| Publication | Date of Publication | Type |
|---|
Bayesian Bandwidth Estimation in Nonparametric Time-Varying Coefficient Models
Journal of Business and Economic Statistics | 2024-11-08 | Paper |
Some volume comparison theorems on Finsler manifolds of weighted Ricci curvature bounded below
Journal of Finsler Geometry and its Applications | 2024-06-05 | Paper |
Testing specification of distribution in stochastic frontier analysis
Journal of Econometrics | 2024-03-06 | Paper |
Bayesian bandwidth estimation for local linear fitting in nonparametric regression models
Studies in Nonlinear Dynamics & Econometrics | 2023-04-27 | Paper |
A panel data model of length of stay in hospitals for hip replacements
Econometric Reviews | 2022-03-09 | Paper |
Nonparametric localized bandwidth selection for kernel density estimation
Econometric Reviews | 2022-03-04 | Paper |
Estimation of hyperbolic diffusion using the Markov chain Monte Carlo method
Quantitative Finance | 2019-01-15 | Paper |
Structural change and lead-lag relationship between the Nikkei spot index and futures price: a genetic programming approach
Quantitative Finance | 2019-01-14 | Paper |
A sampling algorithm for bandwidth estimation in a nonparametric regression model with a flexible error density
Computational Statistics and Data Analysis | 2018-11-23 | Paper |
Bayesian estimation of a discrete response model with double rules of sample selection
Computational Statistics and Data Analysis | 2018-08-21 | Paper |
A Bayesian approach to bandwidth selection for multivariate kernel regression with an application to state-price density estimation
Journal of Econometrics | 2016-07-25 | Paper |
A semiparametric panel approach to mortality modeling
Insurance Mathematics & Economics | 2015-05-26 | Paper |
Bayesian adaptive bandwidth kernel density estimation of irregular multivariate distributions
Computational Statistics and Data Analysis | 2012-06-08 | Paper |
Influence diagnostics for multivariate GARCH processes
Journal of Time Series Analysis | 2011-11-26 | Paper |
A class of nonlinear stochastic volatility models and its implications for pricing currency options
Computational Statistics and Data Analysis | 2009-04-06 | Paper |
| Multiple-lag OOSM state-updating algorithm with correlated noise | 2009-03-06 | Paper |
A Bayesian approach to bandwidth selection for multivariate kernel density estimation
Computational Statistics and Data Analysis | 2008-12-11 | Paper |
The sizes and powers of some stochastic dominance tests: A Monte Carlo study for correlated and heteroskedastic distributions
Mathematics and Computers in Simulation | 2008-10-08 | Paper |
Country risk and the estimation of asset return distributions
Quantitative Finance | 2007-10-09 | Paper |
Smoothing spline based tests for nonlinearity in a partially linear model
Journal of Statistical Planning and Inference | 2006-06-30 | Paper |
A Monte Carlo investigation of some tests for stochastic dominance
Journal of Statistical Computation and Simulation | 2005-05-09 | Paper |
Assessment of Local Influence in GARCH Processes
Journal of Time Series Analysis | 2004-11-24 | Paper |
Local influence on bandwidth estimation for kernel smoothing
Journal of Statistical Computation and Simulation | 2002-08-07 | Paper |
