Publications

(Click the paper names to read)

Google Scholar Profile(with paper links)
Books and Monographs
Parts of Books (Chapters)
Refereed Articles
Articles in Non-Refereed Journals
Published Proceedings and Congressional Hearings
Book Reviews

Books and Monographs

Financial Econometrics and Empirical Market Microstructure, Co-Editor (with S. Ivliev and F. Lillo), Springer International Publishing, 2015, 284 pages.

Rao’s Score Test and Its Applications, Co-Editor (with R. Mukerjee), Special Issue of the Journal of Statistical Planning and Inference, Volume 97, August 2001, 200 pages.

Parts of Books (Chapters)

“Testing Spatial Dependence in a Matrix Exponential Spatial Specification” (with Osman Dogan and Bulent Gologlu), in Current Research in Architecture and Engineering Sciences, 2020: 79.

“History of the Indian Statistical Institute – Numbers and Beyond (1931-1947)” (with J.K. Ghosh and P. Maiti), in Science and Modern India: An Industrial History: 1784-1947, U. Dasgupta, Editor. Project of History of Indian Science, Philosophy and Culture, Center for Studies in Civilization, Ministry of Human Resource Development, Government of Indian, 2011, pp.1013 -1056.

“Estimating Functions and Equations: An Essay on Historical Developments with Applications to Econometrics” (with Y. Bilias and P. Simlai), in Palgrave Handbook of Econometrics, Volume 1, Econometric Theory, T.C. Mills and K. Patterson, Editors, 2006, pp. 427-476.

“Test for Error Component Model in the Presence of Local Misspecification” (with W. Sosa-Escudero and M. Yoon), in Recent Development in the Econometrics of Panel Data, B. Baltagi, Editor, Edward Elgar Publishing, 2003.

“Neyman’s Smooth Test and Its Applications in Econometrics” (with A. Ghosh), in Handbook of Applied Econometrics and Statistical Inference, A. Ullah, A. Wan and A. Chaturvedi, Editors, Marcel Dekkar, 2002, pp. 177-230.

“Information Matrix Tests for the Composed Error Frontier Model” (with N.C. Mallick), in Advances on Methodological and Applied Aspects of Probability and Statistics, N. Balakrishnan, Editor, Gordon and Breach Science Publishers, 2002, pp. 575-596.

“General Hypothesis Testing” (with G. Premaratne), in A Companion to Theoretical Econometrics, B. Baltagi, Editor, Blackwell Publishers, 2001, pp. 38-61.

“Hypothesis Testing in the 20th Century with a Special Reference to Testing with Misspecified Models,” in Statistics for the 21st Century: Methodologies for Applications of the Future, C.R. Rao and Gabor J. Szekely, Editors, Marcel Dekkar, 2000, pp. 33-92.

“A Survey of ARCH Models” (with M. Higgins), in Volatility: New Techniques for Pricing Derivatives and Managing Financial Portfolios, R. Jarrow, Editor, Risk Publications, 1998, pp. 23-58.

“Spatial Dependence in Linear Regression Models with an Introduction to Spatial Econometrics” (with L. Anselin), in The Handbook of Applied Economic Statistics, A. Ullah and D. Giles, Editors, Marcel Dekkar, 1998, pp. 237-289.

“Hypothesis Testing for Some Nonregular Cases in Econometrics” (with S. Ra and N. Sarkar), in Econometrics: Theory and Practice, S. Chakravarty, D. Coondoo and R. Mukherjee, Editors, Allied Publishers, 1998. pp. 319-351.

“ARCH Models: Properties Estimation and Testing” (with M. L. Higgins), in Survey in Econometrics, L. Oxley, D. George, C. Roberts and S. Sayer, Editors, Blackwell Publishers, 1994, pp. 215-272.

“The ARCH Effects and Efficient Estimation of Hedge Ratios for Stock Index Futures” (with H. Park and E. Bubnys), in Advances in Futures and Options Research, D. M. Chance and R. R. Trippi, Editors, JAI Press, 1993, pp. 313-328.

