publication venue for
- Optimal Model Averaging of Mixed-Data Kernel-Weighted Spline Regressions. 41:1251-1261. 2023
- A Robust Generalization of the Rao Test. 40:868-879. 2022
- A Smooth Nonparametric, Multivariate, Mixed-Data Location-Scale Test. 38:784-795. 2020
- Treatment Effects With Unobserved Heterogeneity: A Set Identification Approach. 34:302-311. 2016
- Optimal Bandwidth Selection for Nonparametric Conditional Distribution and Quantile Functions. 31:57-65. 2013
- Components of Bull and Bear Markets: Bull Corrections and Bear Rallies. 30:391-403. 2012
- Heteroscedastic Transformation Models With Covariate Dependent Censoring. 29:40-48. 2011
- Efficient Estimation of Average Treatment Effects with Mixed Categorical and Continuous Data. 27:206-223. 2009
- How Useful are Historical Data for Forecasting the Long-Run Equity Return Distribution?. 27:95-112. 2009
- Nonparametric Estimation of Conditional CDF and Quantile Functions With Mixed Categorical and Continuous Data. 26:423-434. 2008
- Conditional Jump Dynamics in Stock Market Returns. 20:377-389. 2002
- Collective Decision-Making and Heterogeneity in Tastes. 20:213-226. 2002
- On the Nonlinear Predictability of Stock Returns Using Financial and Economic Variables. 19:380-382. 2001
- Identifying Bull and Bear Markets in Stock Returns. 18:100-100. 2000
- Identifying Bull and Bear Markets in Stock Returns. 18:100-112. 2000
- Age, Trend, and Cohort Effects in a Macro Model of Canadian Expenditure Patterns. 17:430-430. 1999
- Age, Trend, and Cohort Effects in a Macro Model of Canadian Expenditure Patterns. 17:430-443. 1999
- Consistent Significance Testing for Nonparametric Regression. 15:369-369. 1997
- Consistent Significance Testing for Nonparametric Regression. 15:369-378. 1997
- Selecting Regressors for Prediction Using PRESS and White t Statistics. 9:91-91. 1991
- Selecting Regressors for Prediction Using PRESS and WhitetStatistics. 9:91-96. 1991
- The Interactive and Causal Relationships Involving Precious Metal Price Movements An Analysis of the Gold and Silver Markets. 6:69-77. 1988
- The Interactive and Causal Relationships Involving Precious Metal Price Movements: An Analysis of the Gold and Silver Markets. 6:69-69. 1988
- The Probability Distribution of Future Demand. 5:417-424. 1987
- The Probability Distribution of Future Demand: The Case of Hydro Quebec. 5:417-417. 1987
- Foreign-Exchange Rate Dynamics: An Empirical Study Using Maximum Entropy Spectral Analysis. 3:149-149. 1985
- Foreign-Exchange Rate Dynamics: An Empirical Study Using Maximum Entropy Spectral Analysis. 3:149-155. 1985
- Components of Bull and Bear Markets: Bull Corrections and Bear Rallies 2012
- How Useful are Historical Data for Forecasting the Long-Run Equity Return Distribution? 2009