| Publication | Date of Publication | Type |
|---|
Fully modified least squares estimation and inference for systems of cointegrating polynomial regressions
Economics Letters | 2023-09-12 | Paper |
Panel cointegrating polynomial regressions: group-mean fully modified OLS estimation and inference
Econometric Reviews | 2023-07-25 | Paper |
| Strong converse results for Baskakov-Durrmeyer operators | 2020-02-13 | Paper |
| Asymptotic expansions for a Durrmeyer variant of Baskakov and Meyer-König and Zeller operators and quasi-interpolants | 2020-02-13 | Paper |
Fully modified OLS estimation and inference for seemingly unrelated cointegrating polynomial regressions and the environmental Kuznets curve for carbon dioxide emissions
Journal of Econometrics | 2019-12-19 | Paper |
The Phillips unit root tests for polynomials of integrated processes revisited
Economics Letters | 2019-03-11 | Paper |
Elastic deformation of twinned microstructures
Proceedings of the Royal Society A: Mathematical, Physical and Engineering Sciences | 2019-01-09 | Paper |
Cointegration analysis with state space models
AStA. Advances in Statistical Analysis | 2018-12-19 | Paper |
Cointegration in singular ARMA models
Economics Letters | 2018-09-12 | Paper |
Consistent Monitoring of Cointegrating Relationships: The US Housing Market and the Subprime Crisis
Journal of Time Series Analysis | 2017-12-01 | Paper |
Book review of: J. Casals et al., State-space methods for time series analysis. Theory, applications and software
Statistical Papers | 2017-06-27 | Paper |
Cointegrating polynomial regressions: fully modified OLS estimation and inference
Econometric Theory | 2017-04-28 | Paper |
Nonparametric rank tests for non-stationary panels
Journal of Econometrics | 2015-05-06 | Paper |
Integrated modified OLS estimation and fixed-\(b\) inference for cointegrating regressions
Journal of Econometrics | 2014-08-07 | Paper |
A state space canonical form for unit root processes
Econometric Theory | 2014-02-24 | Paper |
Quasi-interpolants for genuine Baskakov-Durrmeyer-type operators
Berichte aus der Mathematik | 2013-08-22 | Paper |
A fixed-\(b\) perspective on the Phillips-Perron unit root tests
Econometric Theory | 2013-08-22 | Paper |
The genuine Bernstein-Durrmeyer operators and quasi-interpolants
Results in Mathematics | 2012-11-19 | Paper |
The Phillips unit root tests for polynomials of integrated processes
Economics Letters | 2012-06-26 | Paper |
| Strong converse results for Bernstein-Durrmeyer operators and their quasi-interpolants | 2010-08-30 | Paper |
The performance of panel cointegration methods: results from a large scale simulation study
Econometric Reviews | 2010-04-23 | Paper |
Using subspace algorithm cointegration analysis: simulation performance and application to the term structure
Computational Statistics and Data Analysis | 2010-03-30 | Paper |
The Performance of Panel Unit Root and Stationarity Tests: Results from a Large Scale Simulation Study
Econometric Reviews | 2006-05-22 | Paper |
Estimating cointegrated systems using subspace algorithms
Journal of Econometrics | 2003-04-09 | Paper |
| On the structure of cointegration | 2001-10-28 | Paper |