“Bayesian Estimation of Systematic Risk Using Hierarchical and Nonnormal Priors” (with J. Machado), in Readings in Econometrics in Honor of George Judge, W. Griffiths, H. Lutkepohl and M. E. Bock, Editors, North Holland, 1992, pp. 143-157.

Papers

"A History of the Delta Method and Some New Result” (with M. Koley), Journal of Statistics, 2023, pp. 1-35.

“Scalar Measures of Volatility and Dependence for the Multivariate Models of Financial Markets” (with S. Kim). Journal of Risk and financial Management, 2023, 16, pp. 1-16.

“Spatial Market Inefficiency in Housing Market: A Spatial Quantile Regression Approach” (with J. Chae), Journal of Real Estate Finance and Economics, 2022, pp. 1-30.

“Fractile Graphical Analysis and Non-Parametric Regression in a New Perspective” (with A. Ghosh). Journal of Risk and Financial Management, 2022, 15, pp. 1-20.

“A New Test for Non-linear Hypotheses under Distributional and Local Parametric Misspecifications”, with Osman Dogan and Suleyman Taspinar. Studies in Nonlinear Dynamics and Econometrics, 2022.

“Testing for Spatial Dependence in a Spatial Autoregressive (SAR) Model in the Presence of Endogenous Regressors” (with M. Koley), Journal of Spatial Econometrics, 3, 2022, pp. 11.

“Evaluating Measures of Dependence for Linearly Generated Nonlinear Time Series Along with Spurious Correlation” (with C. Agiaklog and E. Deligiannakis), Journal of Economics and Finance, 2022, 46, pp. 535-552.

“Distribution of Test Statistics Under Parameter Uncertainty for Time Series Data: An Application to Testing Skewness, Kurtosis and Normality” (with Osman Dogan and Suleyman Taspinar), Hacettepe Journal of Mathematics & Statistics, 2022, 51(1), pp. 253-272.

“The Delta Method and Estimating Equation Approach For Determining the Asymptotic Distributions of Test Statistics” (with Osman Dogan and Bulent Guloglu), in Research and Evaluations in Social, Administrative and Educational Sciences, 2022.

“Estimation of Random Components and Prediction in One-and Two-Way Error Component Regression Models” (with S. Sharma), Journal of Quantitative Economics, 2021.

“Bayesian Inference in Spatial Stochastic Volatility Models with an Application to HousePrice Returns in Chicago” (with S. Taspinar, O. Dogan and J. Chae), Oxford Bulletin of Statistics & Economics, 2021, 83, pp. 1243-1272.

“A Bayesian Robust Chi-squared Test for Testing Simple Hypotheses” (with O. Dogan and S. Taspinar), Journal of Econometrics, 2021, 222, pp. 933-958.

“Asymptotic Variance of Test Statistics in the ML and QML Frame works” (with O. Dogan and S. Taspinar), Journal of Statistical Theory and Practice, 2021.

“Bayesian Estimation of Stochastic Tail Index from High-Frequency Financial Data” (with O. Dogan and S. Taspinar), Empirical Economics, 2021, 61, pp. 2685-2711.

“Glimpses from the Life and Work of Dr. C.R. Rao: A Living Legend in Statistics” (with P. Ghosh), Bhāvanā The Mathematics Magazine, 2020, 4, pp. 1-11. Also reprinted in Centennial Volume of C.R. Rao, Indian Statistical Institute and in A Tribute to the Legend of Professor C.R.Rao, Chapter 7, 2020, Springer Nature.

"Specification tests for spatial panel data models." Bera, A. K., Doğan, O., Taşpınar, S., & Sen, M. (2020). Journal of Spatial Econometrics, 1(1). https://doi.org/10.1007/s43071-020-00003-y

“Tests for Nonlinear Restrictions under Local Misspecifications with an Application to Testing Rational Expectation Hypothesis” (with G. Montes – Rojas, W. Sosa – Escudero and J. Alego), Journal of Applied Econometrics, 2020.

