Co-author Network
sample of publications
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articles
- (Structural) VAR models with ignored changes in mean and volatility. INTERNATIONAL JOURNAL OF FORECASTING. 40:840-854. 2024
- Testing for No Cointegration in Vector Autoregressions with Estimated Degree of Fractional Integration. ECONOMIC MODELLING. 108. 2022
- Estimation of heterogeneous panels with systematic slope variations. Journal of Econometrics. 220:399-415. 2021
- A moment-based notion of time dependence for functional time series. Journal of Econometrics. 212. 2019
- Lagrange multiplier type tests for slope homogeneity in panel data models. Econometrics Journal. 19:166-202. 2016
- Modeling and forecasting interval time series with threshold models. Advances in Data Analysis and Classification. 9. 2015
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working papers