Identification and Estimation of General ARMA models
(With C. Velasco)
A Consistent Specification Test for Models Defined by Conditional Moment Restrictions
(With M.A. Domínguez)
Consistent Inference in Models Defined by Conditional Moment Restrictions: an alternative to GMM
(With M.A. Domínguez)
Consistent Estimation of the Consumption-based Asset Pricing Model
(With J. Eduardo García Gómez-Tagle)
The Two Step Consistent Method of Moments Estimator in the Linear Weak Instrument Case
(With J. Eduardo García Gómez-Tagle)
Inference in Nonlinear Conditional Econometric Models
(With Noriko Amaño)
On Divergent Dynamics with Ordinary Least Squares Learning
(With Shurojit Chatterji)