"An ARMA-Prewhitened Long Run Variance Estimator" (with Chin Chin Lee)
"Best Empirical Models When the Parameter space is Infinite Dimensional" (with Werner Ploberger)
"Incidental Trends and the Power of Panel Unit Root Tests" (with Hyungsik R. Moon, Benoit Perron)
"Bias in Dynamic Panel Estimation with Fixed Effects, Incidental Trends and Cross Section Dependence" (with Donnggyu Sul)


"Small Sample Distribution Theory in Econometric Models of Simultaneous Equations," CFDP 617, 1982 [170pp] (1pdf  2pdf  3pdf | whole paper: xif_format ZIPPED)
"Bimodal t-Ratios" (with Vassilis A. Hajivassiliou), CFDP 842, 1987 [26pp] abstract
"The Characteristic Function of the Dirichlet and Multivariate F Distributions," CFDP 865, 1988 [19pp] abstract
"A Little Magic with the Cauchy Distribution," CFDP 866, 1988 [14pp] abstract
"A New Proof of Knight's Theorem on the Cauchy Distribution," CFDP 887, 1988 [6pp] abstract
"Unit Roots," [10pp] abstract CFDP 998, 1991
"Unidentified Components in Reduced Rank Regression Estimation of ECM's," CFDP 1003, 1991 [11pp] abstract
"Time Series Modeling with a Bayesian Frame of Reference: Concepts, Illustrations and Asymptotics," CFDP 1038, 1992 (with Werner Ploberger) [66pp] abstract
"Hyper-Consistent Estimation of a Unit Root in Time Series Regression," CFDP 1040, 1992 [20pp] abstract