Asymptotic Normality of a Combined Regression Estimator
Copulas in Econometrics
Semiparametric Estimation of Stochastic Production Frontier
Seemingly Unrelated Essays in Econometrics [microform] : Functions of Mixing Processes, Nonparametric Estimation and Cointegration
Central Limit Theorem Foe Degenerate U Statistics of Absolutely Regular Processes with Specification Testing
Simple Test for Models of Dependence Between Multiple Financial Time Series, with Applications to US Equity Returns and Exchange Rates
Simple Tests for Models of Dependence Between Multiple Financial Time Series, with Applications to U.S. Equity Returns and Exchange Rates
Central Limit Theorem for Degenerate U-statistics of Absolutely Regular Processes with Applications to Model Specification Testing
Simple Tests for Models of Dependence Between Multiple Time Series, with Applications to U.S. Equity Returns and Exchange Rates
Kernel Method
Some Higher Order Theory for a Consistent Nonparametric Model Specification Test
Adaptive Estimation in Semiparametric Regression Models with Conditionally Heteroskedastic Disturbances
Nonparametric Instrumental Regression
Estimation and Inference in an Ecological Inference Model