| Publication | Date of Publication | Type |
|---|
A threshold mixed count time series model: estimation and application
Studies in Nonlinear Dynamics & Econometrics | 2023-04-17 | Paper |
Binomial thinning models for integer time series
Statistical Modelling | 2020-10-07 | Paper |
Useful models for time series of counts or simply wrong ones?
AStA. Advances in Statistical Analysis | 2018-12-19 | Paper |
Efficient method of moments estimators for integer time series models
Journal of Time Series Analysis | 2015-03-04 | Paper |
Convolution-closed models for count time series with applications
Journal of Time Series Analysis | 2014-06-16 | Paper |
Exploratory data analysis and model criticism with posterior plots
Computational Statistics and Data Analysis | 2014-04-14 | Paper |
Panel unit root tests in the presence of cross-sectional dependence: finite sample performance and an application
Econometrics Journal | 2010-10-15 | Paper |
The wild bootstrap and heteroskedasticity-robust tests for serial correlation in dynamic regression models
Computational Statistics and Data Analysis | 2008-11-26 | Paper |
R-squared and prediction in regression with ordered quantitative response
Journal of Applied Statistics | 2007-09-11 | Paper |
Assessing Persistence In Discrete Nonstationary Time‐Series Models
Journal of Time Series Analysis | 2006-05-24 | Paper |
Estimation in conditional first order autoregression with discrete support
Statistical Papers | 2006-03-09 | Paper |
Testing for serial dependence in time series models of counts
Journal of Time Series Analysis | 2003-10-22 | Paper |
Exploring economic time series: a Bayesian graphical approach
Econometrics Journal | 2003-01-01 | Paper |
| scientific article; zbMATH DE number 877218 (Why is no real title available?) | 1996-05-09 | Paper |
Testing a time series for difference stationarity
The Annals of Statistics | 1996-02-08 | Paper |
Testing AR(1) Against MA(1) Disturbances in the Linear Regression Model: An Alternative Procedure
Review of Economic Studies | 1990-01-01 | Paper |
Checks of model adequacy for univariate time series models and their application to econometric relationships
Econometric Reviews | 1988-01-01 | Paper |
Determining a portfolio of linear time series models
Biometrika | 1987-01-01 | Paper |
SOME ASPECTS OF THE PERFORMANCE OF DIAGNOSTIC CHECKS IN BIVARIATE TIME SERIES MODELS
Journal of Time Series Analysis | 1986-01-01 | Paper |
| scientific article; zbMATH DE number 3881727 (Why is no real title available?) | 1984-01-01 | Paper |
Diagnostic tests for multiple time series models
The Annals of Statistics | 1982-01-01 | Paper |
An approach to testing linear time series models
The Annals of Statistics | 1981-01-01 | Paper |
Testing the specification of a fitted autoregressive-moving average model
Biometrika | 1980-01-01 | Paper |
Estimating Systems of Dynamic Reduced Form Equations with Vector Autoregressive Errors
International Economic Review | 1976-01-01 | Paper |
