Time Series
Inference for VARs Identified with Sign Restrictions (with Frank Schorfheide and Eleonora Granziera)
A Predictability Test for a Small Number of Nested Models (with Eleonora Granziera and Kirstin Hubrich)
(Paper), Journal of Econometrics, 182, 174-185, (2014)
A Study of a Semiparametric Binary Choice Model with Integrated Covariates (with Emmanuel Guerre)
(Paper), Econometric Theory, 22, 721-742, (2006)
Efficient Estimation of the SUR Cointegration Regression Model and Testing for Purchasing Power Parity (with Benoit Perron)
(Paper), Econometric Reviews, 23, 293-323, (2004)
Maximum Score Estimation of a Nonstationary Binary Choice Model
(Paper), Journal of Econometrics, 122, 385-403, (2004)
Minimum Distance Estimation of Nonstationary Time Series Models (with Frank Schorfheide)
(Paper), Econometric Theory, 18, 1385–1407, (2002)
A Note on the Nonstationary Binary Choice Logit Model (with Emmanuel Guerre)
(Paper), Economics Letters, 76, 267-271, (2002)
A Note on Fully-Modified Estimation of Seemingly Unrelated Regressions Models with Integrated Regressors
(Paper), Economics Letters, 65, 25-31, (1999)