| Publication | Date of Publication | Type |
|---|
| Required capital for long-run risks | 2022-12-12 | Paper |
| Identification and Estimation in Non-Fundamental Structural VARMA Models | 2022-11-11 | Paper |
| Granularity Adjustment for Efficient Portfolios | 2022-05-31 | Paper |
| Disastrous Defaults | 2022-01-19 | Paper |
| Stationary bubble equilibria in rational expectation models | 2021-02-09 | Paper |
| Consistent Pseudo-Maximum Likelihood Estimators and Groups of Transformations | 2019-07-19 | Paper |
| Decomposing Euro-Area Sovereign Spreads: Credit and Liquidity Risks* | 2018-11-09 | Paper |
| COHERENT INCURRED PAID (CIP) MODELS FOR CLAIMS RESERVING | 2018-06-06 | Paper |
| Staying at zero with affine processes: an application to term structure modelling | 2017-11-07 | Paper |
| Statistical inference for independent component analysis: application to structural VAR models | 2016-11-17 | Paper |
| Fourth order pseudo maximum likelihood methods | 2016-08-12 | Paper |
| Econometric specification of stochastic discount factor models | 2016-05-02 | Paper |
| Some useful equivalence properties of Hausman's test | 2016-01-01 | Paper |
| A quadratic Kalman filter | 2015-09-01 | Paper |
| Pricing with finite dimensional dependence | 2015-06-08 | Paper |
| Erratum to ``Pricing default events: surprise, exogeneity and contagion | 2014-11-24 | Paper |
| Pricing default events: surprise, exogeneity and contagion | 2014-08-06 | Paper |
| ALLOCATING SYSTEMIC RISK IN A REGULATORY PERSPECTIVE | 2014-02-11 | Paper |
| Joint econometric modeling of spot electricity prices, forwards and options | 2013-02-01 | Paper |
| DOMAIN RESTRICTIONS ON INTEREST RATES IMPLIED BY NO ARBITRAGE | 2011-03-25 | Paper |
| BILINEAR TERM STRUCTURE MODEL | 2011-02-02 | Paper |
| Encompassing and indirect inference | 2009-02-03 | Paper |
| Quadratic stochastic intensity and prospective mortality tables | 2008-08-18 | Paper |
| Switching state-space models: likelihood function, filtering and smoothing | 2000-09-26 | Paper |
| Two-stage generalized moment method with applications to regressions with heteroscedasticity of unknown form | 1996-11-11 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4870467 | 1996-03-19 | Paper |
| Time Series and Dynamic Models | 1996-03-19 | Paper |
| Simulation-based inference. A survey with special reference to panel data models | 1993-12-02 | Paper |
| Qualitative threshold ARCH models | 1992-06-28 | Paper |
| From a var model to a structural model, with an application to the wage–price spiral | 1990-01-01 | Paper |
| Testing For Common Roots | 1989-01-01 | Paper |
| Generalised residuals | 1987-01-01 | Paper |
| Simulated residuals | 1987-01-01 | Paper |
| Pseudo Maximum Likelihood Methods: Theory | 1984-01-01 | Paper |
| Pseudo Maximum Likelihood Methods: Applications to Poisson Models | 1984-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3696346 | 1984-01-01 | Paper |
| Testing nested or non-nested hypotheses | 1983-01-01 | Paper |
| Likelihood Ratio Test, Wald Test, and Kuhn-Tucker Test in Linear Models with Inequality Constraints on the Regression Parameters | 1982-01-01 | Paper |
| Rational Expectations in Dynamic Linear Models: Analysis of the Solutions | 1982-01-01 | Paper |
| Asymptotic properties of the maximum likelihood estimator in dichotomous logit models | 1981-01-01 | Paper |
| On the Problem of Missing Data in Linear Models | 1981-01-01 | Paper |
| Sufficient Linear Structures: Econometric Applications | 1980-01-01 | Paper |
| Coherency Conditions in Simultaneous Linear Equation Models with Endogenous Switching Regimes | 1980-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3896388 | 1980-01-01 | Paper |
| Disequilibrium Econometrics in Simultaneous Equations Systems | 1980-01-01 | Paper |
| Tests of the Equilibrium vs. Disequilibrium Hypotheses: A Comment | 1980-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3920516 | 1980-01-01 | Paper |
| Disequilibrium econometrics in dynamic models | 1979-01-01 | Paper |
| First-order identification in linear models | 1978-01-01 | Paper |