“Adjustment of Rao’s Score Test for Distributional and Local Parametric Misspecifications” (with O.Dogan, S. Taspinar, Y. Bilias and M. Yoon), Journal of Econometrics Method, 2020, 9, pp. 1-29,

“Analysis of the Five Factor Asset Pricing Model with Wavelet Multiscaling Approach” (with S. Guler and U. Uyer), Quarterly Review of Economics and Finance, 2019.

“Robuts LM Tests for Spatial Dynamic Panel Data Models”(with O. Dogan, Y. Leiluo and S. Taspinar), Regional Science and Urban Economics, 2019.

“Testing Impact Measures in Spatial Autoregressive Models” (with G. Arbia, O. Dogan and S. Taspinar), International Regional Science Review, 2020, 43, pp. 40-75.

“Local and Global Determinants of Office Rents in Istanbul: The Mixed Geographically Weighted Regression Approach” (with S. Guler), Journal of European Real Estate Research, 2019, 12, pp. 227-249.

“Heteroskedasticity-Consistent Covariance Matrix Estimators for GMME of Spatial Autoregressive Models” (with O. Dogan and S. Taspinar), Spatial Economic Analysis, 2019, 14, pp. 241-268.

“Testing Spatial Dependence in Spatial Models with Endogenous Weights Matrices” (with O. Dogan and S. Taspinar), Journal of Econometric Methods, 2019, 8, pp. 1-33.

“Information Theoretic Approaches to Density Estimation with an Application to the U.S. personal Income Data” (with S. Park), Journal of Income Inequality, 2018, pp. 461-486.

“Testing spatial regression models under nonregular conditions” (with S. Kao), Empirical Economics, 2018, pp. 85-111.

“Simple Tests for Endogeneity of Spatial Weight Matrices” (with O. Dogan and S. Taspinar), 2018. Regional Science and Urban Economics, 2018, pp.130-142.

“Simple Test for Social Interaction Models with Network Structures” (with O. Dogan and S. Taspinar). Spatial Economic Analysis, 2018, pp. 212-246.

“Tests for Normality Based on the Quantile-mean Covariance” (with J.Alejo, A. Galvo, and G. Montes Rojas and Z. Xiao), The Stata Journal, 2018.

“GMM Gradient Tests for Spatial Dynamic Panel Data Models” (with S. Taspinar and O. Dogan), Regional Science and Urban Economics, 2017, pp. 65-88.

“Prasanta Chandra Mahalanobis: A Renaissance Man and Father of Statistics in India” (with Chang Lu), Bhavana: A Publication of the Indian Mathematics Consortium, 2017, pp.1-17.

“Spatial Dependence in Financial Data: Importance of the Weight Matrix” (with S. Er and N. Fidan-Keçeci), Arthaniti (Econometric Theory), 2017, pp. 30-44.

“Robustness of Validity and Efficiency of Rao’s Score Tests Under Local Misspecification” (with G. Montes-Rojas and W. Sosa-Escudero), Communications in Statistics, Theory and Method, 2016.

“A New Characterization of the Normal Distribution and Test for Normality” (with A. Galvo, L. Wang and Z. Xiao), Econometric Theory, 2016.

“Which Quantile is Most Informative? Maximum Likelihood, Maximum Entropy and Quantile Regression” (with A. Galvo, G. Montes Rojas and S. Park), Journal of Econometric Methods, 2016.

"Adjusting the Tests for Skewness and Kurtosis for Distributional Misspecifications" (with G. Premaratne), Communications in Statistics, Simulation and Computation, 2015, pp. 1-27.

“The Improbable Nature of Implied Correlation Matrix of Spatial Autoregressive Model” (with M. Sen), Regional Statistics, 2014, 4, pp. 3-15.

