| Publication | Date of Publication | Type |
|---|
Forecasting distributions of inflation rates: the functional auto-regressive approach
Journal of the Royal Statistical Society. Series A. Statistics in Society | 2025-01-10 | Paper |
Dynamic Network Quantile Regression Model
Journal of Business and Economic Statistics | 2024-10-28 | Paper |
An LM Test for the Conditional Independence between Regressors and Factor Loadings in Panel Data Models with Interactive Effects
Journal of Business and Economic Statistics | 2024-10-28 | Paper |
Estimation and inference in heterogeneous spatial panels with a multifactor error structure
Journal of Econometrics | 2022-06-09 | Paper |
Estimation and inference for multi-dimensional heterogeneous panel datasets with hierarchical multi-factor error structure
Journal of Econometrics | 2021-02-04 | Paper |
Testing for cointegration in Markov switching error correction models
Essays in Honor of Peter C. B. Phillips | 2020-11-10 | Paper |
Multilateral resistance and the Euro effects on trade flows
Advances in Spatial Science | 2018-11-20 | Paper |
Dynamic panels with threshold effect and endogeneity
Journal of Econometrics | 2016-11-03 | Paper |
Quantile cointegration in the autoregressive distributed-lag modeling framework
Journal of Econometrics | 2015-09-01 | Paper |
Quantile cointegration in the autoregressive distributed-lag modeling framework
Journal of Econometrics | 2015-07-27 | Paper |
A nonlinear panel data model of cross-sectional dependence
Journal of Econometrics | 2014-11-11 | Paper |
| Global and national macroeconometric modelling: a long-run structural approach. | 2012-04-16 | Paper |
Testing the null hypothesis of nonstationary long memory against the alternative hypothesis of a nonlinear ergodic model
Econometric Reviews | 2011-07-27 | Paper |
Optimal test for Markov switching GARCH models
Studies in Nonlinear Dynamics & Econometrics | 2010-07-02 | Paper |
TESTING FOR COINTEGRATION IN NONLINEAR SMOOTH TRANSITION ERROR CORRECTION MODELS
Econometric Theory | 2008-01-23 | Paper |
| Global and National Macroeconometric Modelling | 2007-04-25 | Paper |
Unit root tests in three‐regime SETAR models
Econometrics Journal | 2006-09-22 | Paper |
Mean group tests for stationarity in heterogeneous panels
Econometrics Journal | 2006-05-26 | Paper |
LONG-RUN STRUCTURAL MODELLING
Econometric Reviews | 2004-09-21 | Paper |
Testing for a unit root in the nonlinear STAR framework
Journal of Econometrics | 2003-04-09 | Paper |
Nonlinear mean reversion in real exchange rates.
Economics Letters | 2003-01-21 | Paper |
Structural analysis of vector error correction models with exogenous \(I(1)\) variables
Journal of Econometrics | 2002-11-14 | Paper |
| Pooled Mean Group Estimation of Dynamic Heterogeneous Panels | 2002-07-30 | Paper |
| scientific article; zbMATH DE number 1538094 (Why is no real title available?) | 2000-12-03 | Paper |
Generalized impulse response analysis in linear multivariate models
Economics Letters | 1998-08-13 | Paper |
On stationary tests in the presence of structural breaks
Economics Letters | 1998-07-22 | Paper |
Testing the null hypothesis of stationarity against the alternative of a unit root. How sure are we that economic time series have a unit root?
Journal of Econometrics | 1997-03-10 | Paper |
Cointegration and speed of convergence to equilibrium
Journal of Econometrics | 1996-09-01 | Paper |
The KPSS stationarity test as a unit root test
Economics Letters | 1992-10-05 | Paper |
