| Publication | Date of Publication | Type |
|---|
Unit Root Testing in Heteroscedastic Panels Using the Cauchy Estimator
Journal of Business and Economic Statistics | 2025-01-20 | Paper |
Nonlinear Predictability of Stock Returns? Parametric Versus Nonparametric Inference in Predictive Regressions
Journal of Business and Economic Statistics | 2024-10-17 | Paper |
Transformed regression-based long-horizon predictability tests
Journal of Econometrics | 2023-11-17 | Paper |
Extensions to IVX methods of inference for return predictability
Journal of Econometrics | 2023-11-17 | Paper |
Testing for constant correlation of filtered series under structural change
Econometrics Journal | 2022-06-24 | Paper |
Robust inference for near-unit root processes with time-varying error variances
Econometric Reviews | 2022-06-07 | Paper |
Autoregressive spectral estimates under ignored changes in the mean
Journal of Time Series Analysis | 2022-03-17 | Paper |
Testing for episodic predictability in stock returns
Journal of Econometrics | 2022-03-16 | Paper |
Residual-augmented IVX predictive regression
Journal of Econometrics | 2022-03-16 | Paper |
Homogeneous vs. heterogeneous transition functions in panel smooth transition regressions
Econometric Reviews | 2022-03-04 | Paper |
Finite-sample size control of IVX-based tests in predictive regressions
Econometric Theory | 2021-09-10 | Paper |
Asymptotic normal tests for integration in panels with cross-dependent units
AStA. Advances in Statistical Analysis | 2020-10-12 | Paper |
Testing for stationarity in large panels with cross-dependence, and US evidence on unit labor cost
Journal of Applied Statistics | 2020-09-29 | Paper |
Inference on the long-memory properties of time series with non-stationary volatility
Economics Letters | 2018-09-03 | Paper |
Recursive adjustment for general deterministic components and improved cointegration rank tests
Journal of Time Series Econometrics | 2018-02-07 | Paper |
(WHEN) DO LONG AUTOREGRESSIONS ACCOUNT FOR NEGLECTED CHANGES IN PARAMETERS?
Econometric Theory | 2017-05-10 | Paper |
Instrumental variable and variable addition based inference in predictive regressions
Journal of Econometrics | 2015-09-01 | Paper |
IV-based cointegration testing in dependent panels with time-varying variance
Journal of Time Series Analysis | 2015-03-04 | Paper |
Enhancing the local power of IVX-based tests in predictive regressions
Economics Letters | 2015-01-12 | Paper |
Joint forecasts of Dow Jones stocks under general multivariate loss function
Computational Statistics and Data Analysis | 2014-04-14 | Paper |
Nonlinear IV panel unit root testing under structural breaks in the error variance
Statistical Papers | 2013-11-11 | Paper |
The power of unit root tests against nonlinear local alternatives
Journal of Time Series Analysis | 2013-10-09 | Paper |
Panel unit root testing with nonlinear instruments for infinite-order autoregressive processes
Journal of Time Series Econometrics | 2013-06-14 | Paper |
A simple nonstationary-volatility robust panel unit root test
Economics Letters | 2012-12-27 | Paper |
On the Dickey-Fuller test with white standard errors
Statistical Papers | 2012-09-23 | Paper |
Testing for the cointegrating rank of a vector autoregressive process with uncertain deterministic trend term
Econometrics Journal | 2009-12-22 | Paper |
Bias correction for the regression-based LM fractional integration test
AStA. Advances in Statistical Analysis | 2009-10-09 | Paper |
LONG MEMORY TESTING IN THE TIME DOMAIN
Econometric Theory | 2009-06-11 | Paper |
Fiducial inference: an approach based on bootstrap techniques
| 2009-02-16 | Paper |
An extension of the Gauss-Newton algorithm for estimation under asymmetric loss
Computational Statistics and Data Analysis | 2008-12-11 | Paper |
Loss Reduction in Point Estimation Problems
Economic Quality Control | 2008-02-15 | Paper |
Approximating unknown functions when fitting errors involve costs
| 2007-11-05 | Paper |
Effect of neglected deterministic seasonality on unit root tests
Statistical Papers | 2007-10-23 | Paper |
Determining the Parameters of a Multinomial Distribution: The Fiducial Approach
Economic Quality Control | 2007-09-18 | Paper |
scientific article; zbMATH DE number 2152701 (Why is no real title available?)
| 2005-04-05 | Paper |
