| Publication | Date of Publication | Type |
|---|
| Lumpy Price Adjustments: A Microeconometric Analysis | 2025-01-20 | Paper |
| On Identification of Bayesian DSGE Models | 2025-01-20 | Paper |
| Variable selection in high dimensional linear regressions with parameter instability | 2025-01-16 | Paper |
| Double-Question Survey Measures for the Analysis of Financial Bubbles and Crashes | 2024-10-28 | Paper |
| An augmented Anderson–Hsiao estimator for dynamic short-T panels† | 2022-06-09 | Paper |
| Exponential class of dynamic binary choice panel data models with fixed effects | 2022-06-08 | Paper |
| Testing Weak Cross-Sectional Dependence in Large Panels | 2022-06-03 | Paper |
| Econometric Analysis of High Dimensional VARs Featuring a Dominant Unit | 2022-05-31 | Paper |
| Estimation of time-invariant effects in static panel data models | 2022-03-04 | Paper |
| Correction to: ``Exponent of cross-sectional dependence for residuals | 2021-05-03 | Paper |
| Estimation and inference in spatial models with dominant units | 2021-03-24 | Paper |
| Econometric analysis of production networks with dominant units | 2021-02-04 | Paper |
| Exponent of cross-sectional dependence for residuals | 2020-02-20 | Paper |
| A multiple testing approach to the regularisation of large sample correlation matrices | 2019-04-29 | Paper |
| Mean group estimation in presence of weakly cross-correlated estimators | 2019-01-31 | Paper |
| A One Covariate at a Time, Multiple Testing Approach to Variable Selection in High-Dimensional Linear Regression Models | 2018-09-19 | Paper |
| Infinite-dimensional VARs and factor models | 2016-08-12 | Paper |
| Variable selection, estimation and inference for multi-period forecasting problems | 2016-08-12 | Paper |
| Large panels with common factors and spatial correlation | 2016-08-10 | Paper |
| Panels with non-stationary multifactor error structures | 2016-08-10 | Paper |
| A spatio-temporal model of house prices in the USA | 2016-08-04 | Paper |
| Testing slope homogeneity in large panels | 2016-06-03 | Paper |
| A multi-country approach to forecasting output growth using PMIs | 2016-05-10 | Paper |
| A pair-wise approach to testing for output and growth convergence | 2016-05-04 | Paper |
| Selection of estimation window in the presence of breaks | 2016-05-02 | Paper |
| Small sample properties of forecasts from autoregressive models under structural breaks | 2016-04-01 | Paper |
| A proof of the asymptotic validity of a test for perfect aggregation | 2016-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q2950659 | 2015-10-09 | Paper |
| Common correlated effects estimation of heterogeneous dynamic panel data models with weakly exogenous regressors | 2015-08-13 | Paper |
| Robust standard errors in transformed likelihood estimation of dynamic panel data models with cross-sectional heteroskedasticity | 2015-07-27 | Paper |
| Testing Dependence Among Serially Correlated Multicategory Variables | 2015-06-22 | Paper |
| Signs of impact effects in time series regression models | 2014-08-07 | Paper |
| Aggregation in large dynamic panels | 2014-08-06 | Paper |
| Optimal forecasts in the presence of structural breaks | 2014-06-06 | Paper |
| Limited-dependent rational expectations models with stochastic thresholds | 2014-04-03 | Paper |
| Panel unit root tests in the presence of a multifactor error structure | 2014-03-18 | Paper |
| The J-test as a Hausman specification test | 2013-10-24 | Paper |
| https://portal.mardi4nfdi.de/entity/Q2880716 | 2012-04-16 | Paper |
| Weak and strong cross‐section dependence and estimation of large panels | 2011-07-27 | Paper |
| Forecast Combination Across Estimation Windows | 2011-04-13 | Paper |
| Econometric analysis of structural systems with permanent and transitory shocks | 2010-01-19 | Paper |
| Pairwise Tests of Purchasing Power Parity | 2009-10-16 | Paper |
| Econometric issues in the analysis of contagion | 2009-05-18 | Paper |
| A bias-adjusted LM test of error cross-section independence | 2008-05-29 | Paper |
| Learning, Structural Instability, and Present Value Calculations | 2007-06-20 | Paper |
| Global and National Macroeconometric Modelling | 2007-04-25 | Paper |
| Forecasting Time Series Subject to Multiple Structural Breaks | 2007-02-12 | Paper |
| Estimation and Inference in Large Heterogeneous Panels with a Multifactor Error Structure | 2007-02-05 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5474890 | 2006-06-26 | Paper |
