| Year | |
| 2005 | "A Hausman Test Based on the Difference Between Fixed Effects Two-Stage Least Squares and Error Components Two-Stage Least Squares," Solution 04.1.1, Econometric Theory, Vol. 21 (April, 2005),483-484. |
| 2004 | "A Concise Derivation of the Wallace and Hussain Fixed Effects Transformation," Solution 03.5.1, Econometric Theory, Vol.20 (October, 2004), p.989. |
| 2004 | "A Hausman Test Based on the Difference Between Fixed Effects Two-Stage Least Squares and Error Components Two-Stage Least Squares," Problem 04.1.1, Econometric Theory, Vol. 20 (February, 2004), 223-224. |
| 2003 | "A Concise Derivation of the Wallace and Hussain Fixed Effects Transformation," Problem 03.5.1, Econometric Theory, Vol.19 (October, 2003), p. 879. |
| 2001 | "Sampling Distribution of OLS Under a Logit Model," Solution 00.3.1, Econometric Theory, Vol. 17, (June, 2001), pp. 669-670. |
| 2001 |
"Sampling Distribution of OLS Under a Logit Model," Problem 00.3.1, Econometric Theory, Vol. 16, (June, 2000), p. 451. |
| 2000 | "Conflict Among Criteria for Testing Hypotheses: Examples from Non-Normal Distributions," Problem 00.2.4, Econometric Theory, Vol. 16 (April, 2000), p. 288. |
| 1999 | "The Relative Efficiency of the Between Estimator with Respect to the Within Estimator," Econometric Theory, Problem 99.4.3, Vol. 15, (August, 1999), p. 630-631. |
| 1999 | "The Overdispersion Test in Count Data as a Gauss-Newton Regression," with Dong Li, Econometric Theory, Problem 99.3.4, Vol. 15, (June, 1999), p. 428. |
| 1999 | "Prediction in the Spatially Autocorrelated Error Component Model," with Dong Li, Econometric Theory, Problem 99.2.4, Vol. 15, (April, 1999), p. 259. |
| 1998 | "Within Two Way is Equivalent to Two Withins One Way," Econometric Theory, Problem 98.5.2, Vol. 14, (October, 1998), p. 687. |
| 1998 | "Regression Specification Error Test as a Gauss-Newton Regression," Econometric Theory, Problem 98.4.3, Vol. 14 (August, 1998), p. 526. |
| 1998 |
"Hausman=s
Specification Test as a Gauss-Newton Regression,"
Econometric Theory, Solution 97.4.1, Vol.
14, (August,
1998), p. 527. |
| 1998 |
"Prediction
in the Equi-Correlated Regression Model,"
Econometric Theory, Problem 98.3.3, Vol. 14, (June,
1998), p.
382. |
| 1997 | "Estimation of Time-Series Regressions with Autoregressive Disturbances and Missing Observations," with Ping X. Wu, Econometric Theory, Problem 97.5.1, Vol. 13 (December, 1997), p. 889. |
| 1997 | "Hausman's Specification Test as a Gauss-Newton Regression," Econometric Theory, Problem 97.4.1, Vol. 13 (October, 1997), p. 757. |
| 1997 | "A Simple Linear Trend Model with Error Components, "with Walter Krämer, Econometric Theory, Problem 97.2.1, Vol. 13 (June, 1997), p. 463. |
| 1997 | "A Joint Test for Functional Form and Random Individual Effects," Econometric Theory, Problem 97.1.3, Vol. 13 (April, 1997), pp. 307-308, |
| 1996 | "AIterative Estimation in Partitioned Regression Models," Econometric Theory, Solution 95.5.1, Vol. 12 (December, 1996), pp. 869-870. |
| 1996 | "Heteroskedastic Fixed Effects Models," Econometric Theory, Problem 96.5.1, Vol. 12 (December, 1996), p. 867. |
| 1996 | "Testing for Random Individual Effects with a Gauss-Newton Regression," Econometric Theory, Solution 95.4.1, Vol. 12 (October, 1996), pp. 745-746. |
| 1995 | "Testing for Fixed Effects in Logit and Probit Models Using an Artificial Regression," Econometric Theory, Problem 95.5.4, Vol. 11 (December, 1995), p. 1179. |
| 1995 | "The Wald, LR, and LM Inequality," Econometric Theory, Solution 94.1.2, Vol. 11 (October, 1995), pp. 798-800. |
| 1995 |
"Testing for Random Individual Effects with a Gauss-Newton Regression,"
Econometric Theory, Problem
95.4.1, Vol.
