| Publication | Date of Publication | Type |
|---|
Asymptotic properties of endogeneity corrections using nonlinear transformations
The Econometrics Journal | 2026-02-03 | Paper |
Sequential detector statistics for speculative bubbles
Journal of Time Series Analysis | 2025-08-25 | Paper |
BACKWARD CUSUM FOR TESTING AND MONITORING STRUCTURAL CHANGE WITH AN APPLICATION TO COVID-19 PANDEMIC DATA
Econometric Theory | 2023-08-15 | Paper |
Lagrange multiplier type tests for slope homogeneity in panel data models
Econometrics Journal | 2022-08-02 | Paper |
Testing for serial correlation in fixed-effects panel data models
Econometric Reviews | 2022-06-03 | Paper |
Lessons from a decade of IPS and LLC
Econometric Reviews | 2022-05-31 | Paper |
Double filter instrumental variable estimation of panel data models with weakly exogenous variables
Econometric Reviews | 2022-03-04 | Paper |
Estimation of heterogeneous panels with systematic slope variations
Journal of Econometrics | 2021-02-04 | Paper |
Forecasting inflation rates using daily data: a nonparametric MIDAS approach
Journal of Forecasting | 2017-06-30 | Paper |
Testing for structural breaks in dynamic factor models
Journal of Econometrics | 2016-08-12 | Paper |
Testing for short- and long-run causality: a frequency-domain approach
Journal of Econometrics | 2016-06-10 | Paper |
Analyzing business cycle asymmetries in a multi-level factor model
Economics Letters | 2015-09-29 | Paper |
Instrumental variable and variable addition based inference in predictive regressions
Journal of Econometrics | 2015-09-01 | Paper |
When bubbles burst: econometric tests based on structural breaks
Statistical Papers | 2013-11-11 | Paper |
GLS estimation of dynamic factor models
Journal of the American Statistical Association | 2012-01-18 | Paper |
Simple regression-based tests for spatial dependence
Econometrics Journal | 2011-07-27 | Paper |
COMMENTARIES ON “Unit Root Testing in Practice: Dealing with Uncertainty over the Trend and Initial Condition,” by David I. Harvey, Stephen J. Leybourne, and A.M. Robert Taylor
Econometric Theory | 2009-09-30 | Paper |
TESTING FOR UNIT ROOTS IN PANELS WITH A FACTOR STRUCTURE
Econometric Theory | 2009-06-11 | Paper |
Panel unit root tests under cross‐sectional dependence
Statistica Neerlandica | 2008-01-24 | Paper |
Temporal aggregation and spurious instantaneous causality in multiple time series models
Journal of Time Series Analysis | 2007-05-29 | Paper |
A RESIDUAL-BASED LM-TYPE TEST AGAINST FRACTIONAL COINTEGRATION
Econometric Theory | 2007-04-23 | Paper |
Dynamic factor models
AStA. Allgemeines Statistisches Archiv | 2007-01-24 | Paper |
A Parametric approach to the Estimation of Cointegration Vectors in Panel Data
Econometric Reviews | 2005-08-25 | Paper |
ON THE PROPERTIES OF SOME TESTS FOR COMMON STOCHASTIC TRENDS
Econometric Theory | 2003-05-18 | Paper |
Nonparametric tests for unit roots and cointegration.
Journal of Econometrics | 2003-04-02 | Paper |
Inference on the cointegration rank in fractionally integrated processes.
Journal of Econometrics | 2003-02-17 | Paper |
The Beveridge-Nelson Decomposition: A Different Perspective with New Results
Journal of Time Series Analysis | 2000-03-01 | Paper |
Testing for unit roots in panel data using a GMM approach
Statistical Papers | 1999-05-03 | Paper |
Impulse response functions for periodic integration
Economics Letters | 1998-06-30 | Paper |
Rank tests for unit roots
Journal of Econometrics | 1997-11-04 | Paper |
Modified stationarity tests with improved power in small samples
Statistical Papers | 1995-05-18 | Paper |
SOME SIMPLE TESTS OF THE MOVING-AVERAGE UNIT ROOT HYPOTHESIS
Journal of Time Series Analysis | 1995-03-01 | Paper |
