| Publication | Date of Publication | Type |
|---|
Shrinkage estimators for periodic autoregressions
Journal of Econometrics | 2025-03-18 | Paper |
Real-Time Inflation Forecasting in a Changing World
Journal of Business and Economic Statistics | 2025-01-20 | Paper |
Testing non-nested demand relations: linear expenditure system versus indirect addilog
Statistica Neerlandica | 2024-07-17 | Paper |
Random-coefficient periodic autoregressions
Statistica Neerlandica | 2024-07-16 | Paper |
Common large innovations across nonlinear time series
Studies in Nonlinear Dynamics & Econometrics | 2023-03-13 | Paper |
Parameter estimation in multivariate logit models with many binary choices
Econometric Reviews | 2022-03-09 | Paper |
Measuring and predicting heterogeneous recessions
Journal of Economic Dynamics and Control | 2018-11-01 | Paper |
Explaining individual response using aggregated data
Journal of Econometrics | 2016-06-13 | Paper |
Seasonality and non-linear price effects in scanner-data-based market-response models
Journal of Econometrics | 2016-05-04 | Paper |
Generalized reduced rank tests using the singular value decomposition
Journal of Econometrics | 2016-04-25 | Paper |
Modeling dynamic effects of promotion on interpurchase times
Computational Statistics and Data Analysis | 2012-12-30 | Paper |
Computational techniques for applied econometric analysis of macroeconomic and financial processes
Computational Statistics and Data Analysis | 2009-05-29 | Paper |
Distribution and Mobility of Wealth of Nations
Modeling Income Distributions and Lorenz Curves | 2009-01-07 | Paper |
| scientific article; zbMATH DE number 5035838 (Why is no real title available?) | 2006-06-26 | Paper |
| Periodic Time Series Models | 2004-11-16 | Paper |
What are the advantages of MCMC based inference in latent variable models?
Statistica Neerlandica | 2004-06-15 | Paper |
An Empirical Study of Cash Payments
Statistica Neerlandica | 2004-06-15 | Paper |
Priors, posteriors and Bayes factors for a Bayesian analysis of cointegration
Journal of Econometrics | 2003-04-02 | Paper |
Priors, posteriors and Bayes factors for a Bayesian analysis of cointegration
Journal of Econometrics | 2003-04-02 | Paper |
A nonlinear long memory model, with an application to US unemployment.
Journal of Econometrics | 2003-02-17 | Paper |
On trends and constants in periodic autoregressions
Econometric Reviews | 1999-01-01 | Paper |
Bayesian analysis of seasonal unit roots and seasonal mean shifts
Journal of Econometrics | 1997-08-12 | Paper |
Bayesian analysis of seasonal unit roots and seasonal mean shifts
Journal of Econometrics | 1997-08-12 | Paper |
Periodic integration: Further results on model selection and forecasting
Statistical Papers | 1996-06-11 | Paper |
