| Publication | Date of Publication | Type |
|---|
Identification and inference in a simultaneous equation under alternative information sets and sampling schemes
Econometrics Journal | 2022-07-26 | Paper |
Instrument approval by the Sargan test and its consequences for coefficient estimation
Economics Letters | 2021-07-22 | Paper |
Testing the impossible: identifying exclusion restrictions
Journal of Econometrics | 2021-02-09 | Paper |
Limiting and empirical distributions of IV estimators when some of the instruments are actually endogenous
Essays in Honor of Peter C. B. Phillips | 2020-11-10 | Paper |
Improved variance estimation of maximum likelihood estimators in stable first-order dynamic regression models
Computational Statistics and Data Analysis | 2018-11-23 | Paper |
When is it really justifiable to ignore explanatory variable endogeneity in a regression model?
Economics Letters | 2018-09-05 | Paper |
Discriminating between (in)valid external instruments and (in)valid exclusion restrictions
Journal of Econometric Methods | 2018-09-04 | Paper |
The effects of dynamic feedbacks on LS and MM estimator accuracy in panel data models
Journal of Econometrics | 2016-06-10 | Paper |
On the diminishing returns of higher-order terms in asymptotic expansions of bias
Economics Letters | 2013-01-01 | Paper |
Higher-order asymptotic expansions of the least-squares estimation bias in first-order dynamic regression models
Computational Statistics and Data Analysis | 2012-12-30 | Paper |
Comparing the asymptotic and empirical (un)conditional distributions of OLS and IV in a linear static simultaneous equation
Computational Statistics and Data Analysis | 2012-12-30 | Paper |
Monte Carlo simulation for econometricians
Foundations and Trends in Econometrics | 2012-08-10 | Paper |
The asymptotic and finite sample distributions of OLS and simple IV in simultaneous equations
Computational Statistics and Data Analysis | 2009-05-29 | Paper |
Viewing the relative efficiency of IV estimators in models with lagged and instantaneous feedbacks
Computational Statistics and Data Analysis | 2008-11-26 | Paper |
Moment approximation for least‐squares estimators in dynamic regression models with a unit root
Econometrics Journal | 2005-11-08 | Paper |
Degrees of freedom adjustment for disturbance variance estimators in dynamic regression models
Econometrics Journal | 2003-08-07 | Paper |
How to implement the bootstrap in static or stable dynamic regression models: test statistic versus confidence region approach
Journal of Econometrics | 2003-04-02 | Paper |
The bias of the 2SLS variance estimator
Economics Letters | 2002-07-24 | Paper |
Exact Inference Methods for First-Order Autoregressive Distributed Lag Models
Econometrica | 2002-05-28 | Paper |
Expectations of expansions for estimators in a dynamic panel data model: some results for weakly exogenous regressors.
| 2001-07-24 | Paper |
Alternative bias approximations in first-order dynamic reduced form models
Journal of Economic Dynamics and Control | 1999-06-20 | Paper |
The bias of the ordinary least squares estimator in simultaneous equation models
Economics Letters | 1998-07-23 | Paper |
Exact tests in single equation autoregressive distributed lag models
Journal of Econometrics | 1997-10-28 | Paper |
The bias of OLS, GLS, and ZEF estimators in dynamic seemingly unrelated regression models
Journal of Econometrics | 1996-11-12 | Paper |
Neglected dynamics in panel data models; consequences and detection in finite samples*
Statistica Neerlandica | 1996-07-04 | Paper |
On bias, inconsistency, and efficiency of various estimators in dynamic panel data models
Journal of Econometrics | 1996-02-13 | Paper |
Exact tests for structural change in first-order dynamic models
Journal of Econometrics | 1996-02-12 | Paper |
Asymptotic consequences of neglected dynamics in individual effects models*
Statistica Neerlandica | 1995-11-28 | Paper |
Bias assessment and reduction in linear error-correction models
Journal of Econometrics | 1995-03-01 | Paper |
Testing strategies for model specification
Applied Mathematics and Computation | 1986-01-01 | Paper |
On the Rigour of Some Misspecification Tests for Modelling Dynamic Relationships
Review of Economic Studies | 1986-01-01 | Paper |
Effects of ARMA Errors on Tests for Regression Coefficients: Comments on Vinod's Article; Improved and Additional Results
| 1980-01-01 | Paper |
