|
2025
|
GMM estimation with Brownian kernels applied to income inequality measurement
|
Journal of Econometrics
|
A
|
2
|
|
2025
|
Estimation and inference in a possibly multicointegrated system with a fixed number of instruments
|
Economics Letters
|
C
|
3
|
|
2025
|
Limit theory and inference in non-cointegrated functional coefficient regression
|
Journal of Econometrics
|
A
|
3
|
|
2025
|
Limit theory for local polynomial estimation of functional coefficient models with possibly integrated regressors
|
Journal of Econometrics
|
A
|
2
|
|
2025
|
Policy Evaluation with Nonlinear Trended Outcomes: Covid‐19 Vaccination Rates in the United States
|
Journal of Applied Econometrics
|
B
|
3
|
|
2024
|
High-dimensional IV cointegration estimation and inference
|
Journal of Econometrics
|
A
|
2
|
|
2024
|
Robust testing for explosive behavior with strongly dependent errors
|
Journal of Econometrics
|
A
|
3
|
|
2024
|
Panel data models with time-varying latent group structures
|
Journal of Econometrics
|
A
|
3
|
|
2024
|
Robust inference on correlation under general heterogeneity
|
Journal of Econometrics
|
A
|
3
|
|
2024
|
Robust inference of panel data models with interactive fixed effects under long memory: A frequency domain approach
|
Journal of Econometrics
|
A
|
3
|
|
2024
|
Reprint of: Robust inference on correlation under general heterogeneity
|
Journal of Econometrics
|
A
|
3
|
|
2024
|
Bootstrap Inference for Quantile Treatment Effects in Randomized Experiments with Matched Pairs
|
Review of Economics and Statistics
|
A
|
4
|
|
2024
|
The boosted Hodrick‐Prescott filter is more general than you might think
|
Journal of Applied Econometrics
|
B
|
3
|
|
2023
|
The impact of upzoning on housing construction in Auckland
|
Journal of Urban Economics
|
A
|
2
|
|
2023
|
High-dimensional VARs with common factors
|
Journal of Econometrics
|
A
|
3
|
|
2023
|
Diagnosing housing fever with an econometric thermometer
|
Journal of Economic Surveys
|
C
|
2
|
|
2023
|
CONTINUOUSLY UPDATED INDIRECT INFERENCE IN HETEROSKEDASTIC SPATIAL MODELS
|
Econometric Theory
|
B
|
3
|
|
2023
|
ESTIMATION AND INFERENCE WITH NEAR UNIT ROOTS
|
Econometric Theory
|
B
|
1
|
|
2023
|
LIMIT THEORY FOR LOCALLY FLAT FUNCTIONAL COEFFICIENT REGRESSION
|
Econometric Theory
|
B
|
2
|
|
2023
|
OPTIMAL BANDWIDTH SELECTION IN NONLINEAR COINTEGRATING REGRESSION
|
Econometric Theory
|
B
|
2
|
|
2023
|
Fully modified least squares cointegrating parameter estimation in multicointegrated systems
|
Journal of Econometrics
|
A
|
2
|
|
2023
|
When bias contributes to variance: True limit theory in functional coefficient cointegrating regression
|
Journal of Econometrics
|
A
|
2
|
|
2023
|
Regression-adjusted estimation of quantile treatment effects under covariate-adaptive randomizations
|
Journal of Econometrics
|
A
|
4
|
|
2023
|
Robust inference with stochastic local unit root regressors in predictive regressions
|
Journal of Econometrics
|
A
|
2
|
|
2023
|
A PANEL CLUSTERING APPROACH TO ANALYZING BUBBLE BEHAVIOR
|
International Economic Review
|
B
|
3
|
|
2022
|
PARAMETRIC CONDITIONAL MEAN INFERENCE WITH FUNCTIONAL DATA APPLIED TO LIFETIME INCOME CURVES
|
International Economic Review
|
B
|
3
|
|
2022
|
