| Publication | Date of Publication | Type |
|---|
Using the Bootstrap to Test for Symmetry Under Unknown Dependence
Journal of Business and Economic Statistics | 2025-01-20 | Paper |
On testing for bubbles during hyperinflations
Studies in Nonlinear Dynamics & Econometrics | 2024-11-28 | Paper |
Using Triples to Assess Symmetry Under Weak Dependence
Journal of Business and Economic Statistics | 2024-10-17 | Paper |
Maximum Likelihood Estimation in Markov Regime‐Switching Models With Covariate‐Dependent Transition Probabilities
Econometrica | 2024-01-23 | Paper |
Rational bubbles: too many to be true?
Journal of Economic Dynamics and Control | 2023-07-06 | Paper |
Normality tests for dependent data: large-sample and bootstrap approaches
Communications in Statistics. Simulation and Computation | 2022-07-04 | Paper |
Semiparametric sieve-type generalized least squares inference
Econometric Reviews | 2022-06-03 | Paper |
Portmanteau tests for linearity of stationary time series
Econometric Reviews | 2022-03-04 | Paper |
Bootstrap-assisted tests of symmetry for dependent data
Journal of Statistical Computation and Simulation | 2020-04-27 | Paper |
Multivariate contemporaneous-threshold autoregressive models
Journal of Econometrics | 2016-08-10 | Paper |
A quantile-based test for symmetry of weakly dependent processes
Journal of Time Series Analysis | 2015-06-29 | Paper |
On testing for nonlinearity in multivariate time series
Economics Letters | 2015-05-05 | Paper |
On inference based on the one-sample sign statistic for long-range dependent data
Computational Statistics | 2011-04-06 | Paper |
Contemporaneous-threshold smooth transition GARCH models
Studies in Nonlinear Dynamics & Econometrics | 2011-03-09 | Paper |
Selecting nonlinear time series models using information criteria
Journal of Time Series Analysis | 2011-02-22 | Paper |
Assessing time-reversibility under minimal assumptions
Journal of Time Series Analysis | 2010-04-22 | Paper |
Instrumental-Variables Estimation in Markov Switching Models with Endogenous Explanatory Variables: An Application to the Term Structure of Interest Rates
Studies in Nonlinear Dynamics & Econometrics | 2008-04-04 | Paper |
ON THE DETERMINATION OF THE NUMBER OF REGIMES IN MARKOV-SWITCHING AUTOREGRESSIVE MODELS
Journal of Time Series Analysis | 2007-05-29 | Paper |
Joint Determination of the State Dimension and Autoregressive Order for Models with Markov Regime Switching
Journal of Time Series Analysis | 2007-05-29 | Paper |
Blockwise bootstrap testing for stationarity
Statistics & Probability Letters | 2006-04-28 | Paper |
Power Properties of Nonlinearity Tests for Time Series with Markov Regimes
Studies in Nonlinear Dynamics & Econometrics | 2006-01-27 | Paper |
| scientific article; zbMATH DE number 5002320 (Why is no real title available?) | 2006-01-27 | Paper |
On the Autocorrelation Properties of Long‐Memory GARCH Processes
Journal of Time Series Analysis | 2004-11-24 | Paper |
A sieve bootstrap test for stationarity.
Statistics & Probability Letters | 2004-02-14 | Paper |
A Bootstrap Test for Symmetry of Dependent Data Based on a Kolmogorov–Smirnov Type Statistic
Communications in Statistics. Simulation and Computation | 2003-04-02 | Paper |
On the asymptotic behaviour of unit-root tests in the presence of a Markov trend
Statistics & Probability Letters | 2002-09-05 | Paper |
A simple method of testing for cointegration subject to multiple regime changes
Economics Letters | 2002-07-31 | Paper |
Bootstrap tests for an autoregressive unit root in the presence of weakly dependent errors
Journal of Time Series Analysis | 2001-12-12 | Paper |
On bootstrap inference in cointegrating regressions
Economics Letters | 2001-08-20 | Paper |
A simple procedure for detecting periodically collapsing rational bubbles
Economics Letters | 2001-08-20 | Paper |
Bootstrap tests for unit roots in seasonal autoregressive models
Statistics & Probability Letters | 2001-01-25 | Paper |
Markov level shifts and the unit-root hypothesis
Econometrics Journal | 2001-01-01 | Paper |
Finite-sampling properties of the maximum likelihood estimator in autoregressive models with Markov switching
Journal of Econometrics | 2000-06-13 | Paper |
On regression-based tests for persistence in logarithmic volatility models
Econometric Reviews | 2000-04-10 | Paper |
A comparison of tests of linear hypothesis in cointegrated vector autoregressive models
Economics Letters | 1999-11-08 | Paper |
Testing for unit roots in time series with nearly deterministic seasonal variation
Econometric Reviews | 1999-06-23 | Paper |
Bootstrap-based evaluation of markov-switching time series models
Econometric Reviews | 1999-02-22 | Paper |
A note on super exogeneity in linear regression models
Econometric Reviews | 1999-01-01 | Paper |
On the power of tests for superexogeneity and structural invariance
Journal of Econometrics | 1996-06-16 | Paper |