“On Testing the Equality of Mean and Quantile Effects” (with A. Galvo and L. Wang), Journal of Econometric Methods, 2014, 3, pp. 47-62.

“Testing Equality of Two Densities Using Neyman’s Smooth Test” (with A. Ghosh and Z. Xiao), Econometric Theory, 2013, 29, pp.419-446.

“.A Smooth Test for Equality of Distributions” (with A. Ghosh and Z. Xiao), Econometric Theory, 2013, 29, pp. 419-446.

“ET Interview with Professor George Judge”, Econometric Theory, 2013, 29, pp.153-186.

“A Hausman Test for Spatial Regression Model” (with Monalisa Sen and Yu-Hsien Kao), Essays in Honors of Jerry Hausman (Advances in Econometrics, Volume 29), 2012, pp. 547-559.

“H istory of the Indian Statistical Institute – Numbers and Beyond (1931-1947)” (with J.K. Ghosh and P. Maiti), in Science and Modern India: An Industrial History: 1784-1947, U. Dasgupta, Editor. Project of History of Indian Science, Philosophy and Culture, Center for Studies in Civilization, Ministry of Human Resource Development, Government of Indian, 2011, pp.1013 -1056.

“General Specification Testing with Locally Misspecified Models” (with G. Montes-Rojas and W. Sosa-Escudero), Econometric Theory, 2010, 26, pp.1838-1845.

“Maximum Entropy Autoregressive Conditional Heteroskedasticity Model” (with S. Park), Journal of Econometrics, 2009, 150,219-230.

“Testing Under Local Misspecification and Artificial Regressions” (with G. Montes-Rojas and W. Sosa-Escudero), Economics Letters, 2009,104, pp.66-68.

“Optimal Portfolio Diversification Using the Maximum Entropy Principle” (with S. Park), Econometric Reviews, 2008, 27, pp. 484-512.

“Tests for Unbalanced Error-Components Models Under Local Misspecification” (with W. Sosa-Escudero), The Stata Journal, 2008, 8, pp.68-78.

“A Test for Symmetry with Leptokurtic Financial Data” (with G. Premaratne), Journal of Financial Econometrics, 3, 2005, pp. 169-187.

“Financial Data Analysis Using Maximum Entropy Approach” (with S. Park), Proceedings of the International Statistical Conference, Sri Lanka, 2004, pp. 89-105.

“ET Interview with Professor C. R. Rao”, Econometric Theory, 19, 2003, pp. 329-398.

“Tests for the Error Component Model in the Presence of Local Misspecification” (with W. Sosa-Escudero and M.J. Yoon), Journal of Econometrics, 101, 2001, pp. 1-23.

“The MM, ME, ML, EL, EF and GMM Approaches to Estimation: A Synthesis” (with Y. Bilias), Journal of Econometrics, 107, 2002, pp. 51-86.

“Testing Constancy of Correlation and Other Specifications of the BGARCH Model with an Application to International Equity Returns” (with S. Kim), Journal of Empirical Finance, 9, 2002, pp. 171-195.

“On Some Heteroskedasticity-Robust Estimators of Variance-Covariance Matrix of the Least-Squares Estimators” (with T. Suprayitno and G. Premaratne), Journal of Statistical Planning and Inference, 108, 2002, pp. 121-136.

“Robust Tests for Heteroskedasticity and Autocorrelation Using Score Function” (with Pin Ng), Journal of The Indian Society of Probability and Statistics, 6, 2002, pp. 78-96.

“Specification Tests for Linear Panel Data Models” (with W. Sosa-Escudero), Stata Technical Bulletin, STB-61, 2001, pp. 18-21.

“On Some Optimality Properties of Fisher-Rao Score Function in Testing and Estimation” (with Y. Bilias), Communications in Statistics, Theory and Method, 30, 2001, pp. 1533-1559.

“Rao’s Score, Neyman’s C([alpha]) and Silvey’s LM Tests: An Essay on Historical Developments and Some New Results” (with Y. Bilias), Journal of Statistical Planning and Inference, 97, 2001, pp. 9-44.

