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Publications in Philosophy of Science
A Multivariate Test Against Spurious Long Memory
Journal of Econometrics
Philosophy of Science
Applied Mathematics
Economics
Econometrics
History
Testing Overidentifying Restrictions With Many Instruments and Heteroskedasticity
Journal of Econometrics
Philosophy of Science
Applied Mathematics
Economics
Econometrics
History
Explaining Cross-Racial Differences in Teenage Labor Force Participation: Results From a Two-Sided Matching Model
Journal of Econometrics
Philosophy of Science
Applied Mathematics
Economics
Econometrics
History
Evaluating DSGE Model Forecasts of Comovements
Journal of Econometrics
Philosophy of Science
Applied Mathematics
Economics
Econometrics
History
Unified Inference for Nonlinear Factor Models From Panels With Fixed and Large Time Span
Journal of Econometrics
Philosophy of Science
Applied Mathematics
Economics
Econometrics
History
Model-Based Pricing for Financial Derivatives
Journal of Econometrics
Philosophy of Science
Applied Mathematics
Economics
Econometrics
History
Sufficient Forecasting Using Factor Models
Journal of Econometrics
Philosophy of Science
Applied Mathematics
Economics
Econometrics
History
A Score-Test on Measurement Errors in Rating Transition Times
Journal of Econometrics
Philosophy of Science
Applied Mathematics
Economics
Econometrics
History
Multivariate Realised Kernels: Consistent Positive Semi-Definite Estimators of the Covariation of Equity Prices With Noise and Non-Synchronous Trading
Journal of Econometrics
Philosophy of Science
Applied Mathematics
Economics
Econometrics
History
Cross-Sectional Dependence Robust Block Bootstrap Panel Unit Root Tests
Journal of Econometrics
Philosophy of Science
Applied Mathematics
Economics
Econometrics
History
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