| Publication | Date of Publication | Type |
|---|
A new price index for multi-period and multilateral comparisons
AStA. Advances in Statistical Analysis | 2024-02-21 | Paper |
Feature selection based on the best-path algorithm in high dimensional graphical models
Information Sciences | 2023-10-19 | Paper |
Leptokurtic moment-parameterized elliptically contoured distributions with application to financial stock returns
Communications in Statistics: Theory and Methods | 2022-05-25 | Paper |
Band-limited component estimation in time-limited economic series
Journal of Applied Statistics | 2020-10-26 | Paper |
The multivariate leptokurtic-normal distribution and its application in model-based clustering
The Canadian Journal of Statistics | 2020-04-23 | Paper |
Gram-Charlier-like expansions of the convoluted hyperbolic-secant density
Journal of Statistical Theory and Practice | 2020-02-24 | Paper |
Kurtosis analysis in GARCH models with Gram-Charlier-like innovations
Economics Letters | 2019-09-12 | Paper |
Gram-Charlier-like expansions of power-raised hyperbolic secant laws
Statistics & Probability Letters | 2018-06-14 | Paper |
Orthogonal polynomials for tailoring density functions to excess kurtosis, asymmetry, and dependence
Communications in Statistics. Theory and Methods | 2016-05-25 | Paper |
The role of orthogonal polynomials in adjusting hyperpolic secant and logistic distributions to analyse financial asset returns
Statistical Papers | 2015-11-24 | Paper |
A short-cut derivation for the solution of autoregressive models from sharp algebraic arguments
Communications in Statistics: Theory and Methods | 2012-11-12 | Paper |
An inversion formula for a matrix polynomial about a (unit) root
Linear and Multilinear Algebra | 2011-06-20 | Paper |
Closed-form expressions for the regular part coefficients in matrix polynomial inversion and related results
Journal of Interdisciplinary Mathematics | 2011-04-29 | Paper |
| Econometric profiles of testing of statistical hypotheses: model specification tests | 2010-06-03 | Paper |
Tailoring the Gaussian law for excess kurtosis and skewness by Hermite polynomials
Communications in Statistics: Theory and Methods | 2010-03-18 | Paper |
| scientific article; zbMATH DE number 5590594 (Why is no real title available?) | 2009-08-06 | Paper |
| scientific article; zbMATH DE number 5587074 (Why is no real title available?) | 2009-07-27 | Paper |
Detecting and testing causality in linear econometric models
Journal of the Italian Statistical Society | 2009-02-03 | Paper |
| scientific article; zbMATH DE number 5380224 (Why is no real title available?) | 2008-12-10 | Paper |
New findings regarding parameter estimation in the Gauss-Markov model with restrictions on coefficients
Journal of Statistics and Management Systems | 2008-07-11 | Paper |
New insights into best linear unbiased estimation and the optimality of least-squares
Journal of Multivariate Analysis | 2006-04-28 | Paper |
| scientific article; zbMATH DE number 2217262 (Why is no real title available?) | 2006-04-26 | Paper |
Topics in dynamic model analysis. Advanced matrix methods and unit-root econometrics representation theorems.
Lecture Notes in Economics and Mathematical Systems | 2005-10-27 | Paper |
| scientific article; zbMATH DE number 2217374 (Why is no real title available?) | 2005-10-20 | Paper |
Restricted least squares revisited
Journal of Statistics and Management Systems | 2004-09-07 | Paper |
A new proof of the representation theorem for I(2) processes
Journal of Interdisciplinary Mathematics | 2004-06-09 | Paper |
ON A PARTITIONED INVERSION FORMULA HAVING USEFUL APPLICATIONS IN ECONOMETRICS
Econometric Theory | 2003-05-18 | Paper |
| scientific article; zbMATH DE number 1327251 (Why is no real title available?) | 2000-01-11 | Paper |
| scientific article; zbMATH DE number 992661 (Why is no real title available?) | 1997-07-24 | Paper |
| scientific article; zbMATH DE number 509175 (Why is no real title available?) | 1994-06-05 | Paper |
Detecting and testing causality in linear econometric models
Journal of the Italian Statistical Society | 1994-02-01 | Paper |
