| Publication | Date of Publication | Type |
|---|
Dynamic portfolio allocation under market incompleteness and wealth effects
Operations Research | 2026-02-18 | Paper |
Multi-signal approaches for repeated sampling schemes in inertial sensor calibration
IEEE Transactions on Signal Processing | 2024-09-12 | Paper |
A penalized two-pass regression to predict stock returns with time-varying risk premia
Journal of Econometrics | 2023-11-17 | Paper |
Saddlepoint Approximations for Spatial Panel Data Models
Journal of the American Statistical Association | 2023-07-04 | Paper |
Saddlepoint Approximations for Spatial Panel Data Models
Journal of the American Statistical Association | 2023-07-04 | Paper |
A higher-order correct fast moving-average bootstrap for dependent data
Journal of Econometrics | 2023-06-09 | Paper |
On ill-posedness of nonparametric instrumental variable regression with convexity constraints
Econometrics Journal | 2022-08-02 | Paper |
On ill-posedness of nonparametric instrumental variable regression with convexity constraints
Econometrics Journal | 2022-08-02 | Paper |
Spanning tests for Markowitz stochastic dominance
Journal of Econometrics | 2020-06-18 | Paper |
Spanning tests for Markowitz stochastic dominance
Journal of Econometrics | 2020-06-18 | Paper |
A diagnostic criterion for approximate factor structure
Journal of Econometrics | 2019-10-23 | Paper |
A diagnostic criterion for approximate factor structure
Journal of Econometrics | 2019-10-23 | Paper |
Time-Varying Risk Premium in Large Cross-Sectional Equity Data Sets
Econometrica | 2019-01-31 | Paper |
Tikhonov regularization for nonparametric instrumental variable estimators
Journal of Econometrics | 2016-08-15 | Paper |
Robust subsampling
Journal of Econometrics | 2016-08-15 | Paper |
Local multiplicative bias correction for asymmetric kernel density estimators
Journal of Econometrics | 2016-05-25 | Paper |
A fast subsampling method for nonlinear dynamic models
Journal of Econometrics | 2016-04-25 | Paper |
Testing for symmetry and conditional symmetry using asymmetric kernels
Annals of the Institute of Statistical Mathematics | 2015-07-21 | Paper |
Discussion: Nonparametric estimation of noisy integral equations of the second kind
Journal of the Korean Statistical Society | 2014-08-01 | Paper |
Nonparametric instrumental variable estimation of structural quantile effects
Econometrica | 2013-11-08 | Paper |
Testing for stochastic dominance efficiency
Journal of Business and Economic Statistics | 2010-10-11 | Paper |
Assessing multivariate predictors of financial market movements: A latent factor framework for ordinal data
The Annals of Applied Statistics | 2009-05-20 | Paper |
Testing for equality between two copulas
Journal of Multivariate Analysis | 2009-02-09 | Paper |
Optimal asset allocation for pension funds under mortality risk during the accumulation and decumulation phases
Annals of Operations Research | 2008-03-31 | Paper |
Multivariate wavelet-based shape-preserving estimation for dependent observations
Bernoulli | 2008-01-09 | Paper |
Kernel-based goodness-of-fit tests for copulas with fixed smoothing parameters
Journal of Multivariate Analysis | 2007-03-29 | Paper |
A kolmogorov-smirnov type test for positive quadrant dependence
The Canadian Journal of Statistics | 2006-01-16 | Paper |
CONSISTENCY OF ASYMMETRIC KERNEL DENSITY ESTIMATORS AND SMOOTHED HISTOGRAMS WITH APPLICATION TO INCOME DATA
Econometric Theory | 2005-06-07 | Paper |
Testing for Concordance Ordering
ASTIN Bulletin | 2005-03-30 | Paper |
Density estimation using inverse and reciprocal inverse Gaussian kernels
Journal of Nonparametric Statistics | 2004-09-27 | Paper |
Nonparametric Estimation and Sensitivity Analysis of Expected Shortfall
Mathematical Finance | 2004-05-27 | Paper |
Instrumental Models and Indirect Encompassing
Econometrica | 2002-05-28 | Paper |
| scientific article; zbMATH DE number 1724301 (Why is no real title available?) | 2002-01-01 | Paper |
A correction note on the first passage time of an Ornstein-Uhlenbeck process to a boundary
Finance and Stochastics | 2000-05-24 | Paper |
Convergence of discrete time option pricing models under stochastic interest rates
Finance and Stochastics | 2000-05-24 | Paper |
Path dependent options on yields in the affine term structure model
Finance and Stochastics | 1999-05-25 | Paper |
Unemployment insurance and mortgages
Insurance Mathematics & Economics | 1998-03-17 | Paper |
| scientific article; zbMATH DE number 849067 (Why is no real title available?) | 1996-03-31 | Paper |
Default risk and derivative products
Applied Mathematical Finance | 1996-01-01 | Paper |
