| Publication | Date of Publication | Type |
|---|
Somewhere Between Utopia and Dystopia: Choosing From Multiple Incomparable Prospects
Journal of Business and Economic Statistics | 2024-10-28 | Paper |
Testing stochastic dominance with many conditioning variables
Journal of Econometrics | 2023-06-29 | Paper |
Testing for time stochastic dominance
Journal of Econometrics | 2023-06-29 | Paper |
Nonparametric tests of conditional treatment effects with an application to single-sex schooling on academic achievements
Econometrics Journal | 2022-07-27 | Paper |
Testing for the stochastic dominance efficiency of a given portfolio
Econometrics Journal | 2022-07-26 | Paper |
The lower regression function and testing expectation dependence dominance hypotheses
Econometric Reviews | 2022-03-04 | Paper |
Quantilograms under strong dependence
Econometric Theory | 2020-05-27 | Paper |
Inference on distribution functions under measurement error
Journal of Econometrics | 2020-02-17 | Paper |
| Econometric analysis of stochastic dominance: concepts, methods, tools, and applications | 2019-03-18 | Paper |
Testing for a general class of functional inequalities
Econometric Theory | 2018-09-06 | Paper |
Testing functional inequalities
Journal of Econometrics | 2017-05-12 | Paper |
Testing functional inequalities
Journal of Econometrics | 2017-05-12 | Paper |
Random walk or chaos: a formal test on the Lyapunov exponent
Journal of Econometrics | 2017-05-12 | Paper |
Testing for non-nested conditional moment restrictions using unconditional empirical likelihood
Journal of Econometrics | 2016-08-15 | Paper |
A semiparametric cointegrating regression: investigating the effects of age distributions on consumption and saving
Journal of Econometrics | 2016-08-01 | Paper |
A nonparametric test of a strong leverage hypothesis
Journal of Econometrics | 2016-07-27 | Paper |
An improved bootstrap test of stochastic dominance
Journal of Econometrics | 2016-07-25 | Paper |
The quantilogram: with an application to evaluating directional predictability
Journal of Econometrics | 2016-05-25 | Paper |
The cross-quantilogram: measuring quantile dependence and testing directional predictability between time series
Journal of Econometrics | 2016-05-18 | Paper |
The cross-quantilogram: measuring quantile dependence and testing directional predictability between time series
Journal of Econometrics | 2016-05-18 | Paper |
| Uniform Asymptotics for Nonparametric Quantile Regression with an Application to Testing Monotonicity | 2015-06-17 | Paper |
A multiple variance ratio test using subsampling
Economics Letters | 2013-01-01 | Paper |
Testing for nonnested conditional moment restrictions via conditional empirical likelihood
Econometric Theory | 2011-03-08 | Paper |
Testing for Stochastic Monotonicity
Econometrica | 2009-04-16 | Paper |
SMOOTHED EMPIRICAL LIKELIHOOD METHODS FOR QUANTILE REGRESSION MODELS
Econometric Theory | 2008-01-23 | Paper |
A Test of the Martingale Hypothesis
Studies in Nonlinear Dynamics & Econometrics | 2006-01-27 | Paper |
Consistent Testing for Stochastic Dominance under General Sampling Schemes
Review of Economic Studies | 2005-09-28 | Paper |
NONPARAMETRIC ESTIMATION WITH AGGREGATED DATA
Econometric Theory | 2003-05-18 | Paper |
Consistent specification testing for conditional moment restrictions
Economics Letters | 2001-08-20 | Paper |
Consistent bootstrap tests of parametric regression functions
Journal of Econometrics | 2001-08-17 | Paper |
The asymptotic distribution of nonparametric estimates of the Lyapunov exponent for stochastic time series
Journal of Econometrics | 1999-01-01 | Paper |
A test of normality using nonparametrlic residuals
Econometric Reviews | 1998-09-16 | Paper |
A TEST OF AUTOCORRELATION IN THE PRESENCE OF HETEROSKEDASTICITY OF UNKNOWN FORM
Econometric Theory | 1998-01-01 | Paper |
Tests of specification for parametric and semiparametric models
Journal of Econometrics | 1994-04-26 | Paper |