ROBUST TESTS FOR WHITE NOISE AND CROSS-CORRELATION
|
Econometric Theory
|
B
|
3
|
|
2022
|
Understanding temporal aggregation effects on kurtosis in financial indices
|
Journal of Econometrics
|
A
|
2
|
|
2022
|
Functional coefficient panel modeling with communal smoothing covariates
|
Journal of Econometrics
|
A
|
2
|
|
2021
|
Nonstationary panel models with latent group structures and cross-section dependence
|
Journal of Econometrics
|
A
|
4
|
|
2021
|
BUSINESS CYCLES, TREND ELIMINATION, AND THE HP FILTER
|
International Economic Review
|
B
|
2
|
|
2021
|
LATENT VARIABLE NONPARAMETRIC COINTEGRATING REGRESSION
|
Econometric Theory
|
B
|
3
|
|
2021
|
NONLINEAR COINTEGRATING POWER FUNCTION REGRESSION WITH ENDOGENEITY
|
Econometric Theory
|
B
|
3
|
|
2021
|
BOOSTING: WHY YOU CAN USE THE HP FILTER
|
International Economic Review
|
B
|
2
|
|
2020
|
Kernel-based Inference in Time-Varying Coefficient Cointegrating Regression
|
Journal of Econometrics
|
A
|
3
|
|
2020
|
Econometric estimates of Earth’s transient climate sensitivity
|
Journal of Econometrics
|
A
|
3
|
|
2020
|
Hybrid stochastic local unit roots
|
Journal of Econometrics
|
A
|
2
|
|
2020
|
Asymptotic theory for near integrated processes driven by tempered linear processes
|
Journal of Econometrics
|
A
|
3
|
|
2020
|
Point optimal testing with roots that are functionally local to unity
|
Journal of Econometrics
|
A
|
2
|
|
2019
|
Detecting Financial Collapse and Ballooning Sovereign Risk
|
Oxford Bulletin of Economics and Statistics
|
B
|
2
|
|
2019
|
The heterogeneous effects of the minimum wage on employment across states
|
Economics Letters
|
C
|
3
|
|
2019
|
Weak σ-convergence: Theory and applications
|
Journal of Econometrics
|
A
|
3
|
|
2019
|
Random coefficient continuous systems: Testing for extreme sample path behavior
|
Journal of Econometrics
|
A
|
3
|
|
2018
|
Pythagorean generalization of testing the equality of two symmetric positive definite matrices
|
Journal of Econometrics
|
A
|
2
|
|
2018
|
Practical Kolmogorov–Smirnov Testing by Minimum Distance Applied to Measure Top Income Shares in Korea
|
Journal of Business & Economic Statistics
|
A
|
3
|
|
2018
|
Sequentially testing polynomial model hypotheses using power transforms of regressors
|
Journal of Applied Econometrics
|
B
|
2
|
|
2018
|
A frequentist approach to Bayesian asymptotics
|
Journal of Econometrics
|
A
|
3
|
|
2018
|
DYNAMIC PANEL ANDERSON-HSIAO ESTIMATION WITH ROOTS NEAR UNITY
|
Econometric Theory
|
B
|
1
|
|
2018
|
FINANCIAL BUBBLE IMPLOSION AND REVERSE REGRESSION
|
Econometric Theory
|
B
|
2
|
|
2018
|
IV AND GMM INFERENCE IN ENDOGENOUS STOCHASTIC UNIT ROOT MODELS
|
Econometric Theory
|
B
|
2
|
|
2018
|
Threshold regression asymptotics: From the compound Poisson process to two-sided Brownian motion
|
Economics Letters
|
C
|
2
|
|
2018
|
Threshold regression with endogeneity
|
Journal of Econometrics
|
A
|
2
|
|
2018
|
Homogeneity pursuit in panel data models: Theory and application
|
Journal of Applied Econometrics
|
B
|
3
|
|
2017
|
Estimating smooth structural change in cointegration models
|
Journal of Econometrics
|
A
|
3
|
|
2017
|
Structural inference from reduced forms with many instruments
|
Journal of Econometrics
|
A
|
2
|
|
