GMM estimation of spatial models

Causal inference in time series with applications to monetary policy

Bootstrap and Jackknife-based bias correction for maximum likelihood estimators

Efficient estimation of time series models with conditional heteroskedasticity of unknown form

Small sample properties and small sample refinements of moment-based estimators of time series models, including bias correction and moment selection

Analysis of weak instrument problems in the dynamic panel model

Limit theory for cross-sectionally dependent panel models and spatial models

Analysis of finite sample properties of various estimators for simultaneous equations models

Estimation of dynamic panel models, bias corrections for ML, and GMM estimators of dynamic panel models