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Publications in Statistics

Testing of Fractional Cointegration in Macroeconomic Time Series*

Oxford Bulletin of Economics and Statistics

Social Sciences

English

Calculating a Standard Error for the Gini Coefficient: Some Further Results*

Oxford Bulletin of Economics and Statistics

Social Sciences

English

A Simple Robust Estimation Method for the Thickness of Heavy Tails

Journal of Statistical Planning and Inference

Applied Mathematics

English

The Productivity Effects of Internal and External R&D: Evidence From a Dynamic Panel Data Model

Oxford Bulletin of Economics and Statistics

Social Sciences

English

Limit Theorems for Tail Processes With Application to Intermediate Quantile Estimation

Journal of Statistical Planning and Inference

Applied Mathematics

English

Testing for Error Correction in Panel Data

Oxford Bulletin of Economics and Statistics

Social Sciences

English

Improved Spectrum Estimation From Digitized Time Series on a Logarithmic Frequency Axis

Measurement: Journal of the International Measurement Confederation

Electronic Engineering

Condensed Matter Physics

Instrumentation

Applied Mathematics

English

An Introduction to Best Empirical Models When the Parameter Space Is Infinite Dimensional*

Oxford Bulletin of Economics and Statistics

Social Sciences

English

International R&D Spillovers: An Application of Estimation and Inference in Panel Cointegration

Oxford Bulletin of Economics and Statistics

Social Sciences

English

Coloured Designs, New Group Divisible Designs and Pairwise Balanced Designs

Journal of Statistical Planning and Inference

Applied Mathematics

English