2017
|
A multivariate stochastic unit root model with an application to derivative pricing
|
Journal of Econometrics
|
A
|
2
|
|
2017
|
Inference in continuous systems with mildly explosive regressors
|
Journal of Econometrics
|
A
|
3
|
|
2016
|
UNIFORM CONSISTENCY OF NONSTATIONARY KERNEL-WEIGHTED SAMPLE COVARIANCES FOR NONPARAMETRIC REGRESSION
|
Econometric Theory
|
B
|
3
|
|
2016
|
Robust econometric inference with mixed integrated and mildly explosive regressors
|
Journal of Econometrics
|
A
|
2
|
|
2016
|
NONPARAMETRIC COINTEGRATING REGRESSION WITH ENDOGENEITY AND LONG MEMORY
|
Econometric Theory
|
B
|
2
|
|
2016
|
WEAK CONVERGENCE TO STOCHASTIC INTEGRALS FOR ECONOMETRIC APPLICATIONS
|
Econometric Theory
|
B
|
4
|
|
2016
|
Identifying Latent Structures in Panel Data
|
Econometrica
|
S
|
3
|
|
2015
|
Testing linearity using power transforms of regressors
|
Journal of Econometrics
|
A
|
3
|
|
2015
|
The true limit distributions of the Anderson–Hsiao IV estimators in panel autoregression
|
Economics Letters
|
C
|
2
|
|
2015
|
Model selection in the presence of incidental parameters
|
Journal of Econometrics
|
A
|
2
|
|
2015
|
AUTOMATED ESTIMATION OF VECTOR ERROR CORRECTION MODELS
|
Econometric Theory
|
B
|
2
|
|
2015
|
Nonparametric predictive regression
|
Journal of Econometrics
|
A
|
3
|
|
2015
|
New methodology for constructing real estate price indices applied to the Singapore residential market
|
Journal of Banking & Finance
|
B
|
3
|
|
2015
|
TESTING FOR MULTIPLE BUBBLES: HISTORICAL EPISODES OF EXUBERANCE AND COLLAPSE IN THE S&P 500
|
International Economic Review
|
B
|
3
|
|
2015
|
TESTING FOR MULTIPLE BUBBLES: LIMIT THEORY OF REAL‐TIME DETECTORS
|
International Economic Review
|
B
|
3
|
|
2014
|
X-DIFFERENCING AND DYNAMIC PANEL MODEL ESTIMATION
|
Econometric Theory
|
B
|
3
|
|
2014
|
Testing the Martingale Hypothesis
|
Journal of Business & Economic Statistics
|
A
|
2
|
|
2014
|
Specification Sensitivity in Right-Tailed Unit Root Testing for Explosive Behaviour
|
Oxford Bulletin of Economics and Statistics
|
B
|
3
|
|
2014
|
SPECIAL ISSUE OF ECONOMETRIC THEORY ON SETA 2010: EDITORS’ INTRODUCTION
|
Econometric Theory
|
B
|
2
|
|
2014
|
UNIT ROOTS IN LIFE—A GRADUATE STUDENT STORY
|
Econometric Theory
|
B
|
1
|
|
2014
|
Optimal estimation of cointegrated systems with irrelevant instruments
|
Journal of Econometrics
|
A
|
1
|
|
2014
|
On Confidence Intervals for Autoregressive Roots and Predictive Regression
|
Econometrica
|
S
|
1
|
|
2013
|
Semiparametric estimation in triangular system equations with nonstationarity
|
Journal of Econometrics
|
A
|
2
|
|
2013
|
First difference maximum likelihood and dynamic panel estimation
|
Journal of Econometrics
|
A
|
2
|
|
2013
|
Predictive regression under various degrees of persistence and robust long-horizon regression
|
Journal of Econometrics
|
A
|
2
|
|
2013
|
INCONSISTENT VAR REGRESSION WITH COMMON EXPLOSIVE ROOTS
|
Econometric Theory
|
B
|
2
|
|
2012
|
Cointegrating rank selection in models with time-varying variance
|
Journal of Econometrics
|
A
|
2
|
|
2012
|
Mean and autocovariance function estimation near the boundary of stationarity
|
Journal of Econometrics
|
A
|
2
|
|
2012
|
NONLINEAR COINTEGRATING REGRESSION UNDER WEAK IDENTIFICATION
