| Publication | Date of Publication | Type |
|---|
| Nonstationary fractionally integrated functional time series | 2023-03-22 | Paper |
| Nonparametric panel data regression with parametric cross-sectional dependence | 2022-06-22 | Paper |
| Local Whittle estimation of long‐range dependence for functional time series | 2021-11-25 | Paper |
| Asymptotic theory for time series with changing mean and variance | 2021-02-04 | Paper |
| Long-Range Dependent Curve Time Series | 2020-10-28 | Paper |
| Spatial long memory | 2020-08-26 | Paper |
| Adaptive inference on pure spatial models | 2020-04-22 | Paper |
| ESTIMATION FOR DYNAMIC PANEL DATA WITH INDIVIDUAL EFFECTS | 2020-03-25 | Paper |
| DENIS SARGAN: SOME PERSPECTIVES | 2018-12-14 | Paper |
| Inference on trending panel data | 2018-10-12 | Paper |
| Pseudo maximum likelihood estimation of spatial autoregressive models with increasing dimension | 2017-11-23 | Paper |
| Nonparametric trending regression with cross-sectional dependence | 2017-05-12 | Paper |
| Statistical inference on regression with spatial dependence | 2016-08-15 | Paper |
| Asymptotic theory for nonparametric regression with spatial data | 2016-08-12 | Paper |
| Semiparametric inference in multivariate fractionally cointegrated systems | 2016-08-04 | Paper |
| Efficient estimation of the semiparametric spatial autoregressive model | 2016-08-01 | Paper |
| Correlation testing in time series, spatial and cross-sectional data | 2016-06-22 | Paper |
| Diagnostic testing for cointegration | 2016-06-06 | Paper |
| INFERENCE ON NONSTATIONARY TIME SERIES WITH MOVING MEAN | 2016-04-22 | Paper |
| The distance between rival nonstationary fractional processes | 2016-04-01 | Paper |
| Cointegration in fractional systems with deterministic trends | 2016-04-01 | Paper |
| Central limit theorems for long range dependent spatial linear processes | 2016-02-22 | Paper |
| Estimation of disequilibrium and limited dependent variable models with serially dependent residuals | 2016-01-01 | Paper |
| Series estimation under cross-sectional dependence | 2015-12-02 | Paper |
| Non-nested testing of spatial correlation | 2015-09-01 | Paper |
| Panel nonparametric regression with fixed effects | 2015-08-13 | Paper |
| Inference on higher-order spatial autoregressive models with increasingly many parameters | 2015-05-29 | Paper |
| Efficient inference on fractionally integrated panel data models with fixed effects | 2015-05-06 | Paper |
| The estimation of misspecified long memory models | 2014-08-06 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5326963 | 2013-08-01 | Paper |
| Root-\(n\)-consistent estimation of weak fractional cointegration | 2012-09-23 | Paper |
| Gaussian pseudo-maximum likelihood estimation of fractional time series models | 2012-09-03 | Paper |
| Inference on power law spatial trends | 2012-05-28 | Paper |
| A mathematical framework for reducing the domain in the mechanical analysis of periodic structures | 2010-12-14 | Paper |
| Large-sample inference on spatial dependence | 2010-02-12 | Paper |
| INFERENCE ON NONPARAMETRICALLY TRENDING TIME SERIES WITH FRACTIONAL ERRORS | 2009-12-15 | Paper |
| ON DISCRETE SAMPLING OF TIME-VARYING CONTINUOUS-TIME SYSTEMS | 2009-09-30 | Paper |
| FRACTIONAL COINTEGRATION IN STOCHASTIC VOLATILITY MODELS | 2009-06-11 | Paper |
| Finite Sample Performance in Cointegration Analysis of Nonlinear Time Series with Long Memory | 2008-11-19 | Paper |
| Multiple local Whittle estimation in stationary systems | 2008-11-18 | Paper |
| Nonparametric spectrum estimation for spatial data | 2007-02-14 | Paper |
| The Bootstrap and the Edgeworth Correction for Semiparametric Averaged Derivatives* | 2006-10-24 | Paper |
| Instrumental variables estimation of stationary and non‐stationary cointegrating regressions | 2006-09-22 | Paper |
| Pseudo-maximum likelihood estimation of \(\text{ARCH}(\infty)\) models | 2006-08-24 | Paper |
| Cointegration in Fractional Systems with Unknown Integration Orders | 2006-06-19 | Paper |
| Adapting to Unknown Disturbance Autocorrelation in Regression with Long Memory | 2006-06-16 | Paper |
| Modified Whittle estimation of multilateral models on a lattice | 2006-06-09 | Paper |
| Efficiency improvements in inference on stationary and nonstationary fractional time series | 2006-01-16 | Paper |
| ROBUST COVARIANCE MATRIX ESTIMATION: HAC ESTIMATES WITH LONG MEMORY/ANTIPERSISTENCE CORRECTION | 2005-10-18 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5317343 | 2005-09-16 | Paper |
