| Publication | Date of Publication | Type |
|---|
A gentle introduction to matrix calculus
Journal of Econometrics | 2025-01-16 | Paper |
Comments on “Unobservable Selection and Coefficient Stability: Theory and Evidence” and “Poorly Measured Confounders are More Useful on the Left Than on the Right”
Journal of Business and Economic Statistics | 2024-11-08 | Paper |
Corrigendum to Maximum Likelihood Estimation of the Multivariate Normal Mixture Model
Journal of the American Statistical Association | 2024-11-01 | Paper |
The reliability of user authentication through keystroke dynamics
Statistica Neerlandica | 2024-07-17 | Paper |
Shrinkage efficiency bounds: An extension
Communications in Statistics. Theory and Methods | 2024-07-12 | Paper |
Earthquake Risk Embedded in Property Prices: Evidence From Five Japanese Cities
Journal of the American Statistical Association | 2023-03-09 | Paper |
Sampling properties of the Bayesian posterior mean with an application to WALS estimation
Journal of Econometrics | 2022-09-14 | Paper |
Gauss on least-squares and maximum-likelihood estimation
Archive for History of Exact Sciences | 2022-06-14 | Paper |
Weighted-average least squares prediction
Econometric Reviews | 2022-06-03 | Paper |
Posterior moments and quantiles for the normal location model with Laplace prior
Communications in Statistics: Theory and Methods | 2022-05-25 | Paper |
The estimation of normal mixtures with latent variables
Communications in Statistics: Theory and Methods | 2022-05-23 | Paper |
The Jacobian of the exponential function
Journal of Economic Dynamics and Control | 2021-11-16 | Paper |
Zero-diagonality as a linear structure
Economics Letters | 2020-11-04 | Paper |
Expected utility and catastrophic risk in a stochastic economy-climate model
Journal of Econometrics | 2019-12-19 | Paper |
Matrix differential calculus with applications in statistics and econometrics
| 2019-03-28 | Paper |
Statistics
| 2018-09-14 | Paper |
Weighted-average least squares estimation of generalized linear models
Journal of Econometrics | 2018-04-18 | Paper |
A comparison of two model averaging techniques with an application to growth empirics
Journal of Econometrics | 2016-07-25 | Paper |
The efficiency of top agents: an analysis through service strategy in tennis
Journal of Econometrics | 2016-07-04 | Paper |
Weighted average least squares estimation with nonspherical disturbances and an application to the Hong Kong housing market
Computational Statistics and Data Analysis | 2016-01-12 | Paper |
Expected utility and catastrophic consumption risk
Insurance Mathematics & Economics | 2015-09-14 | Paper |
WEIGHTED‐AVERAGE LEAST SQUARES (WALS): A SURVEY
Journal of Economic Surveys | 2014-11-04 | Paper |
Records in athletics through extreme-value theory
Journal of the American Statistical Association | 2014-05-02 | Paper |
A characterization of Bayesian robustness for a normal location parameter
Sankhyā. Series B | 2014-03-14 | Paper |
On the harm that ignoring pretesting can cause
Journal of Econometrics | 2014-03-07 | Paper |
Analyzing Wimbledon. The power of statistics
| 2014-02-03 | Paper |
Pareto utility
Theory and Decision | 2013-09-09 | Paper |
The asymptotic variance of the pseudo maximum likelihood estimator
Econometric Theory | 2012-05-14 | Paper |
Bayesian Model Averaging and Weighted-Average Least Squares: Equivariance, Stability, and Numerical Issues
The Stata Journal: Promoting communications on statistics and Stata | 2011-12-01 | Paper |
Global warming and local dimming: the statistical evidence
Journal of the American Statistical Association | 2011-10-28 | Paper |
Rejoinder: ``Global warming and local dimming: the statistical evidence
Journal of the American Statistical Association | 2011-10-28 | Paper |
Maximum likelihood estimation of the multivariate normal mixture model
Journal of the American Statistical Association | 2011-02-01 | Paper |
On the concept of matrix derivative
Journal of Multivariate Analysis | 2010-09-01 | Paper |
Specification of variance matrices for panel data models
Econometric Theory | 2010-02-26 | Paper |
On the estimation of a large sparse Bayesian system: the Snaer program
Computational Statistics and Data Analysis | 2009-06-16 | Paper |
USING MACRO DATA TO OBTAIN BETTER MICRO FORECASTS
Econometric Theory | 2009-06-11 | Paper |
Local sensitivity and diagnostic tests
Econometrics Journal | 2007-08-09 | Paper |
On Theil's errors
Econometrics Journal | 2005-11-21 | Paper |
scientific article; zbMATH DE number 2230055 (Why is no real title available?)
| 2005-11-18 | Paper |
Forecasting the winner of a tennis match.
