Uncertainty and Policy Aggressiveness
with Roger Craine American Statistical Association, Proceedings of the Economics and Business Statistics Section 1985: 146-150
On the Finite Sample Behavior of Adaptive Estimators
Journal of Econometrics 1992, 54(3): 371-400
Adaptive Estimation in Time Series Regression Models
Journal of Econometrics 1992, 54(2): 251-275
Reply to ‘Comment on Adaptive Estimation in Time Series Regression Models’
Journal of Econometrics 1995, 66(1): 131-132
Purchasing Power Parity, Unit Roots, and Dynamic Structure
Journal of Empirical Finance 1996, 2(4): 343-357
Testing for Absolute Purchasing Power Parity
with Collin Crownover and John Pippenger Journal of International Money and Finance 1996, 15(5): 783-796
Econometric Estimation of Foresight: Tax Policy and Investment in the U.S.
with Charles Stuart Review of Economics and Statistics 1997, 79(1): 32-40
Uniformly Adaptive Estimation for Models with ARMA Errors
Econometric Reviews 1997, 16(4): 393-409
Asymptotic Bias for Quasi-Maximum Likelihood Estimators in Models with Conditional Heteroskedasticity
with Whitney Newey Econometrica 1997, 65(3): 587-599