| Publication | Date of Publication | Type |
|---|
| Testing nonparametric shape restrictions | 2024-01-04 | Paper |
| NONPARAMETRIC PREDICTION WITH SPATIAL DATA | 2023-10-24 | Paper |
| A Goodness-of-Fit Test for a Class of Autoregressive Conditional Duration Models | 2022-06-03 | Paper |
| Bootstrap long memory processes in the frequency domain | 2021-09-28 | Paper |
| Inference without smoothing for large panels with cross-sectional and temporal dependence | 2021-05-04 | Paper |
| A CUSUM Test for Common Trends in Large Heterogeneous Panels | 2020-11-10 | Paper |
| Order Selection and Inference with Long Memory Dependent Data | 2019-07-30 | Paper |
| Robust inference for threshold regression models | 2019-07-01 | Paper |
| A TEST FOR WEAK STATIONARITY IN THE SPECTRAL DOMAIN | 2019-06-26 | Paper |
| Testing for Breaks in Regression Models with Dependent Data | 2017-07-20 | Paper |
| Inference and testing breaks in large dynamic panels with strong cross sectional dependence | 2017-01-13 | Paper |
| Goodness of fit for lattice processes | 2016-07-18 | Paper |
| Specification testing for regression models with dependent data | 2016-06-06 | Paper |
| A goodness-of-fit test for ARCH(\(\infty\)) models | 2016-05-27 | Paper |
| A goodness-of-fit test for ARCH(\(\infty\)) models | 2016-05-27 | Paper |
| Bootstrap specification tests for linear covariance stationary processes | 2016-04-25 | Paper |
| A parametric bootstrap test for cycles | 2016-04-01 | Paper |
| A bootstrap causality test for covariance stationary processes | 2016-03-30 | Paper |
| Testing for Equality of an Increasing Number of Spectral Density Functions | 2016-02-25 | Paper |
| SPECIFICATION TESTS FOR LATTICE PROCESSES | 2015-04-24 | Paper |
| Testing for structural stability in the whole sample | 2014-03-18 | Paper |
| BOOTSTRAP ASSISTED SPECIFICATION TESTS FOR THE ARFIMA MODEL | 2011-11-22 | Paper |
| Distribution-free specification tests for dynamic linear models | 2010-02-12 | Paper |
| A Nonparametric Test for Weak Dependence Against Strong Cycles and its Bootstrap Analogue | 2007-12-16 | Paper |
| Consistent estimation of the memory parameter for nonlinear time series | 2007-05-29 | Paper |
| Adapting to Unknown Disturbance Autocorrelation in Regression with Long Memory | 2006-06-16 | Paper |
| Distribution free goodness-of-fit tests for linear processes | 2006-03-23 | Paper |
| Semiparametric estimation for stationary processes whose spectra have an unknown pole | 2006-01-16 | Paper |
| Estimation of the location and exponent of the spectral singularity of a long memory process | 2004-11-24 | Paper |
| An alternative bootstrap to moving blocks for time series regression models | 2003-12-04 | Paper |
| Consistent order selection with strongly dependent data and its application to efficient estimation. | 2003-02-17 | Paper |
| Gaussian estimation of parametric spectral density with unknown pole | 2002-11-14 | Paper |
| Nonparametric Test for Causality with Long-range Dependence | 2002-05-28 | Paper |
| Nonparametric inference on structural breaks | 2001-09-17 | Paper |
| Nonparametric tests for model selection with time series data | 2000-06-13 | Paper |
| NON‐PARAMETRIC ESTIMATION WITH STRONGLY DEPENDENT MULTIVARIATE TIME SERIES | 1999-10-31 | Paper |
| Time series regression with long-range dependence | 1997-09-01 | Paper |
| A nonparametric test for poolability using panel data | 1996-12-08 | Paper |
| Testing for structural change in a long-memory environment | 1996-04-08 | Paper |
| ADAPTIVE SEMIPARAMETRIC ESTIMATION IN THE PRESENCE OF AUTOCORRELATION OF UNKNOWN FORM | 1992-09-27 | Paper |
