Pouliot, W. (2016). Robust tests for change in intercept and slope in linear regression models with application to manager performance in the mutual fund industry, Economic Modelling
Pouliot, W. (2016). On density and regression estimation with incomplete data, Communication in Statistics-Theory and Methods
Pouliot, W. (2016). Weighted bootstrapped kernel density estimators in two-sample problems, Journal of Nonparametric Statistics
Pouliot, W. (2016). Detecting At-Most-m-Changes in Linear Regression Models, Journal of Time Series Analysis
Pouliot, W. (2015). A Weighted Bootstrap Approximation of Lp-norms of Two-sample Statistics for Kernel Density Estimators, (with Mojirsheiani, M) under review.
Pouliot, W. (2012). Pollution, Mortality and Optimal Environmental Policy, University of Birmingham Discussion Paper No. 12-05 (with Goenka, A. and Jafarey S.) revise and resubmit Economic Theory.
Pouliot, W. (2011). Detecting the Presence of Insider Trading via Structural Break Tests, Journal of Banking and Finance, (with J. Olmo and K. Pilbeam).
Pouliot, W. (2011). Early Detection Techniques for Market Risk Failure, Studies in Nonlinear Dynamics and Econometrics, (with J. Olmo)
Pouliot, W. (2006). Introducing Uncertainty into Beland and Robinson’s Model of Child Labour, Journal of Development Economics, vol .79.
Pouliot, W. (2004). Tabulating Sup-Norm Functionals Used in Change-Point Analysis, Statistical Computation and Simulation (with M. Orasch).
Olmo, J and Pouliot, W (2015) U-statistic type tests to disentangle change in slope from change in intercept in linear regression models, University of Birmingham Discussion Paper 14-02 (with J. Olmo).
Ercolani, M. and Pouliot, W. (2015), Luck versus skill over time:Time Varying Performance in the Cross-Section of Mutual Fund Returns. Submitted to Special Issue of the Journal of Banking and Finance.
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