|
Econometric Theory
|
B
|
2
|
|
2012
|
Dynamic misspecification in nonparametric cointegrating regression
|
Journal of Econometrics
|
A
|
2
|
|
2012
|
Optimal estimation under nonstandard conditions
|
Journal of Econometrics
|
A
|
2
|
|
2011
|
Infinite Density at the Median and the Typical Shape of Stock Return Distributions
|
Journal of Business & Economic Statistics
|
A
|
3
|
|
2011
|
UNIFORM ASYMPTOTIC NORMALITY IN STATIONARY AND UNIT ROOT AUTOREGRESSION
|
Econometric Theory
|
B
|
3
|
|
2011
|
POWER MAXIMIZATION AND SIZE CONTROL IN HETEROSKEDASTICITY AND AUTOCORRELATION ROBUST TESTS WITH EXPONENTIATED KERNELS
|
Econometric Theory
|
B
|
3
|
|
2011
|
ASYMPTOTIC THEORY FOR ZERO ENERGY FUNCTIONALS WITH NONPARAMETRIC REGRESSION APPLICATIONS
|
Econometric Theory
|
B
|
2
|
|
2011
|
Bias in estimating multivariate and univariate diffusions
|
Journal of Econometrics
|
A
|
3
|
|
2011
|
Tilted Nonparametric Estimation of Volatility Functions With Empirical Applications
|
Journal of Business & Economic Statistics
|
A
|
2
|
|
2010
|
LAD ASYMPTOTICS UNDER CONDITIONAL HETEROSKEDASTICITY WITH POSSIBLY INFINITE ERROR DENSITIES
|
Econometric Theory
|
B
|
3
|
|
2010
|
Smoothing local-to-moderate unit root theory
|
Journal of Econometrics
|
A
|
3
|
|
2010
|
Indirect inference for dynamic panel models
|
Journal of Econometrics
|
A
|
3
|
|
2010
|
GMM ESTIMATION FOR DYNAMIC PANELS WITH FIXED EFFECTS AND STRONG INSTRUMENTS AT UNITY
|
Econometric Theory
|
B
|
2
|
|
2010
|
Bootstrapping I(1) data
|
Journal of Econometrics
|
A
|
1
|
|
2009
|
LIMIT THEORY FOR COINTEGRATED SYSTEMS WITH MODERATELY INTEGRATED AND MODERATELY EXPLOSIVE REGRESSORS
|
Econometric Theory
|
B
|
2
|
|
2009
|
ASYMPTOTIC THEORY FOR LOCAL TIME DENSITY ESTIMATION AND NONPARAMETRIC COINTEGRATING REGRESSION
|
Econometric Theory
|
B
|
2
|
|
2009
|
EXACT DISTRIBUTION THEORY IN STRUCTURAL ESTIMATION WITH AN IDENTITY
|
Econometric Theory
|
B
|
1
|
|
2009
|
LOCAL LIMIT THEORY AND SPURIOUS NONPARAMETRIC REGRESSION
|
Econometric Theory
|
B
|
1
|
|
2009
|
UNIT ROOT AND COINTEGRATING LIMIT THEORY WHEN INITIALIZATION IS IN THE INFINITE PAST
|
Econometric Theory
|
B
|
2
|
|
2009
|
A two-stage realized volatility approach to estimation of diffusion processes with discrete data
|
Journal of Econometrics
|
A
|
2
|
|
2009
|
Long memory and long run variation
|
Journal of Econometrics
|
A
|
1
|
|
2009
|
Simulation-Based Estimation of Contingent-Claims Prices
|
The Review of Financial Studies
|
A
|
2
|
|
2009
|
Economic transition and growth
|
Journal of Applied Econometrics
|
B
|
2
|
|
2008
|
GAUSSIAN INFERENCE IN AR(1) TIME SERIES WITH OR WITHOUT A UNIT ROOT
|
Econometric Theory
|
B
|
2
|
|
2008
|
LIMIT THEORY FOR EXPLOSIVELY COINTEGRATED SYSTEMS
|
Econometric Theory
|
B
|
2
|
|
2008
|
REGRESSION ASYMPTOTICS USING MARTINGALE CONVERGENCE METHODS
|
Econometric Theory
|
B
|
2
|
|
2008
|
Adaptive estimation of autoregressive models with time-varying variances
|
Journal of Econometrics
|
A
|
2
|
|
2008
|
A complete asymptotic series for the autocovariance function of a long memory process
|
Journal of Econometrics
|
A
|
2
|
|
2007
|
Nonstationary discrete choice: A corrigendum and addendum
|
Journal of Econometrics
|
A
|
