"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) |
MIMEOGRAPHED DISCUSSIONS PAPERS |
"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 |