| Publication | Date of Publication | Type |
|---|
Forecasting Equity Premium: Global Historical Average Versus Local Historical Average and Constraints
Journal of Business and Economic Statistics | 2025-01-20 | Paper |
Model averaging estimation of panel data models with many instruments and boosting
Journal of Applied Statistics | 2024-04-12 | Paper |
Exact distribution of the F-statistic under heteroskedasticity of unknown form for improved inference
Journal of Statistical Computation and Simulation | 2022-03-18 | Paper |
Estimation of high-dimensional dynamic conditional precision matrices with an application to forecast combination
Econometric Reviews | 2022-03-09 | Paper |
Time-varying model averaging
Journal of Econometrics | 2021-05-04 | Paper |
Maximum entropy analysis of consumption-based capital asset pricing model and volatility
Journal of Econometric Methods | 2021-04-07 | Paper |
Stein-rule estimation and generalized shrinkage methods for forecasting using many predictors
Advances in Econometrics | 2020-11-10 | Paper |
Money-income Granger-causality in quantiles
Advances in Econometrics | 2020-11-10 | Paper |
Component-wise AdaBoost algorithms for high-dimensional binary classification and class probability prediction
Handbook of Statistics | 2020-07-10 | Paper |
Diagnostic checking for the adequacy of nonlinear time series models
Econometric Theory | 2018-12-21 | Paper |
Testing for Neglected Nonlinearity Using Regularized Artificial Neural Networks
Recent Advances in Estimating Nonlinear Models | 2018-12-13 | Paper |
Testing for neglected nonlinearity using artificial neural networks with many randomized hidden unit activations
Journal of Time Series Econometrics | 2018-02-07 | Paper |
Copula-based multivariate GARCH model with uncorrelated dependent errors
Journal of Econometrics | 2016-07-04 | Paper |
Bagging binary and quantile predictors for time series
Journal of Econometrics | 2016-06-10 | Paper |
Nonparametric and semiparametric regressions subject to monotonicity constraints: estimation and forecasting
Journal of Econometrics | 2014-06-04 | Paper |
To combine forecasts or to combine information?
Econometric Reviews | 2010-12-15 | Paper |
Asymmetric predictive abilities of nonlinear models for stock returns: evidence from density forecast comparison
Advances in Econometrics | 2010-06-30 | Paper |
Neural Network Test and Nonparametric Kernel Test for Neglected Nonlinearity in Regression Models
Studies in Nonlinear Dynamics & Econometrics | 2006-01-27 | Paper |
On the robustness of cointegration tests when series are fractionally intergrated
Journal of Applied Statistics | 2004-05-27 | Paper |
Nonparametric bootstrap tests for neglected nonlinearity in time series regression models∗
Journal of Nonparametric Statistics | 2001-09-19 | Paper |
The effect of aggregation on nonlinearity
Econometric Reviews | 1999-01-01 | Paper |
Pitfalls in testing for long run relationships
Journal of Econometrics | 1998-01-01 | Paper |
Disequilibrium and uncertainty in cointegrated systems
Economics Letters | 1997-02-28 | Paper |
RELATIVE POWER OF t TYPE TESTS FOR STATIONARY AND UNIT ROOT PROCESSES
Journal of Time Series Analysis | 1996-03-20 | Paper |
Cointegration tests with conditional heteroskedasticity.
Journal of Econometrics | 1996-01-01 | Paper |
Testing for neglected nonlinearity in time series models. A comparison of neural network methods and alternative tests
Journal of Econometrics | 1993-05-16 | Paper |
