| Publication | Date of Publication | Type |
|---|
| Forecasting a Nonstationary Time Series Using a Mixture of Stationary and Nonstationary Factors as Predictors | 2024-03-06 | Paper |
| Estimation, Inference, and Empirical Analysis for Time-Varying VAR Models | 2024-03-06 | Paper |
| Binary response models for heterogeneous panel data with interactive fixed effects | 2023-06-29 | Paper |
| Most powerful test against a sequence of high dimensional local alternatives | 2023-04-14 | Paper |
| High dimensional semiparametric moment restriction models | 2023-02-01 | Paper |
| Global temperatures and greenhouse gases: a common features approach | 2022-09-14 | Paper |
| Specification testing in nonstationary time series models | 2022-07-27 | Paper |
| An integrated panel data approach to modelling economic growth | 2022-06-09 | Paper |
| Semiparametric Autoregressive Conditional Duration Model: Theory and Practice | 2022-06-03 | Paper |
| Estimation in Single-Index Panel Data Models with Heterogeneous Link Functions | 2022-05-31 | Paper |
| A panel data model of length of stay in hospitals for hip replacements | 2022-03-09 | Paper |
| Expansion and estimation of Lévy process functionals in nonlinear and nonstationary time series regression | 2022-03-04 | Paper |
| Estimation in a semiparametric panel data model with nonstationarity | 2022-03-04 | Paper |
| Nonparametric localized bandwidth selection for Kernel density estimation | 2022-03-04 | Paper |
| On endogeneity and shape invariance in extended partially linear single index models | 2022-03-04 | Paper |
| Estimation and inference in semiparametric quantile factor models | 2021-03-24 | Paper |
| Heterogeneous panel data models with cross-sectional dependence | 2021-02-04 | Paper |
| Specification Testing in Parametric Trending Models with Unknown Errors | 2020-11-10 | Paper |
| Series estimation for single‐index models under constraints | 2020-08-26 | Paper |
| Kernel-based inference in time-varying coefficient cointegrating regression | 2020-05-21 | Paper |
| INFERENCE ON A SEMIPARAMETRIC MODEL WITH GLOBAL POWER LAW AND LOCAL NONPARAMETRIC TRENDS | 2020-03-25 | Paper |
| High Dimensional Correlation Matrices: The Central Limit Theorem and Its Applications | 2019-05-09 | Paper |
| Regime switching panel data models with interactive fixed effects | 2019-04-18 | Paper |
| THE ET INTERVIEW: PROFESSOR MAX KING | 2019-03-27 | Paper |
| Nonparametric kernel estimation of the impact of tax policy on the demand for private health insurance in Australia | 2018-11-27 | Paper |
| CLT for largest eigenvalues and unit root testing for high-dimensional nonstationary time series | 2018-10-24 | Paper |
| A frequentist approach to Bayesian asymptotics | 2018-10-12 | Paper |
| SPECIFICATION TESTING DRIVEN BY ORTHOGONAL SERIES FOR NONLINEAR COINTEGRATION WITH ENDOGENEITY | 2018-06-26 | Paper |
| Variable selection for a categorical varying-coefficient model with identifications for determinants of body mass index | 2017-09-18 | Paper |
| Specification testing for nonlinear multivariate cointegrating regressions | 2017-08-21 | Paper |
| Testing Independence Among a Large Number of High-Dimensional Random Vectors | 2017-08-04 | Paper |
| Semiparametric trending panel data models with cross-sectional dependence | 2017-05-12 | Paper |
| Estimation in threshold autoregressive models with a stationary and a unit root regime | 2017-05-12 | Paper |
| Estimation in nonlinear regression with Harris recurrent Markov chains | 2016-11-18 | Paper |
| A varying-coefficient panel data model with fixed effects: theory and an application to US commercial banks | 2016-11-17 | Paper |
| Estimating smooth structural change in cointegration models | 2016-11-17 | Paper |
| UNIFORM CONSISTENCY OF NONSTATIONARY KERNEL-WEIGHTED SAMPLE COVARIANCES FOR NONPARAMETRIC REGRESSION | 2016-07-29 | Paper |
| Econometric estimation in long-range dependent volatility models: theory and practice | 2016-06-22 | Paper |
| Specification testing in discretized diffusion models: theory and practice | 2016-06-22 | Paper |
| Nonparametric simultaneous testing for structural breaks | 2016-06-06 | Paper |
| ROBUST ESTIMATION IN PARAMETRIC TIME SERIES MODELS UNDER LONG- AND SHORT-RANGE-DEPENDENT STRUCTURES | 2016-06-01 | Paper |
| An adaptive empirical likelihood test for parametric time series regression models | 2016-05-27 | Paper |
| INFERENCE ON NONSTATIONARY TIME SERIES WITH MOVING MEAN | 2016-04-22 | Paper |
| Estimation for single-index and partially linear single-index integrated models | 2016-02-22 | Paper |
| UNIFORM CONSISTENCY FOR NONPARAMETRIC ESTIMATORS IN NULL RECURRENT TIME SERIES | 2015-11-20 | Paper |
| A misspecification test for multiplicative error models of non-negative time series processes | 2015-10-30 | Paper |
| Jump detection in generalized error-in-variables regression with an application to Australian health tax policies | 2015-10-28 | Paper |
| Semiparametric single-index panel data models with cross-sectional dependence | 2015-07-27 | Paper |
| Semiparametric methods in nonlinear time series analysis: a selective review | 2014-06-06 | Paper |
| Bandwidth Selection in Nonparametric Kernel Testing | 2014-05-02 | Paper |
