| Publication | Date of Publication | Type |
|---|
Tilted Nonparametric Estimation of Volatility Functions With Empirical Applications
Journal of Business and Economic Statistics | 2025-01-20 | Paper |
Estimation and Inference of Discontinuity in Density
Journal of Business and Economic Statistics | 2025-01-20 | Paper |
Testing for structural change under non-stationary variances
Econometrics Journal | 2022-07-27 | Paper |
On the serial correlation in multi-horizon predictive quantile regression
Economics Letters | 2021-03-29 | Paper |
Inference of local regression in the presence of nuisance parameters
Journal of Econometrics | 2021-02-09 | Paper |
A semi-nonparametric estimator of regression discontinuity design with discrete duration outcomes
Journal of Econometrics | 2018-08-29 | Paper |
Regression discontinuity with categorical outcomes
Journal of Econometrics | 2017-09-28 | Paper |
Robustifying multivariate trend tests to nonstationary volatility
Journal of Econometrics | 2017-05-12 | Paper |
Powerful tests for structural changes in volatility
Journal of Econometrics | 2017-05-12 | Paper |
Empirical likelihood-based inference for nonparametric recurrent diffusions
Journal of Econometrics | 2016-07-25 | Paper |
Adaptive estimation of autoregressive models with time-varying variances
Journal of Econometrics | 2016-06-03 | Paper |
Multivariate trend function testing with mixed stationary and integrated disturbances
Journal of Multivariate Analysis | 2016-04-20 | Paper |
Model-free inference for tail risk measures
Econometric Theory | 2016-02-23 | Paper |
Empirical likelihood for regression discontinuity design
Journal of Econometrics | 2015-05-29 | Paper |
Towards uniformly efficient trend estimation under weak/strong correlation and non-stationary volatility
Scandinavian Journal of Statistics | 2015-03-09 | Paper |
Power monotonicity in detecting volatility levels change
Economics Letters | 2014-04-17 | Paper |
Nonparametric inference for conditional quantiles of time series
Econometric Theory | 2014-03-25 | Paper |
Reweighted functional estimation of diffusion models
Econometric Theory | 2010-04-23 | Paper |
Bootstrapping Autoregression under Non-stationary Volatility
Econometrics Journal | 2008-05-29 | Paper |
Inference in Autoregression under Heteroskedasticity
Journal of Time Series Analysis | 2007-05-29 | Paper |
Restricted fault diameter of hypercube networks
Acta Mathematicae Applicatae Sinica. English Series | 2004-09-22 | Paper |
| scientific article; zbMATH DE number 2075761 (Why is no real title available?) | 2004-06-18 | Paper |
| scientific article; zbMATH DE number 2075779 (Why is no real title available?) | 2004-06-18 | Paper |
On \(k\)-diameter of \(k\)-connected graphs
Applied Mathematics. Series B (English Edition) | 2002-06-30 | Paper |
On restricted edge-connectivity of graphs.
Discrete Mathematics | 2002-01-01 | Paper |
