Articles, 2006-present

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Year Articles Working Paper
2007 "Intra- and Extra-Euro Area Import Demand for Manufactures," with Robert Anderton, Frauke Skudelny and Nuno Sousa, Applied Economics Quarterly, Vol. 53 (Number 3, 2007), pp. 221-241. ECB  Working Paper  532

2007

"Panel Unit Root Tests and Spatial Dependence," with Georges Bresson and Alain Pirotte, Journal of Applied Econometrics, Vol. 22 (2007), pp. 339-360. CPR Working Paper 88

2007

On the Use of Panel Data Methods to Estimate Rational Addiction Models,Scottish Journal of Political Economy, Vol. 54 (February, 2007), pp.1-18.  
2007 "Worldwide Econometrics Rankings: 1989-2005," Econometric Theory, Vol. 23 (October, 2007), pp. 952-1012. CPR Working Paper 94
2007 “Testing for Cointegrating Rank via Model Selection: Evidence from 165 Data Sets,“ with Zijun Wang,  Empirical Economics, Vol. 33 (July, 2007), pp. 44-49. CPR Working Paper 83
2007 “Comments on: Panel Data Analysis — Advantages and Challenges by Cheng Hsiao,”  TEST, Journal of the Sociedad Española de Estadística e Investigación Operativa, Vol. 16 (May, 2007), pp. 28-31.  
2007 “Alternative Ways Of Obtaining Hausman’s Test Using Artificial Regressions,” with Long Liu, Statistics and Probability Letters, Vol. 77 (July, 2007), pp. 1413-1417.  
2007 “Testing for Serial Correlation, Spatial Autocorrelation and Random Effects Using Panel Data," with Seuck Heun Song, Byoung Cheol Jung and Won Koh, Journal of Econometrics, Vol. 140 (September, 2007), pp. 5-51. Econometric Society 2004 Australasian Meetings #338
2007 "Estimating Models of Complex FDI: Are there Third Country Effects?,"with Peter Egger and Michael Pfaffermayr, Journal of Econometrics, Vol. 140 (September, 2007), pp. 260-281. CPR Working Paper 73

2006

"Estimating An Economic Model of Crime Using Panel Data from North Carolina," Journal of Applied Econometrics , Vol. 21 (May-June, 2006), pp. 543-547.  Ideas

2006

"Transaction Tax and Stock Market Behavior: Evidence From An Emerging Market." with Qi Li and Dong Li Empirical Economics, Vol. 31 (June, 2006), pp. 393-408. Springer Link

2006

"Rational Alcohol Addiction: Evidence from the Russian Longitudinal Monitoring Survey," with Ingo Geishecker, Health Economics, Vol. 15 (September, 2006), pp. 893-914.  

2006

"Unbalanced Panel Data: A Survey," with Seuck Heun Song, Statistical Papers, Vol. 47 (October, 2006), pp. 493-523. Sprinter Link

2006

"Random Effects and Spatial Autocorrelation with Equal Weights," Econometric Theory, Vol. 22 (October, 2006), pp. 973-984. CPR Working Paper 89

2006

"Joint LM Test for Heteroskedasticity in a One-Way Error Component Model," with Georges Bresson and Alain Pirotte, Journal of Econometrics, Vol. 134 (October, 2006), pp. 401-417.  

2006

"An Alternative Derivation of Mundlak's Fixed Effects Results Using System Estimation," Econometric Theory, Vol 22 (2006), pp. 1191-1194.