| Semiparametric estimation in triangular system equations with nonstationarity | 2014-04-04 | Paper |
| Long-range dependent time series specification | 2014-02-04 | Paper |
| Non‐parametric time‐varying coefficient panel data models with fixed effects | 2013-04-17 | Paper |
| Comments on: Some recent theory for autoregressive count time series | 2013-02-05 | Paper |
| A NEW DIAGNOSTIC TEST FOR CROSS-SECTION UNCORRELATEDNESS IN NONPARAMETRIC PANEL DATA MODELS | 2012-10-31 | Paper |
| Independence Test for High Dimensional Random Vectors | 2012-05-30 | Paper |
| Estimation in semi-parametric regression with non-stationary regressors | 2012-05-28 | Paper |
| Estimation in semiparametric time series regression | 2011-12-01 | Paper |
| SIMULTANEOUS SPECIFICATION TESTING OF MEAN AND VARIANCE STRUCTURES IN NONLINEAR TIME SERIES REGRESSION | 2011-08-16 | Paper |
| SPECIFICATION TESTING IN NONLINEAR TIME SERIES WITH LONG-RANGE DEPENDENCE | 2011-04-27 | Paper |
| Local Linear M-estimation in non-parametric spatial regression | 2011-02-22 | Paper |
| NONPARAMETRIC SPECIFICATION TESTING FOR NONLINEAR TIME SERIES WITH NONSTATIONARITY | 2009-12-15 | Paper |
| Specification testing in nonlinear and nonstationary time series autoregression | 2009-12-09 | Paper |
| Moment inequalities for spatial processes | 2008-04-28 | Paper |
| Central limit theorems for generalizedU-statistics with applications in nonparametric specification | 2008-04-10 | Paper |
| A test for model specification of diffusion processes | 2008-03-12 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5434012 | 2008-01-09 | Paper |
| Nonparametric Methods in Continuous Time Model Specification | 2007-04-18 | Paper |
| Nonlinear Time Series | 2007-03-23 | Paper |
| Semiparametric estimation and testing of the trend of temperature series | 2006-09-22 | Paper |
| Estimation in semiparametric spatial regression | 2006-08-24 | Paper |
| ADAPTIVE TESTING IN CONTINUOUS-TIME DIFFUSION MODELS | 2005-10-18 | Paper |
| Semiparametric Non-Linear Time Series Model Selection | 2005-04-11 | Paper |
| Statistical estimation of nonstationary Gaussian processes with long-range dependence and intermittency. | 2005-02-25 | Paper |
| Modelling long-range-dependent Gaussian processes with application in continuous-time financial models | 2004-09-24 | Paper |
| Model specification tests in nonparametric stochastic regression models | 2003-03-16 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4542752 | 2002-08-12 | Paper |
| Semiparametric approximation methods in multivariate model selection | 2002-07-02 | Paper |
| Parameter Estimation of Stochastic Processes with Long-range Dependence and Intermittency | 2001-12-12 | Paper |
| Theory & Methods: Local Linear Kernel Regression with Long‐Range Dependent Errors | 2001-10-04 | Paper |
| A central limit theorem for a random quadratic form of strictly stationary processes | 2001-10-02 | Paper |
| Adaptive estimation in partially linear autoregressive models | 2001-06-05 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4516436 | 2000-11-28 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4516546 | 2000-11-28 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4516961 | 2000-11-20 | Paper |
| Statistical inference in single-index and partially nonlinear models | 2000-05-08 | Paper |
| Local linear kernel estimation for discontinuous nonparametric regression functions | 1999-08-16 | Paper |
| Semiparametric Regression Smoothing of Non-linear Time Series | 1999-08-10 | Paper |
| Adaptive parametric test in a semiparametric regression model | 1999-05-26 | Paper |
| Semiparametric regression under long-range dependent errors. | 1999-01-01 | Paper |
| Asymptotic theory for partly linear models | 1997-08-24 | Paper |
| Asymptotic properties of some estimators for partly linear stationary autoregressive models | 1997-08-24 | Paper |
| Berry-Esseen bounds of error variance estimation in partly linear models | 1997-06-11 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4365900 | 1997-01-01 | Paper |
| The laws of the iterated logarithm of some estimates in partly linear models | 1996-05-20 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4864948 | 1996-05-20 | Paper |
| Asymptotic normality of pseudo-LS estimator for partly linear autoregression models | 1995-08-21 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4316460 | 1994-12-07 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4278807 | 1994-06-02 | Paper |
| Adaptive estimation in partly linear regression models | 1993-09-20 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5287753 | 1993-08-30 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4031927 | 1993-05-23 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4034313 | 1993-05-16 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4031943 | 1993-05-04 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3974290 | 1992-06-25 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3977742 | 1992-06-25 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3209999 | 1989-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4206218 | 1989-01-01 | Paper |
