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Publications in Statistics

A Note on Optimal Estimation From a Risk-Management Perspective Under Possibly Misspecified Tail Behavior

Journal of Business and Economic Statistics

Social Sciences

English

Rank Tests for Nonlinear Cointegration

Journal of Business and Economic Statistics

Social Sciences

English

Forecasting With Bayesian Vector Autoregressions: Five Years of Experience

Journal of Business and Economic Statistics

Social Sciences

English

Stock Returns and Expected Business Conditions: Half a Century of Direct Evidence

Journal of Business and Economic Statistics

Social Sciences

English

Structural Breaks, Incomplete Information, and Stock Prices

Journal of Business and Economic Statistics

Social Sciences

English

An Application of Bootstrapping for Determining a Decision Rule for Site Location

Journal of Business and Economic Statistics

Social Sciences

English

Interview With Lars Peter Hansen

Journal of Business and Economic Statistics

Social Sciences

English

A Predictive Approach to the Random Effect Model

Applied Mathematics

Biological Sciences

English

Random Minimal Trees

Applied Mathematics

Biological Sciences

English

On Doubly Robust Estimation in a Semiparametric Odds Ratio Model

Applied Mathematics

Biological Sciences

English