| Publication | Date of Publication | Type |
|---|
| Testing for Trend Specifications in Panel Data Models | 2024-03-05 | Paper |
| A bi-integrative analysis of two-dimensional heterogeneous panel data models | 2023-09-12 | Paper |
| Almost sure invariance principle of $\beta-$mixing time series in Hilbert space | 2022-09-26 | Paper |
| Estimation and inference about tail features with tail censored data | 2022-09-14 | Paper |
| Weak instrument inference in the presence of parameter instability | 2022-07-26 | Paper |
| Testing for changing volatility | 2022-06-24 | Paper |
| Unifying inference for semiparametric regression | 2022-06-22 | Paper |
| ON SMOOTH TESTS FOR THE EQUALITY OF DISTRIBUTIONS | 2022-03-21 | Paper |
| Quantile aggregation and combination for stock return prediction | 2022-03-04 | Paper |
| Right tail information and asset pricing | 2022-03-04 | Paper |
| Quantile Estimation of Regression Models with GARCH-X Errors | 2021-10-06 | Paper |
| Idiosyncratic Volatility, Expected Windfall, and the Cross-Section of Stock Returns | 2020-11-10 | Paper |
| Consistency of \(\ell_1\) penalized negative binomial regressions | 2020-09-01 | Paper |
| Efficient estimation of nonparametric regression in the presence of dynamic heteroskedasticity | 2019-12-19 | Paper |
| What do mean impacts miss? Distributional effects of corporate diversification | 2019-10-23 | Paper |
| Hybrid Quantile Regression Estimation for Time Series Models with Conditional Heteroscedasticity | 2019-03-06 | Paper |
| POWER FUNCTIONS AND ENVELOPES FOR UNIT ROOT TESTS | 2018-12-14 | Paper |
| Mincer–Zarnowitz quantile and expectile regressions for forecast evaluations under aysmmetric loss functions | 2018-10-12 | Paper |
| Efficient estimation for time-varying coefficient longitudinal models | 2018-09-17 | Paper |
| A Powerful Test for Changing Trends in Time Series Models | 2018-07-11 | Paper |
| Stochastic dominance via quantile regression with applications to investigate arbitrage opportunity and market efficiency | 2018-05-29 | Paper |
| Square‐Root LASSO for High‐Dimensional Sparse Linear Systems with Weakly Dependent Errors | 2018-03-09 | Paper |
| Robust inference in nonstationary time series models | 2017-05-12 | Paper |
| A NEW CHARACTERIZATION OF THE NORMAL DISTRIBUTION AND TEST FOR NORMALITY | 2017-04-28 | Paper |
| Quantile Regression on Quantile Ranges - A Threshold Approach | 2017-01-12 | Paper |
| Semiparametric quantile regression estimation in dynamic models with partially varying coefficients | 2016-08-15 | Paper |
| A semiparametric panel model for unbalanced data with application to climate change in the United Kingdom | 2016-08-12 | Paper |
| Functional-coefficient cointegration models | 2016-07-25 | Paper |
| Tests for changing mean with monotonic power | 2016-07-04 | Paper |
| Quantile cointegrating regression | 2016-07-04 | Paper |
| A nonparametric test for changing trends | 2016-03-30 | Paper |
| Testing for cointegration using partially linear models | 2016-03-24 | Paper |
| ADAPTIVE NONPARAMETRIC REGRESSION WITH CONDITIONAL HETEROSKEDASTICITY | 2016-01-22 | Paper |
| EFFICIENT REGRESSIONS VIA OPTIMALLY COMBINING QUANTILE INFORMATION | 2015-01-07 | Paper |
| UNIT ROOTS: A SELECTIVE REVIEW OF THE CONTRIBUTIONS OF PETER C. B. PHILLIPS | 2014-09-05 | Paper |
| RIGHT-TAIL INFORMATION IN FINANCIAL MARKETS | 2014-06-20 | Paper |
| ESTIMATION OF AND INFERENCE ABOUT THE EXPECTED SHORTFALL FOR TIME SERIES WITH INFINITE VARIANCE | 2014-03-25 | Paper |
| A SMOOTH TEST FOR THE EQUALITY OF DISTRIBUTIONS | 2013-09-11 | Paper |
| Testing Unit Root Based on Partially Adaptive Estimation | 2013-06-14 | Paper |
| NONPARAMETRIC TESTS OF MOMENT CONDITION STABILITY | 2013-04-29 | Paper |
| A NONPARAMETRIC REGRESSION ESTIMATOR THAT ADAPTS TO ERROR DISTRIBUTION OF UNKNOWN FORM | 2012-05-14 | Paper |
| Are there speculative bubbles in stock markets? Evidence from an alternative approach | 2012-01-25 | Paper |
| Testing structural change in time-series nonparametric regression models | 2012-01-25 | Paper |
| Conditional Quantile Estimation for Generalized Autoregressive Conditional Heteroscedasticity Models | 2011-02-01 | Paper |
| Copula-based nonlinear quantile autoregression | 2010-02-12 | Paper |
| COMMENTARIES ON “Unit Root Testing in Practice: Dealing with Uncertainty over the Trend and Initial Condition,” by David I. Harvey, Stephen J. Leybourne, and A.M. Robert Taylor | 2009-09-30 | Paper |
| Testing for parameter stability in quantile regression models | 2008-11-14 | Paper |
| Testing Covariance Stationarity | 2008-01-18 | Paper |
| Unit Root Quantile Autoregression Inference | 2007-08-20 | Paper |
| Quantile Autoregression | 2007-08-20 | Paper |
| Inference on the Quantile Regression Process | 2006-06-16 | Paper |
| PARTIALLY LINEAR MODELS WITH UNIT ROOTS | 2006-03-08 | Paper |
| A Nonparametric Prewhitened Covariance Estimator | 2005-05-20 | Paper |
| Bootstrapping cointegrating regressions using blockwise bootstrap methods | 2004-06-14 | Paper |
| More Efficient Local Polynomial Estimation in Nonparametric Regression With Autocorrelated Errors | 2004-06-10 | Paper |
| An ADF coefficient test for a unit root in ARMA models of unknown order with empirical applications to the US economy | 2003-08-07 | Paper |
| SECOND-ORDER APPROXIMATION FOR ADAPTIVE REGRESSION ESTIMATORS | 2003-05-18 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4807276 | 2003-05-18 | Paper |
| A CUSUM test for cointegration using regression residuals | 2003-04-02 | Paper |
| Higher order approximations for Wald statistics in time series regressions with integrated processes. | 2003-04-02 | Paper |
| Note on bandwidth selection in testing for long range dependence. | 2003-01-22 | Paper |
| EFFICIENT DETRENDING IN COINTEGRATING REGRESSION | 2002-05-23 | Paper |
| HOW TO ESTIMATE AUTOREGRESSIVE ROOTS NEAR UNITY | 2001-11-01 | Paper |
| Bootstrapping Time Series Regressions with Integrated Processes | 2001-10-09 | Paper |
| Testing the Null Hypothesis of Stationarity Against an Autoregressive Unit Root Alternative | 2001-07-11 | Paper |
| On bootstrapping regressions with unit root processes | 2001-05-20 | Paper |
| Higher-order approximations for frequency domain time series regression | 2001-03-11 | Paper |
| A residual based test for the null hypothesis of cointegration. | 2000-01-12 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3982527 | 1992-06-26 | Paper |
