Co-author Network
Co-researcher Network
sample of publications
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articles
- Distribution regression in duration analysis: an application to unemployment spells. Econometrics Journal. 25:675-698. 2022
- Testing constancy in varying coefficient models. Journal of Econometrics. 222:625-644. 2021
- Nonparametric tests for conditional symmetry. Journal of Econometrics. 206:447-471. 2018
- Nonparametric tests for conditional symmetry. Journal of Econometrics. 206:447-471. 2018
- Distribution-free tests of conditional moment inequalities. Journal of Statistical Planning and Inference. 173:99-108. 2016
- Non-nested testing of spatial correlation. Journal of Econometrics. 187:385-401. 2015
- Conditional stochastic dominance testing. JOURNAL OF BUSINESS & ECONOMIC STATISTICS. 31:16-28. 2013
- Distribution-free tests of stochastic monotonicity. Journal of Econometrics. 170:68-75. 2012
- An asymptotically pivotal transform of the residuals sample autocorrelations with application to model checking. JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION. 106:946-958. 2012
- Bootstrap assisted specification tests for the Arfima Model. ECONOMETRIC THEORY. 27:1083-1116. 2011
- THE ET INTERVIEW: PETER M. ROBINSON Interviewed by Miguel A. Delgado Universidad Carlos III de Madrid and F. Javier Hidalgo London School of Economics. ECONOMETRIC THEORY. 27:885-905. 2011
- Distribution-Free Tests for Time Series Models Specification. Journal of Econometrics. 155:128-137. 2010
- Recent advances in Nonparametric and Semiparametric Econometrics: Honouring Peter M. Robinson: Editor Introduction. Journal of Econometrics. 152:1-2. 2009
- Recent Advances in Time Series Analysis: A volume Honouring Peter M. Robinson: Editor's Introduction. Journal of Econometrics. 151:99-100. 2009
- Distribution-free specification tests for dynamic linear models. Econometrics Journal. 12:105-134. 2009
- Specification Testing. Journal of Econometrics. 143:1-4. 2008
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book chapters
- On the asymptotic efficiency of directional model checks for regression. In: From Statistics to Mathematical Finance: Festscrift in Honour of Winfried Stute. SPRINGER NATURE LIMITED. 71-87. 2017
- Nonparametric distribution-free model checks for multivariate dynamic regressions. In: Contemporary Developments in Statistical Theory. A Festschrift for Hira Lal Koul. SPRINGER. 91-117. 2014
- On Testing Conditional Moment Restrictions. In: Structural Econometrics: Essays in Methodology and Applications. UNIVERSITY OF OXFORD. 285-313. 2010
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conference contributions
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working papers
- Testing Constancy in Varying Coefficient Models 2019
- Counterfactual Analysis Using Censored Duration Data 2018
- Conditional stochastic dominance testing 2012
- A Distribution-Free Transform of the Residuals Sample Autocorrelations with Application to Model Checking 2010
- Testing Conditional Monotonicity in the Absence of Smoothness 2010
- A New Class of Distribution-Free Tests for Time Series Models Specification 2009