| Edgeworth expansions for semiparametric Whittle estimation of long memory. | 2004-07-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4407606 | 2004-01-20 | Paper |
| Weak convergence of multivariate fractional processes | 2003-11-03 | Paper |
| Edgeworth Expansions for Semiparametric Averaged Derivatives | 2003-11-02 | Paper |
| EDGEWORTH EXPANSIONS FOR SPECTRAL DENSITY ESTIMATES AND STUDENTIZED SAMPLE MEAN | 2003-05-18 | Paper |
| WHITTLE ESTIMATION OF ARCH MODELS | 2003-05-18 | Paper |
| A model for long memory conditional heteroscedasticity. | 2003-05-06 | Paper |
| Higher-order kernel semiparametric M-estimation of long memory | 2003-05-04 | Paper |
| Determination of cointegrating rank in fractional systems. | 2003-02-17 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4785367 | 2003-01-01 | Paper |
| Narrow-band analysis of nonstationary processes | 2002-11-14 | Paper |
| Gaussian estimation of parametric spectral density with unknown pole | 2002-11-14 | Paper |
| Whittle Pseudo-Maximum Likelihood Estimation for Nonstationary Time Series | 2002-07-30 | Paper |
| Inference-Without-Smoothing in the Presence of Nonparametric Autocorrelation | 2002-05-28 | Paper |
| Semiparametric fractional cointegration analysis | 2002-03-06 | Paper |
| Semiparametric Inference in Seasonal and Cyclical Long Memory Processes | 2001-09-23 | Paper |
| The memory of stochastic volatility models | 2001-08-17 | Paper |
| The average periodogram for nonstationary vector time series | 2001-08-17 | Paper |
| Variance-type estimation of long memory | 2001-01-17 | Paper |
| Testing of unit root and other nonstationary hypotheses in macroeconomic time series | 2000-10-12 | Paper |
| Nonlinear time series with long memory: A model for stochastic volatility | 2000-06-13 | Paper |
| Alternative forms of fractional Brownian motion | 1999-09-22 | Paper |
| A Nonparametric Test for I(0) | 1999-04-19 | Paper |
| LONG AND SHORT MEMORY CONDITIONAL HETEROSKEDASTICITY IN ESTIMATING THE MEMORY PARAMETER OF LEVELS | 1999-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4214053 | 1998-10-15 | Paper |
| Optimal spectral kernel for long-range dependent time series | 1998-08-16 | Paper |
| Large-sample inference for nonparametric regression with dependent errors | 1997-12-02 | Paper |
| Nearest-neighbour estimation of semiparametric regression models | 1997-11-04 | Paper |
| Time series regression with long-range dependence | 1997-09-01 | Paper |
| Approximate Monotonicity: Theory and Applications | 1997-06-18 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5688319 | 1997-03-11 | Paper |
| Estimation of second-order properties from jittered time series | 1997-03-06 | Paper |
| Averaged periodogram estimation of long memory | 1997-01-19 | Paper |
| Semiparametric exploration of long memory in stock prices | 1996-10-27 | Paper |
| Gaussian semiparametric estimation of long range dependence | 1996-08-21 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4869738 | 1996-06-23 | Paper |
| An invariance property of optimal spectral bandwidths | 1996-04-21 | Paper |
| Testing for structural change in a long-memory environment | 1996-04-08 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4864557 | 1996-02-20 | Paper |
| Log-periodogram regression of time series with long range dependence | 1996-02-08 | Paper |
| The Estimation of Transformation Models | 1995-11-28 | Paper |
| The Normal Approximation for Semiparametric Averaged Derivatives | 1995-09-04 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4839936 | 1995-07-18 | Paper |
| The approximate distribution of nonparametric regression estimates | 1995-07-03 | Paper |
| EDWARD J. HANNAN, 1921–1994 | 1995-03-28 | Paper |
| Semiparametric estimation from time series with long-range dependence | 1995-03-16 | Paper |
| Efficient Tests of Nonstationary Hypotheses | 1995-02-23 | Paper |
| Rates of convergence and optimal spectral bandwidth for long range dependence | 1994-11-21 | Paper |
| Semiparametric analysis of long-memory time series | 1994-09-26 | Paper |
| Automatic Frequency Domain Inference on Semiparametric and Nonparametric Models | 1994-01-09 | Paper |
| Highly Insignificant F-Ratios | 1993-08-15 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4015742 | 1993-01-16 | Paper |
| Consistent Nonparametric Entropy-Based Testing | 1991-01-01 | Paper |