“Tests for the Error Component Model in the Presence of Local Misspecification”(with W. Sosa-Escudero and M.J. Yoon), Journal of Econometrics, 101, 2001, pp. 1-23.

“General Hypothesis Testing” (with G. Premaratne), in A Companion to Theoretical Econometrics, B. Baltagi, Editor, Blackwell Publishers, 2001, pp. 38-61.

“Estimating Production Uncertainty in Stochastic Frontier Production Function Models” (with S. Sharma), Journal of Productivity Analysis, 12, 1999, pp. 187-210.

“Estimation of Time-Varying Hedge Ratios for Corn and Soybeans: BGARCH and Random Coefficient Approaches” (with P. Garcia and J-S. Roh), Sankhya, 59, 1998, pp. 346-368.

“A Survey of ARCH Models” (with M. Higgins), in Volatility: New Techniques for Pricing Derivatives and Managing Financial Portfolios, R. Jarrow, Editor, Risk Publications, 1998, pp. 23-58.

“ARCH and Bilinearity as Competing Models for Nonlinear Dependence” (with M. L. Higgins), Journal of Business and Economic Statistics, 15, 1997, pp. 43-50.

“Testing for the Regression Coefficient Stability” (with S. Ra), Journal of Quantitative Economics, 13, 1997, pp. 17-35.

“Simple Diagnostic Tests for Spatial Dependence” (with L. Anselin, R. Florax and M. J. Yoon), Regional Science and Urban Economics, 26, 1996, pp. 77-104.

“Random Coefficient Formulation of Conditional Heteroskedasticity and Augmented ARCH Models” (with M. L. Higgins and S. Lee), Sankhya, 58, 1996, pp. 199-220.

“Specification Test for a Linear Regression Model with ARCH Process” with X-L. Zuo), Journal of Statistical Planning and Inference, 50, 1996, pp. 283-308.

“Tests for Normality Using Estimated Score Function” (with P. T. Ng), Journal of Statistical Computation and Simulation, 52, 1995, pp. 273-287.

“A Test for the Presence of Conditional Heteroskedasticity within ARCH-M Framework” (with S. Ra), Econometric Reviews, 14, 1995, pp. 473-485.

“ARCH Models: Properties Estimation and Testing” (with M. L. Higgins), in Survey in Econometrics, L. Oxley, D. George, C. Roberts and S. Sayer, Editors, Blackwell Publishers, 1994, pp. 215-272.

“Information Matrix Test, Parameter Heterogeneity and ARCH: A Synthesis” (with S. Lee), Review of Economic Studies, 60, 1993, pp. 229-240.

“Specification Testing with Locally Misspecified Alternatives” (with M. J. Yoon), Econometric Theory, 9, 1993, pp. 649-658.

“Mean Square Error Comparison of Pretest and Other Estimators for Zellner’s SURE Model” (with A. Ozcam, G. Judge and T. Yancey), Journal of Quantitative Economics, 9, 1993, pp. 41-52.

“ARCH Models: Properties, Estimation and Testing” (with M. L. Higgins), Journal of Economic Surveys, 7, 1993, pp. 305-366.

“Interaction Between Autocorrelation and Conditional Heteroskedasticity: A Random Coefficient Approach” (with M. L. Higgins and S. Lee), Journal of Business and Economic Statistics, 10, 1992, pp. 133-142.

“A Test for Conditional Heteroskedasticity in Time Series Models” (with M. L. Higgins), Journal of Time Series Analysis, 13, 1992, pp. 501-519.

“Joint Tests of Non-Nested Models and General Error Specifications” (with M. McAleer, H. Pesaran and M. Yoon), Econometric Reviews, 11, 1992, pp. 97-117.

“A Class of Nonlinear ARCH Models” (with M. L. Higgins), International Economic Review, 33, 1992, pp. 137-158.