3
|
|
2007
|
LONG-RUN COVARIANCE MATRICES FOR FRACTIONALLY INTEGRATED PROCESSES
|
Econometric Theory
|
B
|
2
|
|
2007
|
Incidental trends and the power of panel unit root tests
|
Journal of Econometrics
|
A
|
3
|
|
2007
|
REGRESSION WITH SLOWLY VARYING REGRESSORS AND NONLINEAR TRENDS
|
Econometric Theory
|
B
|
1
|
|
2007
|
Limit theory for moderate deviations from a unit root
|
Journal of Econometrics
|
A
|
2
|
|
2007
|
Bias in dynamic panel estimation with fixed effects, incidental trends and cross section dependence
|
Journal of Econometrics
|
A
|
2
|
|
2007
|
A simple approach to the parametric estimation of potentially nonstationary diffusions
|
Journal of Econometrics
|
A
|
2
|
|
2007
|
Unit root log periodogram regression
|
Journal of Econometrics
|
A
|
1
|
|
2006
|
A new approach to robust inference in cointegration
|
Economics Letters
|
C
|
3
|
|
2006
|
ON THE BREITUNG TEST FOR PANEL UNIT ROOTS AND LOCAL ASYMPTOTIC POWER
|
Econometric Theory
|
B
|
3
|
|
2006
|
A REMARK ON BIMODALITY AND WEAK INSTRUMENTATION IN STRUCTURAL EQUATION ESTIMATION
|
Econometric Theory
|
B
|
1
|
|
2006
|
Local Whittle estimation of fractional integration and some of its variants
|
Journal of Econometrics
|
A
|
2
|
|
2005
|
Prewhitening Bias in HAC Estimation
|
Oxford Bulletin of Economics and Statistics
|
B
|
3
|
|
2005
|
HAC ESTIMATION BY AUTOMATED REGRESSION
|
Econometric Theory
|
B
|
1
|
|
2005
|
AUTOMATED DISCOVERY IN ECONOMETRICS
|
Econometric Theory
|
B
|
1
|
|
2005
|
Jackknifing Bond Option Prices
|
The Review of Financial Studies
|
A
|
1
|
|
2004
|
Nonlinear instrumental variable estimation of an autoregression
|
Journal of Econometrics
|
A
|
3
|
|
2004
|
EXPANSIONS FOR THE DISTRIBUTION OF THE MAXIMUM LIKELIHOOD ESTIMATOR OF THE FRACTIONAL DIFFERENCE PARAMETER
|
Econometric Theory
|
B
|
2
|
|
2004
|
Nonstationary discrete choice
|
Journal of Econometrics
|
A
|
2
|
|
2003
|
An Introduction to Best Empirical Models when the Parameter Space is Infinite Dimensional*
|
Oxford Bulletin of Economics and Statistics
|
B
|
2
|
|
2003
|
IN MEMORY OF JOHN DENIS SARGAN
|
Econometric Theory
|
B
|
1
|
|
2003
|
VISION AND INFLUENCE IN ECONOMETRICS: JOHN DENIS SARGAN
|
Econometric Theory
|
B
|
1
|
|
2003
|
02.3.1. Regression with an Evaporating Logarithmic Trend— Solution
|
Econometric Theory
|
B
|
2
|
|
2003
|
THE 2000–2002 TJALLING C. KOOPMANS ECONOMETRIC THEORY PRIZE
|
Econometric Theory
|
B
|
1
|
|
2003
|
Nonlinear log-periodogram regression for perturbed fractional processes
|
Journal of Econometrics
|
A
|
2
|
|
2002
|
Jeffreys prior analysis of the simultaneous equations model in the case with n+1 endogenous variables
|
Journal of Econometrics
|
A
|
2
|
|
2002
|
The KPSS test with seasonal dummies
|
Economics Letters
|
C
|
2
|
|
2002
|
Higher order approximations for Wald statistics in time series regressions with integrated processes
|
Journal of Econometrics
|
A
|
2
|
|
2002
|
A CUSUM test for cointegration using regression residuals
|
Journal of Econometrics
|
A
|
2
|
|
2002
|
New unit root asymptotics in the presence of deterministic trends
|
Journal of Econometrics
|
A
|
1
|
|
2001
|
HOW TO ESTIMATE AUTOREGRESSIVE ROOTS NEAR UNITY
|
Econometric Theory
|
B
|
3
|
|
2001
|
