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Publications in Philosophy of Science

Nonparametric Transfer Function Models

Journal of Econometrics
Philosophy of ScienceApplied MathematicsEconomicsEconometricsHistory
2010English

Pseudo Maximum Likelihood Estimation of Spatial Autoregressive Models With Increasing Dimension

Journal of Econometrics
Philosophy of ScienceApplied MathematicsEconomicsEconometricsHistory
2018English

Nonlinearity and Temporal Dependence

Journal of Econometrics
Philosophy of ScienceApplied MathematicsEconomicsEconometricsHistory
2010English

Semiparametric Identification of the Bid–ask Spread in Extended Roll Models

Journal of Econometrics
Philosophy of ScienceApplied MathematicsEconomicsEconometricsHistory
2017English

Nonparametric Estimation and Inference for Conditional Density Based Granger Causality Measures

Journal of Econometrics
Philosophy of ScienceApplied MathematicsEconomicsEconometricsHistory
2014English

Cointegration, Long-Run Structural Modelling and Weak Exogeneity: Two Models of the UK Economy

Journal of Econometrics
Philosophy of ScienceApplied MathematicsEconomicsEconometricsHistory
2010English

Modeling Heaped Duration Data: An Application to Neonatal Mortality

Journal of Econometrics
Philosophy of ScienceApplied MathematicsEconomicsEconometricsHistory
2017English

Variance Disparity and Market Frictions

Journal of Econometrics
Philosophy of ScienceApplied MathematicsEconomicsEconometricsHistory
2020English

Tests of Additional Conditional Moment Restrictions

Journal of Econometrics
Philosophy of ScienceApplied MathematicsEconomicsEconometricsHistory
2017English

On the Use of High Frequency Measures of Volatility in MIDAS Regressions

Journal of Econometrics
Philosophy of ScienceApplied MathematicsEconomicsEconometricsHistory
2016English

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