| Publication | Date of Publication | Type |
|---|
In-fill asymptotic distribution of the change point estimator when estimating breaks one at a time
Journal of Time Series Econometrics | 2024-01-22 | Paper |
Stochastic local and moderate departures from a unit root and its application to unit root testing
Journal of Time Series Analysis | 2024-01-11 | Paper |
On the asymptotic behavior of bubble date estimators
Journal of Time Series Analysis | 2023-08-24 | Paper |
Confidence sets for the break date based on optimal tests
Econometrics Journal | 2022-07-27 | Paper |
Novel panel cointegration tests emending for cross-section dependence with \(N\) fixed
Econometrics Journal | 2022-07-27 | Paper |
Power properties of the modified CUSUM tests
Communications in Statistics: Theory and Methods | 2022-06-10 | Paper |
Asymptotic properties of bubble monitoring tests
Econometric Reviews | 2022-03-04 | Paper |
| scientific article; zbMATH DE number 7387535 (Why is no real title available?) | 2021-08-27 | Paper |
Asymptotic behavior of delay times of bubble monitoring tests
Journal of Time Series Analysis | 2021-06-30 | Paper |
Testing for parameter constancy in the time series direction in panel data models
Journal of Statistical Computation and Simulation | 2020-03-27 | Paper |
Monitoring parameter changes in models with a trend
Journal of Statistical Planning and Inference | 2020-02-28 | Paper |
Confidence Sets for the Date of a Structural Change at the End of a Sample
Journal of Time Series Analysis | 2018-11-16 | Paper |
Testing for multiple structural changes with non-homogeneous regressors
Journal of Time Series Econometrics | 2018-02-07 | Paper |
Monitoring Parameter Constancy with Endogenous Regressors
Journal of Time Series Analysis | 2017-09-18 | Paper |
Model selection criteria in multivariate models with multiple structural changes
Journal of Econometrics | 2016-08-12 | Paper |
Asymptotic properties of the efficient estimators for cointegrating regression models with serially dependent errors
Journal of Econometrics | 2016-07-04 | Paper |
Improving the finite sample performance of tests for a shift in mean
Journal of Statistical Planning and Inference | 2015-12-07 | Paper |
| Tests for a level shift and the non-monotonic power problem | 2015-04-27 | Paper |
A simple panel stationarity test in the presence of serial correlation and a common factor
Economics Letters | 2012-07-06 | Paper |
Reducing the size distortion of the KPSS test
Journal of Time Series Analysis | 2011-11-26 | Paper |
Test for the null hypothesis of cointegration with reduced size distortion
Journal of Time Series Analysis | 2010-04-22 | Paper |
The role of ``leads in the dynamic OLS estimation of cointegrating regression models
Mathematics and Computers in Simulation | 2008-12-17 | Paper |
The Wald-Type Test of a Normalization of Cointegrating Vectors
JOURNAL OF THE JAPAN STATISTICAL SOCIETY | 2008-12-01 | Paper |
Testing for the Null Hypothesis of Cointegration with a Structural Break
Econometric Reviews | 2008-01-18 | Paper |
Efficient estimation and inference in cointegrating regressions with structural change
Journal of Time Series Analysis | 2007-12-16 | Paper |
Tests for Long-Run Granger Non-Causality in Cointegrated Systems
Journal of Time Series Analysis | 2007-05-29 | Paper |
EQUIVALENCE OF TWO EXPRESSIONS OF THE IMPACT MATRIX
Econometric Theory | 2006-03-22 | Paper |
THE RANK OF A SUBMATRIX OF COINTEGRATION
Econometric Theory | 2005-06-07 | Paper |
Some Properties of the Point Optimal Invariant Test for the Constancy of Parameters
JOURNAL OF THE JAPAN STATISTICAL SOCIETY | 2005-05-23 | Paper |
THE LIMITING PROPERTIES OF THE CANOVA AND HANSEN TEST UNDER LOCAL ALTERNATIVES
Econometric Theory | 2003-05-18 | Paper |
Testing for stationarity with a break
Journal of Econometrics | 2003-04-02 | Paper |
TESTING FOR PERIODIC STATIONARITY
Econometric Reviews | 2002-01-01 | Paper |
Modified lag augmented vector autoregressions
Econometric Reviews | 2000-08-06 | Paper |
