| Publication | Date of Publication | Type |
|---|
| Generic results for establishing the asymptotic size of confidence sets and tests | 2021-02-09 | Paper |
| Identification‐ and singularity‐robust inference for moment condition models | 2020-11-12 | Paper |
| On optimal inference in the linear IV model | 2020-01-08 | Paper |
| ASYMPTOTIC SIZE OF KLEIBERGEN’S LM AND CONDITIONAL LR TESTS FOR MOMENT CONDITION MODELS | 2017-09-15 | Paper |
| Examples of \(L^2\)-complete and boundedly-complete distributions | 2017-08-18 | Paper |
| Asymptotics for LS, GLS, and feasible GLS statistics in an AR(1) model with conditional heteroskedasticity | 2017-05-12 | Paper |
| Maximum likelihood estimation and uniform inference with sporadic identification failure | 2017-05-12 | Paper |
| Inference based on many conditional moment inequalities | 2017-01-13 | Paper |
| Applications of subsampling, hybrid, and size-correction methods | 2016-08-04 | Paper |
| Incorrect asymptotic size of subsampling procedures based on post-consistent model selection estimators | 2016-07-18 | Paper |
| Efficient two-sided nonsimilar invariant tests in IV regression with weak instruments | 2016-06-22 | Paper |
| Exactly distribution-free inference in instrumental variables regression with possibly weak instruments | 2016-06-03 | Paper |
| Performance of conditional Wald tests in IV regression with weak instruments | 2016-05-09 | Paper |
| Testing with many weak instruments | 2016-05-04 | Paper |
| Higher-order improvements of the parametric bootstrap for long-memory Gaussian processes | 2016-04-25 | Paper |
| GMM ESTIMATION AND UNIFORM SUBVECTOR INFERENCE WITH POSSIBLE IDENTIFICATION FAILURE | 2014-09-05 | Paper |
| Nonparametric inference based on conditional moment inequalities | 2014-08-07 | Paper |
| Estimation and Inference With Weak, Semi-Strong, and Strong Identification | 2013-11-08 | Paper |
| Inference for Parameters Defined by Moment Inequalities: A Recommended Moment Selection Procedure | 2013-11-08 | Paper |
| Inference Based on Conditional Moment Inequalities | 2013-11-04 | Paper |
| RANK TESTS FOR INSTRUMENTAL VARIABLES REGRESSION WITH WEAK INSTRUMENTS | 2012-05-14 | Paper |
| ASYMPTOTIC SIZE AND A PROBLEM WITH SUBSAMPLING AND WITH THE m OUT OF n BOOTSTRAP | 2010-04-23 | Paper |
| Inference for Parameters Defined by Moment Inequalities Using Generalized Moment Selection | 2010-03-18 | Paper |
| Invalidity of the bootstrap and the m out of n bootstrap for confidence interval endpoints defined by moment inequalities | 2010-02-12 | Paper |
| Hybrid and Size-Corrected Subsampling Methods | 2009-11-13 | Paper |
| VALIDITY OF SUBSAMPLING AND “PLUG-IN ASYMPTOTIC” INFERENCE FOR PARAMETERS DEFINED BY MOMENT INEQUALITIES | 2009-09-30 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3608194 | 2009-02-28 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5447118 | 2008-03-06 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5309193 | 2007-10-09 | Paper |
| Optimal Two-Sided Invariant Similar Tests for Instrumental Variables Regression | 2006-11-30 | Paper |
| Cross-Section Regression with Common Shocks | 2006-10-24 | Paper |
| A Bias-Reduced Log-Periodogram Regression Estimator for the Long-Memory Parameter | 2006-06-19 | Paper |
| End-of-Sample Instability Tests | 2006-06-19 | Paper |
| Adaptive Local Polynomial Whittle Estimation of Long-range Dependence | 2006-06-19 | Paper |
| Higher-Order Improvements of a Computationally Attractive k-Step Bootstrap for Extremum Estimators | 2006-06-16 | Paper |
| the Block-Block Bootstrap: Improved Asymptotic Refinements | 2006-06-16 | Paper |
| VALID EDGEWORTH EXPANSIONS FOR THE WHITTLE MAXIMUM LIKELIHOOD ESTIMATOR FOR STATIONARY LONG-MEMORY GAUSSIAN TIME SERIES | 2006-03-22 | Paper |
| Evaluation of a three-step method for choosing the number of bootstrap repetitions | 2003-11-25 | Paper |
| ON THE NUMBER OF BOOTSTRAP REPETITIONS FOR BCa CONFIDENCE INTERVALS | 2003-05-18 | Paper |
| EQUIVALENCE OF THE HIGHER ORDER ASYMPTOTIC EFFICIENCY OF k-STEP AND EXTREMUM STATISTICS | 2003-05-18 | Paper |
