publication venue for
- A SIMPLE NONPARAMETRIC APPROACH FOR ESTIMATION AND INFERENCE OF CONDITIONAL QUANTILE FUNCTIONS. 39:290-320. 2023
- DETECTING FINANCIAL DATA DEPENDENCE STRUCTURE BY AVERAGING MIXTURE COPULAS. 35:777-815. 2019
- ADAPTIVE BAYESIAN ESTIMATION OF CONDITIONAL DENSITIES. 33:980-1012. 2017
- A CONSISTENT NONPARAMETRIC TEST ON SEMIPARAMETRIC SMOOTH COEFFICIENT MODELS WITH INTEGRATED TIME SERIES. 32:988-1022. 2016
- SEMIPARAMETRIC FUNCTIONAL COEFFICIENT MODELS WITH INTEGRATED COVARIATES. 29:659-672. 2013
- SMOOTH VARYING-COEFFICIENT ESTIMATION AND INFERENCE FOR QUALITATIVE AND QUANTITATIVE DATA. 26:1607-1637. 2010
- NONPARAMETRIC ESTIMATION OF REGRESSION FUNCTIONS WITH DISCRETE REGRESSORS. 25:1-42. 2009
- A nonparametric bootstrap test of conditional distributions. 22:587-613. 2006
- THE VARIANCE RATIO STATISTIC AT LARGE HORIZONS. 22:206-234. 2006
- The variance ratio statistic at large horizons. 22:206-234. 2006
- The uniqueness of cross-validation selected smoothing parameters in kernel estimation of nonparametric models. 21:1017-1025. 2005
- Estimation in an additive model when the components are linked parametrically. 18:886-912. 2002
- Estimating Time-series Partially Linear Models with Generated Regressor. 18:625-645. 2002
- A consistent test for conditional heteroskedasticity in time-series regression models. 17:188-221. 2001
- Consistent model specification tests - Kernel-based tests versus Bierens' ICM tests. 16:1016-1041. 2000
- ML Estimation of Linear Regression Model with AR(1) Errors and Two Observations. 11:641-642. 1995
- ESTIMATING ERROR COMPONENT MODELS WITH GENERAL MA(Q) DISTURBANCES. 10:396-408. 1994
- An Approximate Transformation for the Error Component Model with MA(q) Disturbances. 9:692-694. 1993
- A BOOTSTRAP TEST FOR POSITIVE DEFINITENESS OF INCOME EFFECT MATRICES. 8:276-290. 1992
- A Note on the Estimation of Simultaneous Equations with Error Components. 8:113-119. 1992
- The Bias of the Standard Errors of OLS for an AR(1) Process with an Arbitrary Variance on the Initial Observations. 8:146-146. 1992
- Variance Component Estimation Under Misspecification. 7:418-419. 1991
- A Comparison of Variance Components Estimators Using Balanced Versus Unbalanced Data. 6:283-285. 1990
- The Heteroscedastic Consequences of an Arbitrary Variance for the Initial Disturbance of an AR(1) Model. 6:405-405. 1990
- Nonparametric estimation of varying coefficient dynamic panel data models 2008
- Semiparametric Methods in Econometrics 2000