publication venue for
- Identification and forecasting of bull and bear markets using multivariate returns. 39:723-745. 2024
- Improving Markov switching models using realized variance. 33:297-318. 2018
- An efficient Bayesian approach to multiple structural change in multivariate time series. 33:251-270. 2018
- Difference‐in‐differences when the treatment status is observed in only one period. 33:73-90. 2018
- Spline Regression in the Presence of Categorical Predictors. 30:705-717. 2015
- Categorical semiparametric varying‐coefficient models. 28:551-579. 2013
- RStudio: A Platform‐Independent IDE for R and Sweave. 27:167-172. 2012
- Public insurance and private savings: who is affected and by how much?. 24:282-308. 2009
- Towards reproducible econometric research: the Sweave framework. 24:366-374. 2009
- Forecasting realized volatility: a Bayesian model-averaging approach. 24:709-733. 2009
- Maxima: An open source computer algebra system. 23:515-523. 2008
- Learning, forecasting and structural breaks. 23:553-583. 2008
- gnuplot 4.0: a portable interactive plotting utility. 21:133-141. 2006
- Predictor relevance and extramarital affairs. 19:533-535. 2004
- The dynamics of health in the British Household Panel Survey. 19:473-503. 2004
- Using R to teach econometrics. 17:175-189. 2002
- The Cygwin tools: a GNU toolkit for Windows. 15:331-341. 2000
- FEASIBLE CROSS-VALIDATORY MODEL SELECTION FOR GENERAL STATIONARY PROCESSES. 12:169-179. 1997
- Gaim 1.1: A review. 8:101-107. 1993
- Bootstrapping the process of model selection: AN econometric example. 7:93-99. 1992
- Resampling a time‐series process: A method of estimating the probabilities associated with alternative plans for protecting pensions against inflation. 6:303-314. 1991
- Shazam 6.2: A review. 6:317-320. 1991
- Formulating wald tests of the restrictions implied by the rational expectations hypothesis. 2:61-68. 1987
- On estimating dynamic factor demands. 2:69-75. 1987
- On estimating the effects of peak demand pricing. 1:81-93. 1986
- Bayesian parametric and semiparametric factor models for large realized covariance matrices 2019
- Improving Markov switching models using realized variance 2018
- An efficient Bayesian approach to multiple structural change in multivariate time series 2018
- Forecasting realized volatility: a Bayesian model‐averaging approach 2009
- Learning, forecasting and structural breaks 2008