Trending time series and macroeconomic activity: Some present and future challenges
|
Journal of Econometrics
|
A
|
1
|
|
2001
|
Structural Change Tests in Tail Behaviour and the Asian Crisis
|
Review of Economic Studies
|
S
|
3
|
|
2000
|
ESTIMATION OF AUTOREGRESSIVE ROOTS NEAR UNITY USING PANEL DATA
|
Econometric Theory
|
B
|
2
|
|
1999
|
Model selection in partially nonstationary vector autoregressive processes with reduced rank structure
|
Journal of Econometrics
|
A
|
2
|
|
1999
|
ASYMPTOTICS FOR NONLINEAR TRANSFORMATIONS OF INTEGRATED TIME SERIES
|
Econometric Theory
|
B
|
2
|
|
1999
|
repec:bla:obuest:v:61:y:1999:i:0:p:711-47
|
Oxford Bulletin of Economics and Statistics
|
B
|
1
|
|
1999
|
EFFICIENT DETRENDING IN COINTEGRATING REGRESSION
|
Econometric Theory
|
B
|
2
|
|
1998
|
Posterior distributions in limited information analysis of the simultaneous equations model using the Jeffreys prior
|
Journal of Econometrics
|
A
|
2
|
|
1998
|
A Primer on Unit Root Testing
|
Journal of Economic Surveys
|
C
|
2
|
|
1998
|
repec:bla:jecsur:v:12:y:1998:i:5:p:423-69
|
Journal of Economic Surveys
|
C
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1
|
|
1998
|
Impulse response and forecast error variance asymptotics in nonstationary VARs
|
Journal of Econometrics
|
A
|
1
|
|
1998
|
Higher-order approximations for frequency domain time series regression
|
Journal of Econometrics
|
A
|
2
|
|
1997
|
Fully modified IV, GIVE and GMM estimation with possibly non-stationary regressors and instruments
|
Journal of Econometrics
|
A
|
2
|
|
1997
|
Forward exchange market unbiasedness: the case of the Australian dollar since 1984
|
Journal of International Money and Finance
|
B
|
2
|
|
1995
|
Time Series Regression with Mixtures of Integrated Processes
|
Econometric Theory
|
B
|
2
|
|
1995
|
Efficient IV Estimation in Nonstationary Regression
|
Econometric Theory
|
B
|
2
|
|
1995
|
Trending Multiple Time Series: Editor's Introduction
|
Econometric Theory
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B
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1
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1995
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Robust Nonstationary Regression
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Econometric Theory
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B
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1
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1995
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Bayesian model selection and prediction with empirical applications
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Journal of Econometrics
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A
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1
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1995
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Bayesian prediction a response
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Journal of Econometrics
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A
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1
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1994
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Reflections on the Day.
