Royal Statistical Society. Series A. Statistics in Society | 2025-01-13 | Paper |
Multivariate state space approach to variance reduction in series with level and variance breaks due to survey redesigns
Journal of the Royal Statistical Society. Series A. Statistics in Society | 2025-01-10 | Paper |
Consistency of averaged impulse response estimators in vector autoregressive models
Journal of Time Series Analysis | 2024-09-12 | Paper |
Focused information criterion for locally misspecified vector autoregressive models
Econometric Reviews | 2022-03-04 | Paper |
Multivariate Dynamic Probit Models: An Application to Financial Crises Mutation
VAR Models in Macroeconomics – New Developments and Applications: Essays in Honor of Christopher A. Sims | 2020-07-10 | Paper |
Testing for jumps in conditionally Gaussian ARMA-GARCH models, a robust approach
Computational Statistics and Data Analysis | 2018-08-15 | Paper |
On the univariate representation of BEKK models with common factors
Journal of Time Series Econometrics | 2018-02-07 | Paper |
Cross-sectional dependence robust block bootstrap panel unit root tests
Journal of Econometrics | 2016-08-12 | Paper |
Studying co-movements in large multivariate data prior to multivariate modelling
Journal of Econometrics | 2016-07-04 | Paper |
Common cyclical features analysis in VAR models with cointegration
Journal of Econometrics | 2016-06-10 | Paper |
Macro-panels and reality
Economics Letters | 2013-01-29 | Paper |
Cross-sectional dependence robust block bootstrap panel unit root tests
Journal of Econometrics | 2011-07-01 | Paper |
A sieve bootstrap test for cointegration in a conditional error correction model
Econometric Theory | 2010-07-23 | Paper |
Panel unit root tests in the presence of cross-sectional dependencies: comparison and implications for modelling
Econometric Reviews | 2010-04-23 | Paper |
Bootstrap Unit-Root Tests: Comparison and Extensions
Journal of Time Series Analysis | 2009-02-28 | Paper |
Regret aversion and annuity risk in defined contribution pension plans
Insurance Mathematics & Economics | 2008-06-25 | Paper |
Bootstrap Unit-Root Tests: Comparison and Extensions
Journal of Time Series Analysis | 2008-03-01 | Paper |
SEPARATION, WEAK EXOGENEITY, AND P-T DECOMPOSITION IN COINTEGRATED VAR SYSTEMS WITH COMMON FEATURES
Econometric Reviews | 2004-03-22 | Paper |
Sources of asymmetry in production factor dynamics
Journal of Econometrics | 1998-05-10 | Paper |
| scientific article; zbMATH DE number 762935 (Why is no real title available?) | 1995-11-28 | Paper |
| scientific article; zbMATH DE number 762917 (Why is no real title available?) | 1995-06-12 | Paper |
Asymmetric Adjustment Costs in Non-linear labour Demand Models for the Netherlands and U.K. Manufacturing Sectors
Review of Economic Studies | 1993-08-23 | Paper |
Generalized Least Squares Estimation of Linear Models Containing Rational Future Expectations
International Economic Review | 1991-01-01 | Paper |
Asymptotic least-squares estimation efficiency considerations and applications
Journal of Applied Econometrics | 1990-01-01 | Paper |
Intertemporal consumer behaviour under structural changes in income
Econometric Reviews | 1989-01-01 | Paper |
Efficiency gains due to using missing data procedures in regression models
Statistical Papers | 1988-01-01 | Paper |
Computing Wald criteria for nested hypotheses
Statistical Papers | 1988-01-01 | Paper |
Wald Criteria for Jointly Testing Equality and Inequality Restrictions
Econometrica | 1986-01-01 | Paper |
Structural econometric modeling and time series analysis
Applied Mathematics and Computation | 1986-01-01 | Paper |
| scientific article; zbMATH DE number 3886949 (Why is no real title available?) | 1985-01-01 | Paper |
| scientific article; zbMATH DE number 3878183 (Why is no real title available?) | 1984-01-01 | Paper |
Efficient Estimation of the Geometric Distributed Lag Model: Some Monte Carlo Results on Small Sample Properties
International Economic Review | 1984-01-01 | Paper |
Linear regression using both temporally aggregated and temporally disaggregated data
Journal of Econometrics | 1982-01-01 | Paper |
