Consumption Function
in Social Science Encyclopedia Third Edition Adam Kuper and Jessica Kuper (editors) Taylor and Francis 2004: 169-170 Complete Working Paper
Modeling Volatilty Dynamics
in Commentary in Macroeconometrics: Developments, Tensions, and Prospects Kevin Hoover (editor) Kluwer 1995: 467-472
Time-Series Models
with Woody Studenmund in Using Econometrics: A Practical Guide Fifth Edition Pearson 2005: 420-446
Identifying a Source of Financial Volatility
with Richard Vagnoni in Identification and Inference for Econometric Models Donald Andrews and James Stock (editors) Cambridge University Press 2005: 121-145
Noise Reduced Realized Volatility: A Kalman Filter Approach
with John Owens in Advances in Econometrics Volume 20 Tom Fomby and Dek Terrell (editors) Elsevier 2006: 211-227
Adaptive Estimation
in New Palgrave Dictionary of Economics Second Edition Lawrence Blume and Steven Durlauf (editors) Palgrave Macmillan 2008, Volume 1: 13-15 Complete Working Paper