| Publication | Date of Publication | Type |
|---|
| Analytic bias correction for maximum likelihood estimators when the bias function is non-constant | 2022-07-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5207088 | 2020-01-06 | Paper |
| Book review of: D. A. Harville, Linear models and the relevant distributions and matrix algebra | 2019-06-21 | Paper |
| Book review of: R. Koenker (ed.) et al., Handbook of quantile regression | 2018-08-02 | Paper |
| Bias-corrected maximum likelihood estimation of the parameters of the generalized Pareto distribution | 2016-06-10 | Paper |
| Bias-reduced maximum likelihood estimation of the zero-inflated Poisson distribution | 2016-05-25 | Paper |
| Preliminary-test estimation of the scale parameter in a mis-specified regression model | 2016-01-01 | Paper |
| Preliminary-test estimation in mis-specified regressions | 2016-01-01 | Paper |
| The positive-part Stein-rule estimator and tests of linear hypotheses | 2016-01-01 | Paper |
| Bias Reduction for the Maximum Likelihood Estimator of the Parameters of the Generalized Rayleigh Family of Distributions | 2014-06-11 | Paper |
| Instrumental variables regressions involving seasonal data | 2013-10-24 | Paper |
| The interpretation of dummy variables in semilogarithmic equations: unbiased estimation | 2013-07-26 | Paper |
| General instrumental variables estimation under stochastic linear restrictions | 2013-07-26 | Paper |
| On the Bias of the Maximum Likelihood Estimator for the Two-Parameter Lomax Distribution | 2013-07-04 | Paper |
| Improved maximum-likelihood estimation of the shape parameter in the Nakagami distribution | 2013-06-03 | Paper |
| The bias of elasticity estimators in linear regression: some analytic results | 2013-01-09 | Paper |
| Testing for a Santa Claus effect in growth cycles | 2013-01-02 | Paper |
| Finite-sample properties of the maximum likelihood estimator for the binary logit model with random covariates | 2012-09-20 | Paper |
| Bias Reduction for the Maximum Likelihood Estimators of the Parameters in the Half-Logistic Distribution | 2012-08-02 | Paper |
| A Saddlepoint Approximation to the Distribution of the Half-Life Estimator in a Stationary Autoregressive Model | 2012-06-08 | Paper |
| Finite-Sample Properties of the Maximum Likelihood Estimator for the Poisson Regression Model With Random Covariates | 2011-06-17 | Paper |
| Modelling the financial risk associated with U.S. Movie box office earnings | 2009-08-19 | Paper |
| General Saddlepoint Approximations: Application to the Anderson-Darling Test Statistic | 2009-05-12 | Paper |
| Spurious Regressions with Time-Series Data: Further Asymptotic Results | 2007-07-23 | Paper |
| An Empirical Likelihood Ratio Test for Normality | 2007-06-28 | Paper |
| A SADDLEPOINT APPROXIMATION TO THE DISTRIBUTION FUNCTION OF THE ANDERSON-DARLING TEST STATISTIC | 2003-01-08 | Paper |
| A fuzzy logic approach to modelling the New Zealand underground economy | 2002-09-03 | Paper |
| The exact risks of some pre-test and stein-type regression estimators umder balanced loss | 1998-02-17 | Paper |
| The exact risk performance of a pre-test estimator in a heteroskedastic linear regression model under the balanced loss function | 1997-09-17 | Paper |
| Alternative stratetgies for ‘augmenting’ the dickey-fuller test: size-robustness in the face of pre-testing | 1997-09-04 | Paper |
| Risk of a homoscedasticity pre-test estimator of the regression scale under LINEX loss | 1996-09-05 | Paper |
| Preliminary-test estimation in a dynamic linear model | 1994-07-03 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5287456 | 1994-01-31 | Paper |
| Pre-test estimation in regression under absolute error loss | 1994-01-23 | Paper |
| Preliminary-test estimation of the regression scale parameter when the loss function is asymmetric | 1994-01-20 | Paper |
| Bounds on the effect of heteroscedasticity on the chow test for structural change | 1994-01-20 | Paper |
| Testing for ARCH-GARCH errors in a mis-specified regression | 1993-10-07 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4040694 | 1993-06-05 | Paper |
| The exact distribution of a least squares regression coefficient estimator after a preliminary \(t\)-test | 1993-05-16 | Paper |
| Some consequences of using the Chow tests in the context of autocorrelated disturbances | 1993-04-01 | Paper |
| The exact distribution of \(R^ 2\) when the regression disturbances are autocorrelated | 1992-10-05 | Paper |
| The power of the Durbin-Watson test when the errors are heteroscedastic | 1991-01-01 | Paper |
| Estimating the error variance in regression after a preliminary test of restrictions on the coefficients | 1987-01-01 | Paper |
| EXACT FINITE-SAMPLE PROPERTIES OF A PRE-TEST ESTIMATOR IN RIDGE REGRESSION | 1984-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3667789 | 1982-01-01 | Paper |
| The mean squared errors of the maximum likelihood and natural-conjugate Bayes regression estimators | 1979-01-01 | Paper |
| Fourth-order autocorrelation: Further significance points for the Wallis test | 1978-01-01 | Paper |
| A Note on Wallis' Bounds Test and Negative Autocorrelation | 1977-01-01 | Paper |
| Discriminating between autoregressive forms. A Monte Carlo comparison of Bayesian and ad hoc methods | 1975-01-01 | Paper |
