| Publication | Date of Publication | Type |
|---|
| Weighted simulated integrated conditional moment tests for parametric conditional distributions of stationary time series processes | 2022-06-07 | Paper |
| Econometric Model Specification | 2019-05-15 | Paper |
| Semi-nonparametric estimation of independently and identically repeated first-price auctions via an integrated simulated moments method | 2017-05-12 | Paper |
| Econometric analysis of linearized singular dynamic stochastic general equilibrium models | 2016-05-02 | Paper |
| CONSISTENCY AND ASYMPTOTIC NORMALITY OF SIEVE ML ESTIMATORS UNDER LOW-LEVEL CONDITIONS | 2014-11-14 | Paper |
| CONSISTENCY AND ASYMPTOTIC NORMALITY OF SIEVE ML ESTIMATORS UNDER LOW-LEVEL CONDITIONS—CORRIGENDUM TO SUPPLEMENTARY MATERIAL | 2014-11-14 | Paper |
| Consistency and asymptotic normality of sieve ML estimators under low-level conditions | 2014-11-14 | Paper |
| INTEGRATED CONDITIONAL MOMENT TESTS FOR PARAMETRIC CONDITIONAL DISTRIBUTIONS | 2012-04-24 | Paper |
| TIME-VARYING COINTEGRATION | 2010-10-14 | Paper |
| SEMI-NONPARAMETRIC INTERVAL-CENSORED MIXED PROPORTIONAL HAZARD MODELS: IDENTIFICATION AND CONSISTENCY RESULTS | 2009-06-11 | Paper |
| Introduction to the Mathematical and Satistical Foundations of Econometrics | 2005-04-06 | Paper |
| COMPLEX UNIT ROOTS AND BUSINESS CYCLES: ARE THEY REAL? | 2003-05-18 | Paper |
| The econometric consequences of the ceteris paribus condition in economic theory | 2001-09-17 | Paper |
| Testing the unit root with drift hypothesis against nonlinear trend stationarity, with an application to the US price level and interest rate | 2000-09-26 | Paper |
| Asymptotic Theory of Integrated Conditional Moment Tests | 1999-12-14 | Paper |
| Nonparametric cointegration analysis | 1997-08-12 | Paper |
| Topics in Advanced Econometrics | 1994-07-13 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4029495 | 1993-12-07 | Paper |
| Higher-order sample autocorrelations and the unit root hypothesis | 1993-11-24 | Paper |
| Testing stationarity and trend stationarity against the unit root hypothesis | 1993-06-29 | Paper |
| A Consistent Conditional Moment Test of Functional Form | 1992-06-26 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3970341 | 1992-06-25 | Paper |
| Non-linear regression with discrete explanatory variables, with an application to the earnings function | 1988-01-01 | Paper |
| ARMAX model specification testing, with an application to unemployment in the Netherlands | 1987-01-01 | Paper |
| Model specification testing of time series regressions | 1984-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3696337 | 1984-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3317900 | 1983-01-01 | Paper |
| Uniform Consistency of Kernel Estimators of a Regression Function Under Generalized Conditions | 1983-01-01 | Paper |
| Consistent model specification tests | 1982-10-01 | Paper |
| Consistent model specification tests | 1982-01-01 | Paper |
| A uniform weak law of large numbers under π‐mixing with application to nonlinear least squares estimation | 1982-01-01 | Paper |
| Robust methods and asymptotic theory in nonlinear econometrics | 1981-01-01 | Paper |
| Consistent selection of explanatory variables | 1980-01-01 | Paper |
| Corrigendum to ``Consistency and asymptotic normality of sieve ML estimators under low-level conditions -- corrigendum to supplementary material | 0001-01-03 | Paper |
