| Publication | Date of Publication | Type |
|---|
Multivariate kernel regression in vector and product metric spaces
Journal of Econometrics | 2026-02-18 | Paper |
Wald tests when restrictions are locally singular
The Annals of Statistics | 2025-06-06 | Paper |
Kernel-weighted specification testing under general distributions
Bernoulli | 2024-07-02 | Paper |
GARCH Model Estimation Using Estimated Quadratic Variation
Econometric Reviews | 2022-06-03 | Paper |
Simple and reliable estimators of coefficients of interest in a model with high-dimensional confounding effects
Journal of Econometrics | 2021-02-09 | Paper |
Limit theory and inference about conditional distributions
Essays in Honor of Peter C. B. Phillips | 2020-11-10 | Paper |
| A technical note on divergence of the Wald statistic | 2019-06-13 | Paper |
The consequences of misspecification in time series processes
Economics Letters | 2017-11-09 | Paper |
Kernel estimation when density may not exist: a corrigendum
Econometric Theory | 2017-09-15 | Paper |
Properties and estimation of asymmetric exponential power distribution
Journal of Econometrics | 2016-07-04 | Paper |
On the periodicity of solutions to dynamic problems of costly price adjustment under inflation
Economics Letters | 2016-01-01 | Paper |
Measurement error and deconvolution in spaces of generalized functions
Econometric Theory | 2015-01-07 | Paper |
On existence of moment of mean reversion estimator in linear diffusion models
Economics Letters | 2014-04-03 | Paper |
| Wald tests when restrictions are locally singular | 2013-12-02 | Paper |
Estimation and testing in a regression model with spherically symmetric errors
Economics Letters | 2013-10-24 | Paper |
| Nonparametric functionals as generalized functions | 2013-03-06 | Paper |
Non- and semi-parametric estimation in models with unknown smoothness
Economics Letters | 2013-01-08 | Paper |
Smoothness adaptive average derivative estimation
Econometrics Journal | 2010-06-01 | Paper |
Robust Estimation in Binary Choice Models
Communications in Statistics: Theory and Methods | 2010-03-18 | Paper |
KERNEL ESTIMATION WHEN DENSITY MAY NOT EXIST
Econometric Theory | 2009-06-11 | Paper |
Asymptotics for estimation of quantile regressions with truncated infinite-dimensional proc\-ess\-es
Journal of Multivariate Analysis | 2009-02-09 | Paper |
Properties and estimation of asymmetric exponential power distribution
Journal of Econometrics | 2009-01-01 | Paper |
Robust kernel estimator for densities of unknown smoothness
Journal of Nonparametric Statistics | 2008-01-09 | Paper |
On the estimation of residual variance in nonparametric regression
Journal of Nonparametric Statistics | 2007-04-16 | Paper |
ESTIMATION OF THE VECTOR MOVING AVERAGE MODEL BY VECTOR AUTOREGRESSION
Econometric Reviews | 2004-03-22 | Paper |
| scientific article; zbMATH DE number 2051039 (Why is no real title available?) | 2004-03-07 | Paper |
ASYMPTOTIC THEORY FOR SOME HIGH BREAKDOWN POINT ESTIMATORS
Econometric Theory | 2003-05-18 | Paper |
ON INTERCEPT ESTIMATION IN THE SAMPLE SELECTION MODEL
Econometric Theory | 2003-05-18 | Paper |
On the distributions of augmented Dickey-Fuller statistics in processes with moving average components
Journal of Econometrics | 2000-08-13 | Paper |
Transforming the error-components model for estimation with general ARMA disturbances
Journal of Econometrics | 1999-11-08 | Paper |
On some simple, autoregression-based estimation and identification techniques for ARMA models
Biometrika | 1997-01-01 | Paper |
A simple noniterative estimator for moving average models
Biometrika | 1994-07-04 | Paper |
INFLATION AND THE TIMING OF PRICE CHANGES (*)
Metroeconomica | 1992-09-27 | Paper |
Estimation of a linear regression model with stationary ARMA (p,q) errors
Journal of Econometrics | 1991-01-01 | Paper |
On the Robustness of LM, LR, and W Tests in Regression Models
Econometrica | 1984-01-01 | Paper |
