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Publications in Applied Mathematics

Modeling Systemic Risk With Markov Switching Graphical SUR Models

Journal of Econometrics

Philosophy of Science

Applied Mathematics

English

Estimation of Finite Sequential Games

Journal of Econometrics

Philosophy of Science

Applied Mathematics

English

A Discrete Model for Bootstrap Iteration

Journal of Econometrics

Philosophy of Science

Applied Mathematics

English

Action Representations in Robotics: A Taxonomy and Systematic Classification

International Journal of Robotics Research

Electronic Engineering

Mechanical Engineering

Applied Mathematics

Artificial Intelligence

English

Local Indirect Least Squares and Average Marginal Effects in Nonseparable Structural Systems

Journal of Econometrics

Philosophy of Science

Applied Mathematics

English

Specification Tests of Calibrated Option Pricing Models

Journal of Econometrics

Philosophy of Science

Applied Mathematics

English

Model Equivalence Tests in a Parametric Framework

Journal of Econometrics

Philosophy of Science

Applied Mathematics

English

Forecasting With Equilibrium-Correction Models During Structural Breaks

Journal of Econometrics

Philosophy of Science

Applied Mathematics

English

Inference for Local Distributions at High Sampling Frequencies: A Bootstrap Approach

Journal of Econometrics

Philosophy of Science

Applied Mathematics

English

Specification Tests of Parametric Dynamic Conditional Quantiles

Journal of Econometrics

Philosophy of Science

Applied Mathematics

English