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9 PR articles • 51 PR citations • Sorted by year • Download PDF (PDF by citations)
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1Generalized Spectral Tests for Multivariate Martingale Difference Hypotheses
Journal of Business and Economic Statistics, 2024, 42, 1195-1209
2.82Citations (PDF)
2A Simple Asymptotically <i>F</i>-Distributed Portmanteau Test for Diagnostic Checking of Time Series Models With Uncorrelated Innovations
Journal of Business and Economic Statistics, 2022, 40, 505-521
2.84Citations (PDF)
3An asymptotically F-distributed Chow test in the presence of heteroscedasticity and autocorrelation
Econometric Reviews, 2022, 41, 177-206
1.26Citations (PDF)
4A new class of tests for overidentifying restrictions in moment condition models
Econometric Reviews, 2020, 39, 495-509
1.20Citations (PDF)
5Asymptotic F tests under possibly weak identification
Journal of Econometrics, 2020, 218, 140-177
3.54Citations (PDF)
6An Asymptotic <i>F</i> Test for Uncorrelatedness in the Presence of Time Series Dependence
Journal of Time Series Analysis, 2020, 41, 536-550
0.95Citations (PDF)
7A general approach to conditional moment specification testing with projections
Econometric Reviews, 2018, 37, 140-165
1.21Citations (PDF)
8A JOINT PORTMANTEAU TEST FOR CONDITIONAL MEAN AND VARIANCE TIME‐SERIES MODELS
Journal of Time Series Analysis, 2015, 36, 39-60
0.94Citations (PDF)
9The antibacterial finish of cotton via sols containing quaternary ammonium salts
Journal of Sol-Gel Science and Technology, 2009, 50, 15-21
2.736Citations (PDF)