Articles, 2000-2005

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Year Articles Working Paper
2005 "Skilled-Biased Technical Change in U.S. Manufacturing: A General Index Approach," with Daniel Rich,  Journal of Econometrics, Vol. 126 (June, 2005), pp. 549-570.  
2005 "Adaptive Estimation of Heteroskedastic Error Component Models," with Georges Bresson and Alain Pirotte, Econometric Reviews, Vol. 24 (2005), pp. 39-58.  
2005 "A Panel Data Study of Physician's Labor Supply:  The Case of Norway," with Espen Bratberg and Tor Helge Homas, Health Economics, Vol. 14 (October, 2005), pp. 1035-1045.  
2004 "Testing for Linear and Log-Linear Models Against Box-Cox Alternatives with Spatial Lag Dependence," with Dong Li,  Advances in Econometrics, Vol. 18 (2004), pp. 35-74.  
2004 "State Tax Changes and Quasi-Experimental Price Elasticities of U.S. Cigarette Demand:  An Update," with Rajeev Goel, Journal of Economics and Finance, Vol. 28 (Fall, 2004), pp. 424-431.  
2004 "Comment on Modeling Regional Interdependencies Using a Global Error-Correcting Macroeconometric Model," Journal of Business and Economic Statistics, Vol. 22, (April, 2004), pp. 163-164.  
2004 "Tobin q: Forecast Performance for Hierarchical Bayes, Shrinkage, Heterogeneous and Homogeneous Panel Data Estimators," with Georges Bresson and Alain Pirotte, Empirical Economics, Vol. 29 (January, 2004), pp. 107-113.  
2004 "Editor’s Introduction: Panel Data, Theory and Application," Empirical Economics, Vol. 29 (January, 2004), pp. 1-4.  
2003 "Fixed Effects, Random Effects or Hausman-Taylor?  A Pretest Estimator," with Georges Bresson and Alain Pirotte, Economics Letters, Vol. 79 (June, 2003), pp. 361-369.  
2003 "A Generalized Design of Bilateral Trade Flow Models," with Peter Egger and Michael Pfaffermayr,  Economics Letters, Vol. 80 (September, 2003), pp. 391-397.  
2003 "Wage Policy in the Health Care Sector: A Panel Data Analysis of Nurses’ Labour Supply", with Jan Erik Askildsen, and Tor Helge Holmås, Health Economics, Vol. 12, (September, 2003), pp. 705-719.  
2003 "A Comparative Study of Pure and Pretest Estimators for A Possibly Misspecified Two-Way Error Component Model," with Georges Bresson and Alain Pirotte, Advances in Econometrics, Vol. 17 (2003), pp. 1-27.  
2003 "Testing Panel Data Regression Models with Spatial Error Correlation," with Seuck Heun Song and Won Koh,  Journal of Econometrics, Vol. 117 (November, 2003), pp. 123-150.  
2003 "Homogeneous, Heterogeneous or Shrinkage Estimators?  Some Empirical Evidence from French Regional Gasoline Consumption," with James M. Griffin, Georges Bresson and Alain Pirotte, Empirical Economics, Vol. 28, (November , 2003), pp. 795-811.  
2002 "Series Estimation of Partially Linear Panel Data Models with Fixed Effects," with Dong Li, Annals of Economics and Finance, Vol. 3 (May, 2002), pp. 103-116.  
2002 "On Instrumental Variable Estimation of Semiparametric Dynamic Panel Data Models," with Qi Li, Economics Letters, Vol. 76 (June, 2002), pp. 1-9.  
2002 "Comparison of Forecast Performance for Homogeneous, Heterogeneous and Shrinkage Estimators," with Georges Bresson and Alain Pirotte, Economics Letters, Vol. 76 (August, 2002), pp. 375-382.  
2002 "Rational Addiction to Alcohol:  Panel Data Analysis of Liquor Consumption," with James M. Griffin, Health Economics, Vol. 11 (September 2002), pp. 485-491.  
2002 "Simple LM Tests for the Unbalanced Nested Error Component Regression Model," with Seuck Heun Song and Byoung Cheol Jung, Econometric Reviews, Vol. 21 (October, 2002), pp. 167-187.  
2002 "Worldwide Institutional and Individual Rankings in Econometrics Over the Period 1989-1999:  An Update,"  Econometric Theory, Vol. 19 (February, 2003), pp. 165-224. For Tables go to - http://korora.econ.yale.edu/et/ and click on Econometric Rankings  
2002 "LM Tests for the Unbalanced Nested Panel Data Regression Model With Serially Correlated Errors," with Seuck Heun Song and Byoung Cheol Jung, Annales d’Économie et de Statistique, Vol. 65 (January-March, 2002), pp. 219-268.   
2002 "A Comparative Study of Alternative Estimators for the Unbalanced Two-Way Error Component Regression Model," with Seuck Heun Song and Byoung Cheol Jung, The Econometrics Journal, Vol. 5 (December, 2002), pp 480-493.  The journal's pdf appears here by permission of the Royal Economic Society.  
2001

Double Length Artificial Regressions for Testing Spatial Dependence,"  with Dong Li, Econometric Reviews, Vol. 20 (2001), pp.31-40.

  
2001 "The Econometrics of Rational Addiction:  The Case of Cigarettes," with James M. Griffin, Journal of Business and Economic Statistics, Vol. 19 (October, 2001), pp.  449-454.  
2001

"Estimation of Econometric Models with Nonparametrically Specified Risk Terms," with Qi Li, Econometric Reviews, Vol. 20, (2001), pp. 445-460.

  
2001 "The Unbalanced Nested Error Component Regression Model," with Seuck Heun Song and Byoung Cheol Jung,, Journal of Econometrics, Vol. 101 (April, 2001), pp. 357-381.  
2001 "LM Tests for Functional Forma and Spatial Error Correlation," with Dong Li, International Regional Science Review, Vol. 24 (April, 2001), pp. 194-225.  

2000

 To Pool or Not to Pool:  Homogeneous versus Hetergeneous Estimators Applied to Cigarette Demand,"  with James M. Griffin and Weinwen Xiong, The Review of Economics and Statistics, Vol. 82 (February, 2000), pp. 117-26.  
2000

"Simultaneous Equations with Incomplete Panels," with Young-Jae Chang, Econometric Theory, Vol. 16 (April, 2000), pp. 269-79.

  
2000 "Double-Length Regressions for the Box-Cox Difference Model with Heteroskedasticity or Autocorrelation," with Dong Li,  Economics Letters, Vol. 69 (October, 2000) , pp. 9-14.  
2000 "The East German Wage Curve:  1993-1998," with Uwe Blien and Katja Wolf, Economics Letters, Vol. 69 (October, 2000), pp. 25-31.