| Publication | Date of Publication | Type |
|---|
| Unlucky Number 13? Manipulating Evidence Subject to Snooping | 2023-12-14 | Paper |
| Understanding nonsense correlation between (independent) random walks in finite samples | 2022-04-07 | Paper |
| Ratio tests under limiting normality | 2022-03-04 | Paper |
| Note on sample quantiles for ordinal data | 2021-06-03 | Paper |
| New Proofs of the Basel Problem using Stochastic Processes | 2021-03-24 | Paper |
| Whittle-type estimation under long memory and nonstationarity | 2021-01-15 | Paper |
| Asymptotic normal tests for integration in panels with cross-dependent units | 2020-10-12 | Paper |
| Testing for stationarity in large panels with cross-dependence, and US evidence on unit labor cost | 2020-09-29 | Paper |
| Harmonically Weighted Processes | 2020-05-27 | Paper |
| Estimating the mean under strong persistence | 2020-02-27 | Paper |
| Book review of: Katsuto Tanaka, Time series analysis. Nonstationary and noninvertible distribution theory. 2nd ed. | 2019-11-28 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5233260 | 2019-09-10 | Paper |
| Time Series Analysis with Long Memory in View | 2018-11-09 | Paper |
| Ergodic for the mean | 2018-09-11 | Paper |
| Book review of: W. A. Woodward (ed.) et al., Applied time series analysis with R. 2nd ed. | 2018-03-22 | Paper |
| Asymptotic behavior of temporal aggregates in the frequency domain | 2018-02-07 | Paper |
| (WHEN) DO LONG AUTOREGRESSIONS ACCOUNT FOR NEGLECTED CHANGES IN PARAMETERS? | 2017-05-10 | Paper |
| Book review of: W. Palma, Time series analysis | 2017-03-07 | Paper |
| Book review of: M. H. Pesaran, Time series and panel data econometrics | 2016-12-01 | Paper |
| Estimation of fractional integration under temporal aggregation | 2016-08-12 | Paper |
| Powerful unit root tests free of nuisance parameters | 2016-06-27 | Paper |
| Residual log-periodogram inference for long-run relationships | 2016-04-18 | Paper |
| Stochastic processes and calculus. An elementary introduction with applications | 2016-01-08 | Paper |
| Effect of the order of fractional integration on impulse responses | 2015-05-19 | Paper |
| Persistence under temporal aggregation and differencing | 2015-01-12 | Paper |
| Effect of temporal aggregation on multiple time series in the frequency domain | 2014-02-25 | Paper |
| Multicointegration under measurement errors | 2013-01-28 | Paper |
| Impulse responses of antipersistent processes | 2012-12-19 | Paper |
| Introduction to modern time series analysis. | 2012-10-05 | Paper |
| Detecting changes from short to long memory | 2012-01-13 | Paper |
| Impulse responses of fractionally integrated processes with long memory | 2011-04-21 | Paper |
| Cointegration analysis under measurement errors | 2010-06-30 | Paper |
| Testing regression coefficients after model selection through sign restrictions | 2010-05-27 | Paper |
| Fractional cointegration in the presence of linear trends | 2010-04-22 | Paper |
| TESTING FOR GENERAL FRACTIONAL INTEGRATION IN THE TIME DOMAIN | 2009-12-15 | Paper |
| LONG MEMORY TESTING IN THE TIME DOMAIN | 2009-06-11 | Paper |
| Effect of neglected deterministic seasonality on unit root tests | 2007-10-23 | Paper |
| Stochastic integration and time series modeling. An introduction with applications from financing and econometries. | 2007-10-08 | Paper |
| A RESIDUAL-BASED LM-TYPE TEST AGAINST FRACTIONAL COINTEGRATION | 2007-04-23 | Paper |
| Unit root testing | 2007-01-24 | Paper |
| Autoregressive distributed lag models and cointegration | 2007-01-24 | Paper |
| Dickey-Fuller cointegration tests in the presence of regime shifts at known time | 2006-03-28 | Paper |
| Seasonal Unit Root Tests Under Structural Breaks* | 2004-11-24 | Paper |
| Nonsense regressions due to neglected time-varying means | 2003-08-31 | Paper |
| Inference on the cointegration rank in fractionally integrated processes. | 2003-02-17 | Paper |
| The effect of linear time trends on the KPSS test for cointegration | 2001-09-16 | Paper |
| Limiting efficiency of OLS vs. GLS when regressors are fractionally integrated | 1999-01-12 | Paper |
| On the effect of seasonal adjustment on the log-periodogram regression | 1998-06-30 | Paper |
| Sample autocorrelations of nonstationary fractionally integrated series | 1997-10-26 | Paper |
| The periodogram regression:correction and comments | 1997-05-19 | Paper |
| Spurious regressions when stationary regressors are included | 1997-02-28 | Paper |
| The sample autocorrelation function of \(I(1)\) processes | 1994-07-07 | Paper |
| On the power of unit root tests against fractional alternatives | 1994-07-03 | Paper |
| (MIS)SPECIFICATION OF LONG MEMORY IN SEASONAL TIME SERIES | 1994-06-29 | Paper |
| REGRESSION OF SPECTRAL ESTIMATORS WITH FRACTIONALLY INTEGRATED TIME SERIES | 1994-03-13 | Paper |
