| Publication | Date of Publication | Type |
|---|
Testing nonparametric shape restrictions
The Annals of Statistics | 2024-01-04 | Paper |
Testing nonparametric shape restrictions
The Annals of Statistics | 2024-01-04 | Paper |
NONPARAMETRIC PREDICTION WITH SPATIAL DATA
Econometric Theory | 2023-10-24 | Paper |
A goodness-of-fit test for a class of autoregressive conditional duration models
Econometric Reviews | 2022-06-03 | Paper |
Bootstrap long memory processes in the frequency domain
The Annals of Statistics | 2021-09-28 | Paper |
Inference without smoothing for large panels with cross-sectional and temporal dependence
Journal of Econometrics | 2021-05-04 | Paper |
Inference without smoothing for large panels with cross-sectional and temporal dependence
Journal of Econometrics | 2021-05-04 | Paper |
A CUSUM test for common trends in large heterogeneous panels
Essays in Honor of Peter C. B. Phillips | 2020-11-10 | Paper |
Order selection and inference with long memory dependent data
Journal of Time Series Analysis | 2019-07-30 | Paper |
Robust inference for threshold regression models
Journal of Econometrics | 2019-07-01 | Paper |
A test for weak stationarity in the spectral domain
Econometric Theory | 2019-06-26 | Paper |
Testing for Breaks in Regression Models with Dependent Data
Springer Proceedings in Mathematics & Statistics | 2017-07-20 | Paper |
Inference and testing breaks in large dynamic panels with strong cross sectional dependence
Journal of Econometrics | 2017-01-13 | Paper |
Goodness of fit for lattice processes
Journal of Econometrics | 2016-07-18 | Paper |
Specification testing for regression models with dependent data
Journal of Econometrics | 2016-06-06 | Paper |
A goodness-of-fit test for ARCH() models
Journal of Econometrics | 2016-05-27 | Paper |
A goodness-of-fit test for ARCH(\(\infty\)) models
Journal of Econometrics | 2016-05-27 | Paper |
Bootstrap specification tests for linear covariance stationary processes
Journal of Econometrics | 2016-04-25 | Paper |
A parametric bootstrap test for cycles
Journal of Econometrics | 2016-04-01 | Paper |
A bootstrap causality test for covariance stationary processes
Journal of Econometrics | 2016-03-30 | Paper |
Testing for equality of an increasing number of spectral density functions
Springer Proceedings in Mathematics & Statistics | 2016-02-25 | Paper |
Specification tests for lattice processes
Econometric Theory | 2015-04-24 | Paper |
Testing for structural stability in the whole sample
Journal of Econometrics | 2014-03-18 | Paper |
Bootstrap assisted specification tests for the ARFIMA model
Econometric Theory | 2011-11-22 | Paper |
Distribution-free specification tests for dynamic linear models
Econometrics Journal | 2010-02-12 | Paper |
A Nonparametric Test for Weak Dependence Against Strong Cycles and its Bootstrap Analogue
Journal of Time Series Analysis | 2007-12-16 | Paper |
Consistent estimation of the memory parameter for nonlinear time series
Journal of Time Series Analysis | 2007-05-29 | Paper |
Adapting to Unknown Disturbance Autocorrelation in Regression with Long Memory
Econometrica | 2006-06-16 | Paper |
Distribution free goodness-of-fit tests for linear processes
The Annals of Statistics | 2006-03-23 | Paper |
Semiparametric estimation for stationary processes whose spectra have an unknown pole
The Annals of Statistics | 2006-01-16 | Paper |
Estimation of the location and exponent of the spectral singularity of a long memory process
Journal of Time Series Analysis | 2004-11-24 | Paper |
An alternative bootstrap to moving blocks for time series regression models
Journal of Econometrics | 2003-12-04 | Paper |
Consistent order selection with strongly dependent data and its application to efficient estimation.
Journal of Econometrics | 2003-02-17 | Paper |
Gaussian estimation of parametric spectral density with unknown pole
The Annals of Statistics | 2002-11-14 | Paper |
Nonparametric Test for Causality with Long-range Dependence
Econometrica | 2002-05-28 | Paper |
Nonparametric inference on structural breaks
Journal of Econometrics | 2001-09-17 | Paper |
Nonparametric tests for model selection with time series data
Test | 2000-06-13 | Paper |
NON‐PARAMETRIC ESTIMATION WITH STRONGLY DEPENDENT MULTIVARIATE TIME SERIES
Journal of Time Series Analysis | 1999-10-31 | Paper |
Time series regression with long-range dependence
The Annals of Statistics | 1997-09-01 | Paper |
A nonparametric test for poolability using panel data
Journal of Econometrics | 1996-12-08 | Paper |
Testing for structural change in a long-memory environment
Journal of Econometrics | 1996-04-08 | Paper |
ADAPTIVE SEMIPARAMETRIC ESTIMATION IN THE PRESENCE OF AUTOCORRELATION OF UNKNOWN FORM
Journal of Time Series Analysis | 1992-09-27 | Paper |
