| Publication | Date of Publication | Type |
|---|
Bootstraps for dynamic panel threshold models
Journal of Econometrics | 2026-02-18 | Paper |
Fast inference for quantile regression with tens of millions of observations
Journal of Econometrics | 2025-06-19 | Paper |
Is There a Jump in the Transition?
Journal of Business and Economic Statistics | 2024-10-09 | Paper |
Robust inference on infinite and growing dimensional time-series regression
Econometrica | 2024-05-13 | Paper |
Testing stochastic dominance with many conditioning variables
Journal of Econometrics | 2023-06-29 | Paper |
Frequent or systematic changes? Discussion on ``Detecting possibly frequent change-points: wild binary segmentation 2 and steepest-drop model selection.''
Journal of the Korean Statistical Society | 2022-04-27 | Paper |
Factor-driven two-regime regression
The Annals of Statistics | 2021-09-28 | Paper |
Sparse HP filter: finding kinks in the COVID-19 contact rate
Journal of Econometrics | 2021-02-04 | Paper |
Robust inference for threshold regression models
Journal of Econometrics | 2019-07-01 | Paper |
The Lasso for high dimensional regression with a possible change point
Journal of the Royal Statistical Society Series B: Statistical Methodology | 2019-05-09 | Paper |
Oracle estimation of a change point in high-dimensional quantile regression
Journal of the American Statistical Association | 2018-12-04 | Paper |
Local M-estimation with discontinuous criterion for dependent and limited observations
The Annals of Statistics | 2018-04-27 | Paper |
Dynamic panels with threshold effect and endogeneity
Journal of Econometrics | 2016-11-03 | Paper |
Testing for non-nested conditional moment restrictions using unconditional empirical likelihood
Journal of Econometrics | 2016-08-15 | Paper |
Semiparametric estimation of a binary response model with a change-point due to a covariate threshold
Journal of Econometrics | 2016-06-13 | Paper |
A smoothed least squares estimator for threshold regression models
Journal of Econometrics | 2016-05-27 | Paper |
Bootstrap testing for the null of no cointegration in a threshold vector error correction model
Journal of Econometrics | 2016-05-02 | Paper |
Structural-break models under mis-specification: implications for forecasting
Journal of Econometrics | 2015-07-27 | Paper |
Testing for Threshold Effects in Regression Models
Journal of the American Statistical Association | 2015-06-17 | Paper |
Testing for Threshold Effects in Regression Models
Journal of the American Statistical Association | 2015-06-17 | Paper |
Specification tests for lattice processes
Econometric Theory | 2015-04-24 | Paper |
Testing for structural stability in the whole sample
Journal of Econometrics | 2014-03-18 | Paper |
Estimation of nonlinear error correction models
Econometric Theory | 2011-04-27 | Paper |
UNIT ROOT TEST IN A THRESHOLD AUTOREGRESSION: ASYMPTOTIC THEORY AND RESIDUAL-BASED BLOCK BOOTSTRAP
Econometric Theory | 2010-04-08 | Paper |
