Author of the publication

Please choose a person to relate this publication to

To differ between persons with the same name, the academic degree and the title of an important publication will be displayed. You can also use the button next to the name to display some publications already assigned to the person.

 

Other publications of authors with the same name

Exact test for breaks in covariance in multivariate regressions, and . Economics Letters, 95 (2): 241--246 (May 2007)Identification-robust simulation-based inference in joint discrete/continuous models for energy markets, , and . Computational Statistics & Data Analysis, 52 (6): 3148--3161 (Feb 20, 2008)Identification-robust simulation-based inference in joint discrete/continuous models for energy markets., , and . Comput. Stat. Data Anal., 52 (6): 3148-3161 (2008)Exact tests of the stability of the Phillips curve: the Canadian case, and . Computational Statistics & Data Analysis, 49 (2): 445--460 (Apr 30, 2005)Simulation-based exact jump tests in models with conditional heteroskedasticity, , and . Journal of Economic Dynamics and Control, 28 (3): 531--553 (December 2003)Finite sample multivariate structural change tests with application to energy demand models, , , and . Journal of Econometrics, 141 (2): 1219--1244 (December 2007)Simulation-based finite-sample tests for heteroskedasticity and ARCH effects, , , and . Journal of Econometrics, 122 (2): 317--347 (October 2004)Simulation based finite and large sample tests in multivariate regressions, and . Journal of Econometrics, 111 (2): 303--322 (December 2002)Exact tests for contemporaneous correlation of disturbances in seemingly unrelated regressions, and . Journal of Econometrics, 106 (1): 143--170 (January 2002)The Annals of Computational and Financial Econometrics, first issue., , , , , , , , , and 16 other author(s). Comput. Stat. Data Anal., 56 (11): 2991-2992 (2012)