| Consistent Moment Selection Procedures for Generalized Method of Moments Estimation | 2002-05-28 | Paper |
| Estimation When a Parameter is on a Boundary | 2002-05-28 | Paper |
| A Three-step Method for Choosing the Number of Bootstrap Repetitions | 2002-05-28 | Paper |
| Inconsistency of the Bootstrap when a Parameter is on the Boundary of the Parameter Space | 2002-05-28 | Paper |
| Testing When a Parameter is on the Boundary of the Maintained Hypothesis | 2002-05-28 | Paper |
| Consistent model and moment selection procedures for GMM estimation with application to dynamic panel data models | 2001-09-02 | Paper |
| Tests for white noise against alternatives with both seasonal and nonseasonal serial correlation | 2000-10-29 | Paper |
| Hypothesis testing with a restricted parameter space | 2000-10-18 | Paper |
| A Conditional Kolmogorov Test | 2000-01-11 | Paper |
| Semiparametric Estimation of the Intercept of a Sample Selection Model | 1998-11-10 | Paper |
| A Stopping Rule for the Computation of Generalized Method of Moments Estimators | 1998-06-22 | Paper |
| Testing for Serial Correlation Against an ARMA(1, 1,) Process | 1998-01-07 | Paper |
| Admissibility of the Likelihood Ratio Test when the Parameter Space is Restricted under the Alternative | 1996-09-01 | Paper |
| Admissibility of the likelihood ratio test when a nuisance parameter is present only under the alternative | 1996-08-21 | Paper |
| Optimal changepoint tests for normal linear regression | 1996-04-08 | Paper |
| Nonlinear Econometric Models with Deterministically Trending Variables | 1996-02-13 | Paper |
| Optimal Tests when a Nuisance Parameter is Present Only Under the Alternative | 1995-06-28 | Paper |
| The Large Sample Correspondence between Classical Hypothesis Tests and Bayesian Posterior Odds Tests | 1994-12-11 | Paper |
| Tests for Parameter Instability and Structural Change With Unknown Change Point | 1994-09-15 | Paper |
| Tests of specification for parametric and semiparametric models | 1994-04-26 | Paper |
| Asymptotics for Semiparametric Econometric Models Via Stochastic Equicontinuity | 1994-04-18 | Paper |
| Exactly Median-Unbiased Estimation of First Order Autoregressive/Unit Root Models | 1993-08-22 | Paper |
| An introduction to econometric applications of empirical process theory for dependent random variables | 1993-08-11 | Paper |
| An Improved Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimator | 1992-09-27 | Paper |
| Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation | 1991-05-01 | Paper |
| Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation | 1991-01-01 | Paper |
| An empirical process central limit theorem for dependent non-identically distributed random variables | 1991-01-01 | Paper |
| Asymptotic optimality of generalized \(C_ L\), cross-validation, and generalized cross-validation in regression with heteroskedastic errors | 1991-01-01 | Paper |
| Asymptotic Normality of Series Estimators for Nonparametric and Semiparametric Regression Models | 1991-01-01 | Paper |
| Power in Econometric Applications | 1989-01-01 | Paper |
| Inference in Nonlinear Econometric Models with Structural Change | 1988-01-01 | Paper |
| Chi-Square Diagnostic Tests for Econometric Models: Theory | 1988-01-01 | Paper |
| Best Median-Unbiased Estimation in Linear Regression with Bounded Asymmetric Loss Functions | 1987-01-01 | Paper |
| Consistency in Nonlinear Econometric Models: A Generic Uniform Law of Large Numbers | 1987-01-01 | Paper |
| A Note on the Unbiasedness of Feasible GLS, Quasi-Maximum Likelihood, Robust, Adaptive, and Spectral Estimators of the Linear Model | 1986-01-01 | Paper |
| Complete Consistency: A Testing Analogue of Estimator Consistency | 1986-01-01 | Paper |
| Stability Comparison of Estimators | 1986-01-01 | Paper |
| A simplified proof of a theorem on the difference of the moore–penrose inverses of two positive semi–difinte matrices | 1986-01-01 | Paper |
| A nearly independent, but non-strong mixing, triangular array | 1985-01-01 | Paper |
| Non-strong mixing autoregressive processes | 1984-01-01 | Paper |
