| Publication | Date of Publication | Type |
|---|
| Using the Bootstrap to Test for Symmetry Under Unknown Dependence | 2025-01-20 | Paper |
| On testing for bubbles during hyperinflations | 2024-11-28 | Paper |
| Using Triples to Assess Symmetry Under Weak Dependence | 2024-10-17 | Paper |
| Maximum Likelihood Estimation in Markov Regime‐Switching Models With Covariate‐Dependent Transition Probabilities | 2024-01-23 | Paper |
| Rational bubbles: too many to be true? | 2023-07-06 | Paper |
| Normality tests for dependent data: large-sample and bootstrap approaches | 2022-07-04 | Paper |
| Semiparametric Sieve-Type Generalized Least Squares Inference | 2022-06-03 | Paper |
| Portmanteau tests for linearity of stationary time series | 2022-03-04 | Paper |
| Bootstrap-assisted tests of symmetry for dependent data | 2020-04-27 | Paper |
| Multivariate contemporaneous-threshold autoregressive models | 2016-08-10 | Paper |
| A Quantile‐based Test for Symmetry of Weakly Dependent Processes | 2015-06-29 | Paper |
| On testing for nonlinearity in multivariate time series | 2015-05-05 | Paper |
| On inference based on the one-sample sign statistic for long-range dependent data | 2011-04-06 | Paper |
| Contemporaneous-Threshold Smooth Transition GARCH Models | 2011-03-09 | Paper |
| Selecting nonlinear time series models using information criteria | 2011-02-22 | Paper |
| Assessing Time-Reversibility Under Minimal Assumptions | 2010-04-22 | Paper |
| Instrumental-Variables Estimation in Markov Switching Models with Endogenous Explanatory Variables: An Application to the Term Structure of Interest Rates | 2008-04-04 | Paper |
| ON THE DETERMINATION OF THE NUMBER OF REGIMES IN MARKOV-SWITCHING AUTOREGRESSIVE MODELS | 2007-05-29 | Paper |
| Joint Determination of the State Dimension and Autoregressive Order for Models with Markov Regime Switching | 2007-05-29 | Paper |
| Blockwise bootstrap testing for stationarity | 2006-04-28 | Paper |
| Power Properties of Nonlinearity Tests for Time Series with Markov Regimes | 2006-01-27 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3368248 | 2006-01-27 | Paper |
| On the Autocorrelation Properties of Long‐Memory GARCH Processes | 2004-11-24 | Paper |
| A sieve bootstrap test for stationarity. | 2004-02-14 | Paper |
| A Bootstrap Test for Symmetry of Dependent Data Based on a Kolmogorov–Smirnov Type Statistic | 2003-04-02 | Paper |
| On the asymptotic behaviour of unit-root tests in the presence of a Markov trend | 2002-09-05 | Paper |
| A simple method of testing for cointegration subject to multiple regime changes | 2002-07-31 | Paper |
| Bootstrap tests for an autoregressive unit root in the presence of weakly dependent errors | 2001-12-12 | Paper |
| On bootstrap inference in cointegrating regressions | 2001-08-20 | Paper |
| A simple procedure for detecting periodically collapsing rational bubbles | 2001-08-20 | Paper |
| Bootstrap tests for unit roots in seasonal autoregressive models | 2001-01-25 | Paper |
| Markov level shifts and the unit-root hypothesis | 2001-01-01 | Paper |
| Finite-sampling properties of the maximum likelihood estimator in autoregressive models with Markov switching | 2000-06-13 | Paper |
| On regression-based tests for persistence in logarithmic volatility models | 2000-04-10 | Paper |
| A comparison of tests of linear hypothesis in cointegrated vector autoregressive models | 1999-11-08 | Paper |
| Testing for unit roots in time series with nearly deterministic seasonal variation | 1999-06-23 | Paper |
| Bootstrap-based evaluation of markov-switching time series models | 1999-02-22 | Paper |
| A note on super exogeneity in linear regression models | 1999-01-01 | Paper |
| On the power of tests for superexogeneity and structural invariance | 1996-06-16 | Paper |