“Rao’s Score Test in Econometrics” (with A. Ullah), Journal of Quantitative Economics, 7, 1991, pp. 189-220.

“Alternative Approaches to Testing Non-Nested Models with Autocorrelated Disturbances” (with M. McAleer and H. Pesaran), Communications in Statistics, Theory and Method, 19, 1990, pp. 3619-3644.

“Linearized Estimation of Nonlinear Simultaneous Equation Systems” (with R. P. Byron), Journal of Quantitative Economics, 6, 1990, pp. 289-309.

“Adoption of High Yielding Rice Varieties in Bangladesh: An Econometric Analysis” (with T. Kelley), Journal of Development Economics, 33, 1990, pp. 263-285.

“Nested and Non-nested Procedures for Testing Linear and Log-Linear Regression Models” (with M. McAleer), Sankhya, Series B., 50, 1989, pp. 212-224.

“Tests for Serial Dependence and Other Specification Analysis in Models of Markets in Disequilibrium” (with P. M. Robinson), Journal of Business and Economic Statistics, 7, 1989, pp. 343-352.

“A Joint Test for ARCH and Bilinearity in the Regression Model” (with M. L. Higgins), Econometric Reviews, 7, 1989, pp. 171-181.

“Checks of Model Adequacy for Univariate Time Series Models and Their Applications to Econometric Relationships: Comment” (with P. Newbold), Econometric Reviews, 7, 1988, pp. 43-48.

“Conditional and Unconditional Heteroscedasticity in the Market Model” (with E. Bubnys and H. Y. Park), Financial Review, 23, 1988, pp. 201-214.

“A Test for Normality of Observations and Regression Residuals” (with C. M. Jarque), International Statistical Review, 55, 1987, pp. 163-172.

“Interest-Rate Volatility, Basis Risk and Heteroscedasticity in Hedging Mortgages” (with H. Y. Park), Journal of the American Real Estate & Urban Economics Association, 15, 1987, pp. 79-97.

“On Exact and Asymptotic Tests of Non-Nested Models” (with M. McAleer), Statistics and Probability Letters, 5, 1987, pp. 19-22.

“Additivity and Separability of the Lagrange Multiplier, Likelihood Ratio and Wald Tests” (with C. R. McKenzie), Journal of Qualitative Economics, 3, 1987, pp. 53-63.

“An Adjustment Procedure for Predicting Systematic Risk” (with S. Kannan), Journal of Applied Econometrics, 1, 1986, pp. 317-332.

“Testing Normality with Stable Alternatives” (with C. R. McKenzie), Journal of Statistical Computation and Simulation, 25, 1986, pp. 37-52.

“Alternative Forms and Properties of the Score Test” (with C. R. McKenzie), Journal of Applied Statistics, 13, 1986, pp. 13-25.

“Tests for Serial Defendence in Limited Dependent Variable Models” (with P. M. Robinson and C. M. Jarque), International Economic Review, 26, 1985, pp. 629-638.

“The Use of Linear Approximation to Nonlinear Regression Analysis,” Sankhya, Series B, 46, 1984, pp. 285-290.

“Testing for the Normality Assumption in Limited Dependent Variable Models” (with C. M. Jarque and L. F. Lee), International Economic Review, 25, 1984, pp. 563-578.

“A Note on the Effects of Linear Approximation on Hypothesis Testing” (with R. P. Byron), Economics Letters, 12, 1983, pp. 251-254.

“Tests for Multivariate Normality with Pearson Alternatives” (with S. John), Communications in Statistics, A12, 1983, pp. 103-117.

“Least Squares Approximations to Unknown Regression Functions: A Comment” (with R. P. Byron), International Economic Review, 24, 1983, pp. 255-260.

“Some Exact Tests for Model Specification” (with M. McAleer), Review of Economics and Statistics, 65, 1983, pp. 351-354.

“Model Specification Tests Against Non-Nested Alternatives: Comment” (with M. McAleer), Econometric Reviews, 2, 1983, pp. 121-130.

