| Publication | Date of Publication | Type |
|---|
Estimation and inference in high-dimensional panel data models with interactive fixed effects
Quantitative Economics | 2026-03-03 | Paper |
Locally Stationary Multiplicative Volatility Modeling
Journal of Business and Economic Statistics | 2024-03-05 | Paper |
Nonparametric comparison of epidemic time trends: the case of COVID-19
Journal of Econometrics | 2022-12-14 | Paper |
scientific article; zbMATH DE number 7626791 (Why is no real title available?)
(available as arXiv preprint) | 2022-12-06 | Paper |
| scientific article; zbMATH DE number 7626791 (Why is no real title available?) | 2022-12-06 | Paper |
Clustering with statistical error control
Scandinavian Journal of Statistics | 2021-09-17 | Paper |
Calendar effect and in-sample forecasting
Insurance Mathematics & Economics | 2021-03-17 | Paper |
Multiscale inference and long-run variance estimation in non-parametric regression with time series errors
Journal of the Royal Statistical Society Series B: Statistical Methodology | 2020-08-26 | Paper |
Multiscale clustering of nonparametric regression curves
Journal of Econometrics | 2020-03-20 | Paper |
On the differences between \(L_2\) boosting and the Lasso
Statistics & Probability Letters | 2020-01-20 | Paper |
Classification of non-parametric regression functions in longitudinal data models
Journal of the Royal Statistical Society Series B: Statistical Methodology | 2019-06-12 | Paper |
Estimating nonlinear additive models with nonstationarities and correlated errors
Scandinavian Journal of Statistics | 2019-03-21 | Paper |
Testing for structural change in time-varying nonparametric regression models
Econometric Theory | 2015-11-03 | Paper |
A semiparametric model for heterogeneous panel data with fixed effects
Journal of Econometrics | 2015-08-13 | Paper |
Specification and structural break tests for additive models with applications to realized variance data
Journal of Econometrics | 2015-07-27 | Paper |
Detecting gradual changes in locally stationary processes
The Annals of Statistics | 2015-05-11 | Paper |
Detecting gradual changes in locally stationary processes
The Annals of Statistics | 2015-05-11 | Paper |
Nonparametric regression for locally stationary time series
The Annals of Statistics | 2014-09-15 | Paper |
Nonparametric regression for locally stationary time series
The Annals of Statistics | 2014-09-15 | Paper |
Nonparametric estimation of a periodic sequence in the presence of a smooth trend
Biometrika | 2014-04-16 | Paper |
System identification techniques based on support vector machines without bias term
International Journal of Adaptive Control and Signal Processing | 2014-04-08 | Paper |
| scientific article; zbMATH DE number 6182995 (Why is no real title available?) | 2013-07-02 | Paper |
Optimal Dynamic XL Reinsurance
ASTIN Bulletin | 2005-03-30 | Paper |
| scientific article; zbMATH DE number 841625 (Why is no real title available?) | 1996-02-06 | Paper |
