| Publication | Date of Publication | Type |
|---|
The spectral analysis of the Hodrick–Prescott filter
Journal of Time Series Analysis | 2022-08-08 | Paper |
Negative powers of integrated processes
Econometric Theory | 2022-04-22 | Paper |
A property of the Hodrick-Prescott filter and its application
Econometric Theory | 2021-04-16 | Paper |
A location model with an endogenous dummy variable
Economics Letters | 2020-11-04 | Paper |
The sum of the reciprocal of the random walk
Econometric Theory | 2020-03-03 | Paper |
A model for level induced conditional heteroskedasticity
Statistics & Probability Letters | 2019-02-20 | Paper |
| scientific article; zbMATH DE number 6951434 (Why is no real title available?) | 2018-10-10 | Paper |
Mixing properties of the dynamic Tobit model with mixing errors
Economics Letters | 2018-10-05 | Paper |
Estimation for spatial dynamic panel data with fixed effects: the case of spatial cointegration
Journal of Econometrics | 2016-08-15 | Paper |
Quasi-maximum likelihood estimators for spatial dynamic panel data with fixed effects when both n and T are large
Journal of Econometrics | 2016-06-13 | Paper |
A robust version of the KPSS test based on indicators
Journal of Econometrics | 2016-05-04 | Paper |
| Asymptotics for weighted periodic transformations of integrated time series | 2015-06-22 | Paper |
Exponential functionals of integrated processes
Economics Letters | 2013-01-29 | Paper |
Consistency of the stationary bootstrap under weak moment conditions
Economics Letters | 2013-01-01 | Paper |
Logarithmic spurious regressions
Economics Letters | 2013-01-01 | Paper |
Sums of exponentials of random walks with drift
Econometric Theory | 2012-08-30 | Paper |
Dynamic time series binary choice
Econometric Theory | 2011-08-16 | Paper |
A note on nonlinear models with integrated regressors and convergence order results
Economics Letters | 2011-05-10 | Paper |
Dynamic Censored Regression and the Open Market Desk Reaction Function
Journal of Business and Economic Statistics | 2011-04-13 | Paper |
Dynamic multinomial ordered choice with an application to the estimation of monetary policy rules
Studies in Nonlinear Dynamics & Econometrics | 2010-07-02 | Paper |
A note on binary choice duration models
Economics Letters | 2009-11-17 | Paper |
FURTHER RESULTS ON THE ASYMPTOTICS FOR NONLINEAR TRANSFORMATIONS OF INTEGRATED TIME SERIES
Econometric Theory | 2005-06-07 | Paper |
ADDENDUM TO “ASYMPTOTICS FOR NONLINEAR TRANSFORMATIONS OF INTEGRATED TIME SERIES”
Econometric Theory | 2005-03-07 | Paper |
THE PROPERTIES OF <i>L</i><sub><i>p</i></sub>-GMM ESTIMATORS
Econometric Theory | 2003-05-18 | Paper |
A note on ``Convergence rates and asymptotic normality for series estimators'': uniform convergence rates
Journal of Econometrics | 2003-04-09 | Paper |
Nonlinear minimization estimators in the presence of cointegrating relations.
Journal of Econometrics | 2003-02-17 | Paper |
The functional central limit theorem and weak convergence to stochastic integrals. II: Fractionally integrated processes
Econometric Theory | 2002-03-01 | Paper |
The functional central limit theorem and weak convergence to stochastic integrals. I: Weakly dependent processes
Econometric Theory | 2002-03-01 | Paper |
Nonlinear estimation using estimated cointegrating relations
Journal of Econometrics | 2001-09-02 | Paper |
Convergence of averages of scaled functions of I(1) linear processes
Economics Letters | 2001-08-20 | Paper |
A STRONG CONSISTENCY PROOF FOR HETEROSKEDASTICITY AND AUTOCORRELATION CONSISTENT COVARIANCE MATRIX ESTIMATORS
Econometric Theory | 2001-03-29 | Paper |
Uniform laws of large numbers and stochastic Lipschitz-continuity
Journal of Econometrics | 2000-12-03 | Paper |
A strong law of large numbers for triangular mixingale arrays
Statistics & Probability Letters | 1997-04-09 | Paper |
The Bierens test under data dependence
Journal of Econometrics | 1996-07-15 | Paper |