“Linearized Estimation of Nonlinear Single Equation Functions” (with R. P. Byron), International Economic Review, 24, 1983, pp. 237-248.

“Model Specification Tests: A Simultaneous Approach” (with C. M. Jarque), Journal of Econometrics, 20, 1982, pp. 59-82.

“A New Test for Normality,” Economics Letters, 9, 1982, pp. 263-268.

“Efficient Specification Tests for Limited Dependent Variable Models” (with C. M. Jarque), Economics Letters, 9, 1982, pp. 153-160.

“A Note on Testing Demand Homogeneity,” Journal of Econometrics, 18, 1982, pp. 291-294.

“Further Evidence on Asymptotic Tests for Homogeneity and Symmetry in Large Demand Systems” (with R. P. Byron and C. M. Jarque), Economics Letters, 8, 1981, pp. 101-105.

“Efficient Tests for Normality, Homoscedasticity and Serial Independence of Regression Residuals: Monte Carlo Evidence” (with C. M. Jarque), Economics Letters, 7, 1981, pp. 313-318.

“Efficient Tests for Normality, Homoscedasticity and Serial Independence of Regression Residuals” (with C. M. Jarque), Economics Letters, 6, 1980, pp. 255-259.

Articles in Non-Refereed Journals

“1997 Illinois Economic Forecast” (with H. Westbrook), Illinois Business Review, 53, 1996, pp. 4-8.

“1996 Illinois Economic Forecast” (with H. Westbrook), Illinois Business Review, 52, 1995, pp. 5-9.

“1995 Illinois Economic Forecast” (with G. H. Peebles and H. Westbrook), Illinois Business Review, 51, 1994, pp. 5-9.

Published Proceedings and Congressional Hearings

“A Complete History of Delta Method” (with Malakika Koley), Proceedings of ICOAFF’ 20, VII International Conference on Applied Economics and Finance, August 21-22, 2020, Izmir, Turkey, pp. 33-47.

“Neyman’s Smooth Test and Its Use in Statistics and Econometrics” (with A. Ghosh), Proceedings of the International Conference on Recent Developments in Statistics and Probability and Their Applications, 2001, pp. 43-45.

“Rao’s Score, Neyman’s C([alpha]) and Silvey’s LM Tests: An Essay on Historical Developments and Some New Results” (with Y. Billias), Proceedings of the American Statistical Association, Business and Economic Statistics Section, 1997, pp. 18-27.

“Testing Constancy of Correlation with an Application to International equity Returns” (with S. Kim), Proceedings of the Fourth International Conference on Investments and Derivatives, Tokyo, 1997.

“Simple Diagnostic Tests for Spatial Dependence” (with L. Anselin, R. Florax and Mann J. Yoon), Proceedings of the Osaka Econometrics Conference, 1995, pp. 287-309.

“A Large Sample Normality Test Using the Score Function” (with P. T. Ng), Proceedings of the American Statistical Association, Business and Economic Statistics Section, 1994.

“A Test for Conditional Heteroskedasticity in Time Series Models” (with M. L. Higgins), Proceedings of the Pre-conference of the Far Eastern Meeting of the Econometric Society, 1991, pp. 251-288.

“General Functional Forms for ARCH Models” (with M. L. Higgins), Proceedings of the American Statistical Association, Business and Economic Statistics Section, 1991, pp. 260-265.

Book Reviews

Econometric Analysis, by William H. Greene in the Journal of the American Statistical Association, 89, 1994, pp. 1567-1569.

Statistical Methods in Econometrics, by Ramu Ramanathan in the Journal of the American Statistical Association, 89, 1994, pp. 1144-1145.

The Econometrics of Disequilibrium, by Richard E. Quandt in the Journal of Economic Literature, 29, 1991, pp. 1746-1748.

Specification Analysis in the Linear Model, M. L. King and D. E. A. Giles, Editors, in the Journal of Economic Literature, 27, 1989, pp. 620-622.