| Testing for strong serial correlation and dynamic conditional heteroskedasticity in multiple regression | 1991-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3349817 | 1991-01-01 | Paper |
| Best Nonlinear Three-Stage Least Squares Estimation of Certain Econometric Models | 1991-01-01 | Paper |
| Hypothesis Testing in Semiparametric and Nonparametric Models for Econometric Time Series | 1989-01-01 | Paper |
| EFFICIENT ESTIMATION OF NONSTATIONARY TIME SERIES REGRESSION | 1988-01-01 | Paper |
| The Stochastic Difference Between Econometric Statistics | 1988-01-01 | Paper |
| Root-N-Consistent Semiparametric Regression | 1988-01-01 | Paper |
| TIME SERIES RESIDUALS WITH APPLICATION TO PROBABILITY DENSITY ESTIMATION | 1987-01-01 | Paper |
| Asymptotically Efficient Estimation in the Presence of Heteroskedasticity of Unknown Form | 1987-01-01 | Paper |
| On the errors-in-variables problem for time series | 1986-01-01 | Paper |
| On the consistency and finite-sample properties of nonparametric kernel time series regression, autoregression and density estimators | 1986-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3711564 | 1986-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3753286 | 1986-01-01 | Paper |
| Approximate optimal allocation in repeated sampling from a finite population | 1985-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3713445 | 1985-01-01 | Paper |
| Tests for Serial Defendence in Limited Dependent Variable Models | 1985-01-01 | Paper |
| Kernel estimation and interpolation for time series containing missing observations | 1984-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3219616 | 1984-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3690869 | 1984-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3313090 | 1983-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3321287 | 1983-01-01 | Paper |
| NONPARAMETRIC ESTIMATORS FOR TIME SERIES | 1983-01-01 | Paper |
| Analysis of time series from mixed distributions | 1982-01-01 | Paper |
| On the Asymptotic Properties of Estimators of Models Containing Limited Dependent Variables | 1982-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3942720 | 1982-01-01 | Paper |
| On the Convergence of the Horvitz-Thompson Estimator | 1982-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3313158 | 1981-01-01 | Paper |
| Parametric estimators for stationary time series with missing observations | 1981-01-01 | Paper |
| Estimation of Time Series Models in the Presence of Missing Data | 1981-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3893186 | 1980-01-01 | Paper |
| Distributed lag approximation to linear time-invariant systems | 1979-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4174128 | 1978-01-01 | Paper |
| On consistency in time series analysis | 1978-01-01 | Paper |
| Alternative models for stationary stochastic processes | 1978-01-01 | Paper |
| Finite-parameter approximations to frequency response function | 1977-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4153961 | 1977-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4153962 | 1977-01-01 | Paper |
| The estimation of a nonlinear moving average model | 1977-01-01 | Paper |
| Estimation of a time series model from unequally spaced data | 1977-01-01 | Paper |
| The estimation of a multivariate linear relation | 1977-01-01 | Paper |
| The construction and estimation of continuous time models and discrete approximations in econometrics | 1977-01-01 | Paper |
| ESTIMATING VARIANCES AND COVARIANCES OF SAMPLE AUTOCORRELATIONS AND AUTOCOVARIANCES | 1977-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4096290 | 1976-01-01 | Paper |
| The Estimation of Linear Differential Equations with Constant Coefficients | 1976-01-01 | Paper |
| Instrumental Variables Estimation of Differential Equations | 1976-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4130802 | 1976-01-01 | Paper |
| Continuous time regressions with discrete data | 1975-01-01 | Paper |
| Stochastic difference equations with non-integral differences | 1974-01-01 | Paper |
| Identification, Estimation and Large-Sample Theory for Regressions Containing Unobservable Variables | 1974-01-01 | Paper |
| The estimation of continuous-time systems using discrete data | 1973-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5686840 | 1973-01-01 | Paper |
| Generalized canonical analysis for time series | 1973-01-01 | Paper |
| Non-linear regression for multiple time-series | 1972-01-01 | Paper |