European Journal of Operational Research | 2003-06-09 | Paper |
Estimation of the mean of a univariate normal distribution with known variance
Econometrics Journal | 2002-08-28 | Paper |
Estimation of Regression Coefficients of Interest when Other Regression Coefficients are of no Interest
Econometrica | 2002-05-28 | Paper |
Notation in econometrics: a proposal for a standard
Econometrics Journal | 2002-01-01 | Paper |
On the sensitivity of the usual \(t\)- and \(F\)-tests to covariance misspecification
Journal of Econometrics | 2001-10-03 | Paper |
The traditional pretest estimator
Theory of Probability and its Applications | 2001-05-02 | Paper |
The sensitivity of OLS when the variance matrix is (partially) unknown
Journal of Econometrics | 1999-11-08 | Paper |
scientific article; zbMATH DE number 1321691 (Why is no real title available?)
| 1999-08-09 | Paper |
scientific article; zbMATH DE number 1261669 (Why is no real title available?)
| 1999-03-15 | Paper |
Evaluation of moments of quadratic forms and ratios of quadratic forms in normal variables: Background, motivation and examples
Computational Statistics | 1993-10-07 | Paper |
The evaluation of cumulants and moments of quadratic forms in normal variables (CUM): Technical description
Computational Statistics | 1993-10-07 | Paper |
The evaluation of moments of ratios of quadratic forms in normal variables and related statistics (QRMOM): Technical description
Computational Statistics | 1993-10-07 | Paper |
scientific article; zbMATH DE number 192992 (Why is no real title available?)
| 1993-06-05 | Paper |
scientific article; zbMATH DE number 40988 (Why is no real title available?)
| 1992-09-17 | Paper |
scientific article; zbMATH DE number 4182622 (Why is no real title available?)
| 1990-01-01 | Paper |
The exact multi-period mean-square forecast error for the first-order autoregressive model with an intercept
Journal of Econometrics | 1989-01-01 | Paper |
The exact multi-period mean-square forecast error for the first-order autoregressive model
Journal of Econometrics | 1988-01-01 | Paper |
On the Maximum Likelihood Estimation of Multivariate Regression Models Containing Serially Correlated Error Components
International Economic Review | 1988-01-01 | Paper |
A representation theorem for (tr \(A^ p)^{1/p}\)
Linear Algebra and its Applications | 1987-01-01 | Paper |
Consistent maximum-likelihood estimation with dependent observations. The general (nonnormal) case and the normal case
Journal of Econometrics | 1986-01-01 | Paper |
ON THE FIRST–ORDER EFFICIENCY AND ASYMPTOTIC NORMALITY OF MAXIMUM LIKELIHOOD ESTIMATORS OBTAINED FROM DEPENDENT OBSERVATIONS
Statistica Neerlandica | 1986-01-01 | Paper |
Matrix differential calculus with applications to simple, Hadamard, and Kronecker products
Journal of Mathematical Psychology | 1985-01-01 | Paper |
L-structured matrices and linear matrix equations∗
Linear and Multilinear Algebra | 1983-01-01 | Paper |
Multivariate error components analysis of linear and nonlinear regression models by maximum likelihood
Journal of Econometrics | 1982-01-01 | Paper |
The Elimination Matrix: Some Lemmas and Applications
SIAM Journal on Algebraic Discrete Methods | 1980-01-01 | Paper |
scientific article; zbMATH DE number 3673386 (Why is no real title available?)
| 1980-01-01 | Paper |
The expectation of products of quadratic forms in normal variables: the practice
Statistica Neerlandica | 1979-01-01 | Paper |
The commutation matrix: Some properties and applications
The Annals of Statistics | 1979-01-01 | Paper |
The moments of products of quadratic forms in normal variables
Statistica Neerlandica | 1978-01-01 | Paper |
Maximum likelihood estimation of the GLS model with unknown parameters in the disturbance covariance matrix
Journal of Econometrics | 1978-01-01 | Paper |
