| Publication | Date of Publication | Type |
|---|
Simulation model of disease incidence driven by diagnostic activity
Statistics in Medicine | 2024-10-29 | Paper |
Confidence Distributions for the Autoregressive Parameter
The American Statistician | 2024-08-12 | Paper |
Confidence intervals for distributional positions
Communications in Statistics. Theory and Methods | 2024-05-17 | Paper |
Improved shrinkage estimators in the beta regression model with application in econometric and educational data
Statistical Papers | 2024-03-25 | Paper |
Applications of discrete factor analysis
Communications in Statistics. Simulation and Computation | 2024-01-23 | Paper |
Bartlett correction of an independence test in a multivariate Poisson model
Statistica Neerlandica | 2023-12-15 | Paper |
Approximate Bayesianity of Frequentist Confidence Intervals for a Binomial Proportion
The American Statistician | 2023-04-03 | Paper |
Testing for INAR effects
Communications in Statistics. Simulation and Computation | 2022-06-21 | Paper |
Discrete factor analysis using a dependent Poisson model
Computational Statistics | 2020-10-06 | Paper |
A likelihood ratio type test for invertibility in moving average processes
Computational Statistics and Data Analysis | 2018-11-23 | Paper |
How close is a fractional process to a random walk with drift?
Journal of Time Series Econometrics | 2018-02-07 | Paper |
Likelihood ratio tests for a unit root in panels with random effects
Statistics | 2017-07-20 | Paper |
Testing for a unit root in a random coefficient panel data model
Journal of Econometrics | 2016-08-15 | Paper |
New tools for understanding the local asymptotic power of panel unit root tests
Journal of Econometrics | 2015-07-27 | Paper |
Biases of correlograms and of AR representations of stationary series
Journal of Time Series Econometrics | 2013-06-14 | Paper |
A note on the pooling of individual panic unit root tests
Econometric Theory | 2009-12-15 | Paper |
Inflation, exchange rates and PPP in a multivariate panel cointegration model
Econometrics Journal | 2008-05-29 | Paper |
Testing for Unit Root Against Stationarity Using the Likelihood Ratio Test
Communications in Statistics. Simulation and Computation | 2007-06-28 | Paper |
The Multivariate Split Normal Distribution and Asymmetric Principal Components Analysis
Communications in Statistics: Theory and Methods | 2006-08-21 | Paper |
Testing for stationarity in heterogeneous panel data where the time dimension is finite
Econometrics Journal | 2005-11-21 | Paper |
Distribution approximation of unit root tests in autoregressive models
Econometrics Journal | 2003-08-07 | Paper |
Likelihood-based cointegration tests in heterogeneous panels
The Econometrics Journal | 2002-04-11 | Paper |
The joint moment generating function of quadratic forms in multivariate autoregressive series
Econometric Theory | 2002-01-08 | Paper |
APPROXIMATION OF THE ASYMPTOTIC DISTRIBUTION OF THE LOG LIKELIHOOD RATIO TEST FOR COINTEGRATION
Econometric Theory | 2000-11-05 | Paper |
On the asymptotic expectations of some unit root tests in a first order autoregressive process in the presence of trend
Annals of the Institute of Statistical Mathematics | 2000-06-13 | Paper |
Bartlett corrections in cointegration testing
Computational Statistics and Data Analysis | 2000-01-12 | Paper |
The finite sample distribution of the KPSS test
Econometrics Journal | 2000-01-01 | Paper |
Bartlett Corrections for Unit Root Test Statistics
Journal of Time Series Analysis | 1999-01-25 | Paper |
Numerical aspects of a likelihood ratio test statistic for cointegrating rank
Computational Statistics and Data Analysis | 1998-07-23 | Paper |
The order of the error term for moments of the log likelihood ratio unit root test in an autoregressive process
Annals of the Institute of Statistical Mathematics | 1998-06-11 | Paper |
The asymptotic distribution of a test for the mean number of offspring in the branching process with immigration
Mathematical Methods of Statistics | 1994-11-10 | Paper |