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Journal of Economic Surveys
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C
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1
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1994
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Bayes Methods and Unit Roots
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Econometric Theory
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B
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2
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1994
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Posterior Odds Testing for a Unit Root with Data-Based Model Selection
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Econometric Theory
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B
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2
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1993
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Testing for a unit root by frequency domain regression
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Journal of Econometrics
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A
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2
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1993
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The spurious effect of unit roots on vector autoregressions : An analytical study
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Journal of Econometrics
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A
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2
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1992
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Asymptotic and finite sample distribution theory for IV estimators and tests in partially identified structural equations
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Journal of Econometrics
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A
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2
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1992
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LM Tests for a Unit Root in the Presence of Deterministic Trends.
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Oxford Bulletin of Economics and Statistics
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B
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2
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1992
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Testing the null hypothesis of stationarity against the alternative of a unit root : How sure are we that economic time series have a unit root?
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Journal of Econometrics
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A
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4
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1991
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The Durbin-Watson ratio under infinite-variance errors
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Journal of Econometrics
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A
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2
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|
1991
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Estimating Long-run Economic Equilibria
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Review of Economic Studies
|
S
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2
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|
1991
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A Shortcut to LAD Estimator Asymptotics
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Econometric Theory
|
B
|
1
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|
1990
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Statistical Inference in Instrumental Variables Regression with I(1) Processes
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Review of Economic Studies
|
S
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2
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|
1990
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Time Series Regression With a Unit Root and Infinite-Variance Errors
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Econometric Theory
|
B
|
1
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|
1989
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Statistical Inference in Regressions with Integrated Processes: Part 2
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Econometric Theory
|
B
|
2
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|
1989
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Partially Identified Econometric Models
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Econometric Theory
|
B
|
1
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|
1988
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Worldwide Institutional and Individual Rankings in Statistical Theory by Journal Publications over the period 1980–1986
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Econometric Theory
|
B
|
3
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1988
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Testing for cointegration using principal components methods
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Journal of Economic Dynamics and Control
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B
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2
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1988
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Statistical Inference in Regressions with Integrated Processes: Part 1
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Econometric Theory
|
B
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2
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|
1988
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Weak Convergence of Sample Covariance Matrices to Stochastic Integrals Via Martingale Approximations
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Econometric Theory
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B
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1
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1988
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Conditional and unconditional statistical independence
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Journal of Econometrics
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A
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1
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1987
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Does GNP have a unit root? : A re-evaluation
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Economics Letters
|
C
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2
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|
1987
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Asymptotic Expansions in Nonstationary Vector Autoregressions
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Econometric Theory
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B
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1
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|
1986
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Multiple Time Series Regression with Integrated Processes
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Review of Economic Studies
|
S
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2
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1986
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Understanding spurious regressions in econometrics
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Journal of Econometrics
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A
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1
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1984
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The exact distribution of the Stein-rule estimator
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Journal of Econometrics
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A
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1
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1984
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The exact distribution of exogenous variable coefficient estimators
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Journal of Econometrics
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A
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1
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1982
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On the behavior of inconsistent instrumental variable estimators
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Journal of Econometrics
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A
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2
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1982
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A simple proof of the latent root sensitivity formula
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Economics Letters
|
C
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1
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|
1980
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Finite Sample Theory and the Distributions of Alternative Estimators of the Marginal Propensity to Consume
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Review of Economic Studies
|
S
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1
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|
1979
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The concentration ellipsoid of a random vector
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Journal of Econometrics
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A
|
1
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|
1979
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The sampling distribution of forecasts from a first-order autoregression
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Journal of Econometrics
|
A
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1
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1977
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An approximation to the finite sample distribution of Zellner's seemingly unrelated regression estimator
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Journal of Econometrics
|
A
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1
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|
1973
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The problem of identification in finite parameter continuous time models
|
Journal of Econometrics
|
A
|
1
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