| Publication | Date of Publication | Type |
|---|
| Common volatility shocks driven by the global carbon transition | 2024-03-06 | Paper |
| The impact of integrated measurement errors on modeling long-run macroeconomic time series | 2022-06-08 | Paper |
| Misspecification Testing: Non-Invariance of Expectations Models of Inflation | 2022-05-31 | Paper |
| Climate Econometrics: An Overview | 2021-01-12 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5110040 | 2020-05-15 | Paper |
| Modelling our changing world | 2019-07-17 | Paper |
| J. DENIS SARGAN AND THE ORIGINS OF LSE ECONOMETRIC METHODOLOGY | 2018-12-14 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4593688 | 2017-11-22 | Paper |
| Model selection when there are multiple breaks | 2017-05-12 | Paper |
| https://portal.mardi4nfdi.de/entity/Q2971497 | 2017-04-05 | Paper |
| https://portal.mardi4nfdi.de/entity/Q2971499 | 2017-04-05 | Paper |
| Forecasting with equilibrium-correction models during structural breaks | 2016-08-04 | Paper |
| A low-dimension portmanteau test for non-linearity | 2016-08-04 | Paper |
| Outliers and model selection: Discussion of the paper by Søren Johansen and Bent Nielsen | 2016-06-29 | Paper |
| Robustifying forecasts from equilibrium-correction systems | 2016-06-10 | Paper |
| Automatic Selection for Non-linear Models | 2015-07-02 | Paper |
| Mathematical Models and Economic Forecasting: Some Uses and Mis-Uses of Mathematics in Economics | 2015-06-22 | Paper |
| MODEL DISCOVERY AND TRYGVE HAAVELMO’S LEGACY | 2015-03-09 | Paper |
| Model selection in under-specified equations facing breaks | 2014-08-06 | Paper |
| Forecasting by factors, by variables, by both or neither? | 2014-06-06 | Paper |
| Unpredictability in economic analysis, econometric modeling and forecasting | 2014-06-04 | Paper |
| Evaluating Automatic Model Selection | 2013-06-14 | Paper |
| Econometric Modelling of Time Series with Outlying Observations | 2013-06-14 | Paper |
| On adding over-identifying instrumental variables to simultaneous equations | 2011-05-10 | Paper |
| Combining Disaggregate Forecasts or Combining Disaggregate Information to Forecast an Aggregate | 2011-04-13 | Paper |
| Nowcasting from disaggregates in the face of location shifts | 2011-01-06 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5309205 | 2007-10-09 | Paper |
| Causality and Exogeneity in Non-stationary Economic Time Series | 2007-06-19 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3433854 | 2007-04-20 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5474902 | 2006-06-26 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3375662 | 2006-03-16 | Paper |
| A DIALOGUE CONCERNING A NEW INSTRUMENT FOR ECONOMETRIC MODELING | 2005-10-18 | Paper |
| Computationally intensive econometrics using a distributed matrix-programming language | 2005-03-30 | Paper |
| Pooling of forecasts | 2005-01-06 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4407587 | 2004-01-20 | Paper |
| Modelling methodology and forecast failure | 2003-08-07 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4791407 | 2003-02-06 | Paper |
| Forecasting with difference-stationary and trend-stationary models | 2002-04-11 | Paper |
| Computer automation of general-to-specific model selection procedures | 2001-08-20 | Paper |
| Improving on ‘Data mining reconsidered’ by K.D. Hoover and S.J. Perez | 2001-08-05 | Paper |
| Forecasting non-stationary economic time series. With a foreword by Katarina Juselius | 2001-07-08 | Paper |
| Achievements and challenges in econometric methodology | 2001-01-01 | Paper |
| The computer as von Neumann planned it | 2000-09-10 | Paper |
| Forecasting Economic Time Series | 1999-12-20 | Paper |
| Co-integration, Error Correction, and the Econometric Analysis of Non-Stationary Data | 1998-11-25 | Paper |
| Dynamic Econometrics | 1998-07-19 | Paper |
| Typologies of linear dynamic systems and models | 1996-07-18 | Paper |
| On the interactions of unit roots and exogeneity | 1996-05-02 | Paper |
| Cointegration tests in the presence of structural breaks | 1996-04-08 | Paper |
| Encompassing in stationary linear dynamic models | 1995-06-18 | Paper |
| The Demand for M1 in the U.S.A., 1960-1988 | 1992-01-01 | Paper |
| An analogue model of phase-averaging procedures | 1990-01-01 | Paper |
| Econometric Evaluation of Linear Macro-Economic Models | 1986-01-01 | Paper |
| Empirical modeling in dynamic econometrics | 1986-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3221370 | 1985-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3702356 | 1984-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3711625 | 1984-01-01 | Paper |
| Present Position and Potential Developments: Some Personal Views: Time- Series Econometrics | 1984-01-01 | Paper |
| Exogeneity | 1983-01-01 | Paper |
| The Econometric Analysis of Economic Time Series | 1983-01-01 | Paper |
| On the formulation of empirical models in dynamic econometrics | 1982-01-01 | Paper |
| A reply to Professors Maasoumi and Phillips | 1982-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3662573 | 1982-01-01 | Paper |
| An Empirical Application and Monte Carlo Analysis of Tests of Dynamic Specification | 1980-01-01 | Paper |
| AUTOREG: A computer program library for dynamic econometric models with autoregressive errors | 1980-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3886830 | 1980-01-01 | Paper |
| The behaviour of inconsistent instrumental variables estimators in dynamic systems with autocorrelated errors | 1979-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4127847 | 1977-01-01 | Paper |
| The Properties of Autoregressive Instrumental Variables Estimators in Dynamic Systems | 1977-01-01 | Paper |
| The structure of simultaneous equations estimators | 1976-01-01 | Paper |
| Estimating Systems of Dynamic Reduced Form Equations with Vector Autoregressive Errors | 1976-01-01 | Paper |
| Monte Carlo methodology and the small sample behaviour of ordinary and two-stage least squares | 1974-01-01 | Paper |
| Maximum Likelihood Estimation of Difference Equations with Moving Average Errors: A Simulation Study | 1972-01-01 | Paper |
| Towards FORTRAN VI? Part 2. FORTRAN in the Modern World | 1969-01-01 | Paper |
