| Publication | Date of Publication | Type |
|---|
Comment
Journal of Business and Economic Statistics | 2025-01-20 | Paper |
Correlated defaults, temporal correlation, expert information and predictability of default rates
Econometric Reviews | 2022-06-08 | Paper |
The smooth colonel and the reverend find common ground
Econometric Reviews | 2022-06-07 | Paper |
Contradictory information: better than nothing? The paradox of the two firefighters
Outstanding Contributions to Logic | 2020-08-10 | Paper |
Model-based quantification of left ventricular diastolic function in critically ill patients with atrial fibrillation from routine data: a feasibility study
Computational & Mathematical Methods in Medicine | 2019-07-09 | Paper |
| Incentive-Compatible Elicitation of Quantiles | 2016-11-02 | Paper |
Testing normality in econometric models
Economics Letters | 2013-10-24 | Paper |
An integral occuring in duration models with heterogeneity
Economics Letters | 2013-10-24 | Paper |
A score-type test based on higher-order derivatives
Economics Letters | 2013-10-24 | Paper |
Improving robust model selection tests for dynamic models
Econometrics Journal | 2011-05-31 | Paper |
Geometry of the log-likelihood ratio statistic in misspecified models
Journal of Statistical Planning and Inference | 2011-03-22 | Paper |
Default estimation and expert information
Journal of Business and Economic Statistics | 2010-10-11 | Paper |
| Economic modeling and inference. | 2009-08-12 | Paper |
The smooth Colonel meets the Reverend
Journal of Nonparametric Statistics | 2009-07-16 | Paper |
Heteroskedasticity-Autocorrelation Robust Standard Errors Using The Bartlett Kernel Without Truncation
Econometrica | 2006-06-29 | Paper |
A NEW ASYMPTOTIC THEORY FOR HETEROSKEDASTICITY-AUTOCORRELATION ROBUST TESTS
Econometric Theory | 2006-03-22 | Paper |
Simple Robust Testing of Hypotheses in Nonlinear Models
Journal of the American Statistical Association | 2004-06-10 | Paper |
| scientific article; zbMATH DE number 1943897 (Why is no real title available?) | 2004-02-04 | Paper |
HETEROSKEDASTICITY-AUTOCORRELATION ROBUST TESTING USING BANDWIDTH EQUAL TO SAMPLE SIZE
Econometric Theory | 2003-05-18 | Paper |
Simple Robust Testing of Regression Hypotheses
Econometrica | 2002-05-28 | Paper |
Panel data, local cuts and orthogeodesic models
Bernoulli | 2002-04-25 | Paper |
A Monte Carlo EM method for estimating multinomial probit models.
Computational Statistics and Data Analysis | 2000-12-12 | Paper |
Inference in nonlinear panel models with partially missing observations. The case of the equilibrium search model
Journal of Econometrics | 1997-08-12 | Paper |
On the existence of universally convergent mechanisms
Journal of Economic Dynamics and Control | 1997-02-27 | Paper |
| scientific article; zbMATH DE number 720752 (Why is no real title available?) | 1995-07-03 | Paper |
An Equilibrium Analysis of Fiscal Policy with Uncertainty and Incomplete Markets
International Economic Review | 1994-04-19 | Paper |
On the existence of universally convergent mechanisms
Journal of Economic Dynamics and Control | 1994-03-14 | Paper |
| scientific article; zbMATH DE number 17342 (Why is no real title available?) | 1992-06-26 | Paper |
Optimal Control of an Unknown Linear Process with Learning
International Economic Review | 1989-01-01 | Paper |
Optimal Learning with Endogenous Data
International Economic Review | 1989-01-01 | Paper |
A value function arising in the economics of information
Journal of Economic Dynamics and Control | 1989-01-01 | Paper |
Controlling a Stochastic Process with Unknown Parameters
Econometrica | 1988-01-01 | Paper |
| scientific article; zbMATH DE number 4100467 (Why is no real title available?) | 1988-01-01 | Paper |
| scientific article; zbMATH DE number 4184898 (Why is no real title available?) | 1988-01-01 | Paper |
Layoffs and duration dependence in a model of turnover
Journal of Econometrics | 1985-01-01 | Paper |
Specification diagnostics based on Laguerre alternatives for econometric models of duration
Journal of Econometrics | 1985-01-01 | Paper |
Local Asymptotic Specification Error Analysis
Econometrica | 1984-01-01 | Paper |
Testing for dependence in multivariate probit models
Biometrika | 1982-01-01 | Paper |
Limited Information Analysis of a Small Underidentified Macroeconomic Model
International Economic Review | 1981-01-01 | Paper |
Estimation of fixed effect models for time series of cross-sections with arbitrary intertemporal covariance
Journal of Econometrics | 1980-01-01 | Paper |
A Note on Switching Regressions and Logistic Discrimination
Econometrica | 1980-01-01 | Paper |
On the Value of Sample Separation Information
Econometrica | 1979-01-01 | Paper |
Discrete Parameter Variation: Efficient Estimation of a Switching Regression Model
Econometrica | 1978-01-01 | Paper |
