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"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: Maximum Likelihood Estimation of Misspecified Models: Twenty Years Later, Thomas B. Fomby and R. Carter Hill, editors, Elsevier, Vol. 17 (2003), pp. 1-27. "Testing AR(1) Against MA(1) Disturbances in an Error Component Model," with Qi Li, Journal of Econometrics, Vol. 68 (July, 1995), pp. 133-151. Reprinted in Recent Developments in Panel Data, B.H. Baltagi, editor, Edward Elgar Publishing, Cheltenham (2003), pp. 442-460. |
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"A Consistent Test for the Parametric Distribution of Regression Disturbances," with Qi Li, Advances in Econometrics: Applying Kernel and Nonparametric Estimation to Economic Topics, Thomas B. Fomby and R. Carter Hill, editors, JAI Press, Connecticut, Vol. 14 (2000), pp. 3-24. "Further Evidence on the Efficiency of Least Squares in Regression Models," Chapter 13 in Panel Data Econometrics: Future Directions, J. Kirshnakumar and E. Ronchetti, editors, North-Holland, Amsterdam (2000), pp. 279-291. |
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"Prediction from the Regression
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Advances in Econometrics: Messy Data
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