| ESTIMATION AND INFERENCE IN SHORT PANEL VECTOR AUTOREGRESSIONS WITH UNIT ROOTS AND COINTEGRATION | 2006-03-22 | Paper |
| REAL-TIME ECONOMETRICS | 2005-10-18 | Paper |
| LONG-RUN STRUCTURAL MODELLING | 2004-09-21 | Paper |
| Maximum likelihood estimation of fixed effects dynamic panel data models covering short time periods | 2003-04-02 | Paper |
| Solution of nonlinear rational expectations models with applications to finite-horizon life-cycle models of consumption | 2002-11-24 | Paper |
| Structural analysis of vector error correction models with exogenous \(I(1)\) variables | 2002-11-14 | Paper |
| Pooled Mean Group Estimation of Dynamic Heterogeneous Panels | 2002-07-30 | Paper |
| Cross-sectional aggregation of nonlinear models | 2001-09-17 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4518957 | 2000-12-03 | Paper |
| Life-cycle consumption under social interactions | 2000-10-26 | Paper |
| Solution of finite-horizon multivariate linear rational expectations models and sparse linear systems | 2000-06-04 | Paper |
| Stochastic growth models and their econometric implications | 1999-09-22 | Paper |
| https://portal.mardi4nfdi.de/entity/Q2704699 | 1999-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q2704701 | 1999-01-01 | Paper |
| Generalized impulse response analysis in linear multivariate models | 1998-08-13 | Paper |
| A floor and ceiling model of US output | 1998-07-23 | Paper |
| Impulse response analysis in nonlinear multivariate models | 1997-07-14 | Paper |
| Limited-dependent rational expectations models with future expectations | 1997-02-28 | Paper |
| Cointegration and speed of convergence to equilibrium | 1996-09-01 | Paper |
| Estimating long-run relationships from dynamic heterogeneous panels | 1996-03-11 | Paper |
| A non-nested test of level-differenced versus log-differenced stationary models | 1995-12-03 | Paper |
| The role of theory in econometrics | 1995-08-07 | Paper |
| A Generalized R^2 Criterion for Regression Models Estimated by the Instrumental Variables Method | 1995-02-06 | Paper |
| Persistence profiles and business cycle fluctuations in a disaggregated model of U.K. output growth | 1994-09-19 | Paper |
| A generalization of the non-parametric Henriksson-Merton test of market timing | 1994-07-03 | Paper |
| Cointegration and direct tests of the rational expectations hypothesis | 1994-01-01 | Paper |
| Persistence, cointegration, and aggregation. A disaggregated analysis of output fluctuations in the U.S. economy | 1993-10-17 | Paper |
| A simulation approach to the problem of computing Cox's statistic for testing nonnested models | 1993-07-18 | Paper |
| Estimating limited-dependent rational expectations models with an application to exchange rate determination in a target zone | 1992-09-27 | Paper |
| A unified approach to estimation and orthogonality tests in linear single-equation econometric models | 1990-01-01 | Paper |
| Statistical inference in non-nested econometric models | 1986-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3678538 | 1984-01-01 | Paper |
| Asymptotic power comparisons of tests of separate parametric families by Bahadur's approach | 1984-01-01 | Paper |
| Tests of non-nested regression models. Small sample adjustments and Monte Carlo evidence | 1983-01-01 | Paper |
| A NOTE ON THE MAXIMUM LIKELIHOOD ESTIMATION OF REGRESSION MODELS WITH FIRST ORDER MOVING AVERAGE ERRORS WITH ROOTS ON THE UNIT CIRCLE | 1983-01-01 | Paper |
| On the comprehensive method of testing non-nested regression models | 1982-01-01 | Paper |
| Comparison of Local Power of Alternative Tests of Non-Nested Regression Models | 1982-01-01 | Paper |
| Identification of rational expectations models | 1981-01-01 | Paper |
| Pitfalls of testing non-nested hypotheses by the Lagrange multiplier method | 1981-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3943882 | 1981-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3928892 | 1980-01-01 | Paper |
| Testing Non-Nested Nonlinear Regression Models | 1978-01-01 | Paper |
| On the General Problem of Model Selection | 1974-01-01 | Paper |
| The Small Sample Problem of Truncation Remainders in the Estimation of Distributed Lag Models with Autocorrelated Errors | 1973-01-01 | Paper |
| Exact Maximum Likelihood Estimation of a Regression Equation with a First-Order Moving-Average Error | 1973-01-01 | Paper |
