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Advances in Econometrics, and . Volume 20, Part 1, chapter On a Simple Two-Stage Closed-form Estimator for a Stochastic Volatility in a General Linear Regression, page 259--288. JAI, (2006)Projection-Based Statistical Inference in Linear Structural Models with Possibly Weak Instruments, and . Econometrica, 73 (4): 1351--1365 (182 07 2005)doi: 10.1111/j.1468-0262.2005.00618.x.Further results on projection-based inference in IV regressions with weak, collinear or missing instruments, and . Journal of Econometrics, 139 (1): 133--153 (July 2007)Resampling methods in econometrics, and . Journal of Econometrics, 133 (2): 411--419 (August 2006)Exact tests in single equation autoregressive distributed lag models, and . Journal of Econometrics, 80 (2): 325--353 (October 1997)Simplified conditions for noncausality between vectors in multivariate ARMA models, , and . Journal of Econometrics, 63 (1): 271--287 (July 1994)Estimators of the disturbance variance in econometric models : Small-sample bias and the existence of moments. Journal of Econometrics, 37 (2): 277--292 (February 1988)Generalized runs tests for heteroscedastic time series, , and . Journal of Nonparametric Statistics, 9 (1): 39--86 (1998)Simple exact bounds for distributions of linear signed rank statistics, and . Journal of Statistical Planning and Inference, 31 (3): 311--333 (June 1992)Nonlinear models, rescaling and test invariance, and . Journal of Statistical Planning and Inference, 32 (1): 111--135 (July 1992)