11 (October, 1995), p. 795. |
| 1995 | "ML Estimation of Linear Regression Model with AR(1) Errors and Two Observations," with Qi Li, Econometric Theory, Solution 93.3.2, Vol. 11 (August, 1995), pp. 641-642 |
| 1995 | "MINQUE Under Heteroskedasticity," Econometric Theory, Solution 93.3.1, Vol. 11 (August, 1995), pp. 639-641. |
| 1995 | "Optimal Weighting of Unbiased Estimators," Econometric Theory, Problem 95.3.1, Vol. 11 (August, 1995), p. 637. |
| 1995 | "Testing for Correlated Effects in Panels," Econometric Theory, Problem 95.2.5, Vol. 11 (June, 1995), pp. 401-402. |
| 1995 | "A Mixed Error Component Model," with Walter Krämer, Econometric Theory, Problem 95.1.4, Vol. 11 (March, 1995), pp. 192-193. |
| 1994 | "The Wald, LR and LM Inequality," Econometric Theory, Problem 94.1.2, Vol. 10 (March, 1994), pp 223-224. |
| 1993 | "Nested
Effects,"
Econometric Theory, Problem 93.4.2, Vol 9 (December,
1993), pp. 687-688. |
| 1993 | "An
Approximate Transformation for the Error Component Model With MA(q)
Disturbances,"
with Qi Li,
Econometric Theory, Solution 92.4.3, Vol. 9 (December, 1993),
pp. 692-694. |
| 1993 | "MINQUE Under Heteroskedasticity," Econometric Theory, Problem 93.3.1, Vol. 9 (September, 1993), p. 521. |
| 1993 | "Trace Minimization of Singular Systems with Cross-Equation Restrictions," Econometric Theory, Problem 93.2.4, Vol. 9 (June, 1993), pp. 314-315. |
| 1992 | "An Approximate Transformation for the Error Component Model With MA(q) Disturbances," with Qi Li, Econometric Theory, Problem 92.4.3, Vol. 8 (December, 1992), pp.582-583. |
| 1992 | "Variance Component Estimation Under Misspecification," with Qi Li, Econometric Theory, Solutions 91.3.3, Vol. 8 (September, 1992), pp. 430-433. |
| 1992 | "Sampling Distributions and Efficiency Comparisons of OLS and GLS in the Presence of Both Serial Correlation and Heteroscedasticity," Econometric Theory, Problem 92.2.3, Vol. 8 (June, 1992), pp. 304-305. |
| 1992 | "The Bias of the Standard Error of OLS for an AR(1) Process With an Arbitrary Variance on the Initial Obserrvations," with Qi Li, Econometric Theory, Problem 92.1.4, Vol. 8 (March, 1992), p. 146. |
| 1991 | "Variance Component Estimation Under Misspecification," with Qi Li, Econometric Theory, Problem 91.3.3, Vol. 7 (September, 1991), pp. 418 |
| 1990 | "The Differencing Test in a Regression With Equicorrelated Disturbances," Econometric Theory, Problem 90.4.5, Vol. 6 (December, 1990), p. 488. |
| 1990 | "The Heteroscedastic Consequences of an Arbitrary Variance for the Initial Disturbance of an AR(1) Model" with Qi Li, Econometric Theory, Problem 90.3.1, Vol. 6 (September, 1990), p. 405. |
| 1990 | "A Comparison of Variance Components Estimators Using Balanced Versus Unbalanced Data," with Qi Li, Econometric Theory, Problem 90.2.3, Vol. 6 (June, 1990), pp. 283-285. |
| 1989 | "A Hausman Specification Test in a Simultaneous Equations Model," Econometric Theory, Solution 88.3.5, Vol. 5 (December, 1989), pp. 465-467. |
| 1989 | "The
Lower Triangular Matrix Associated With an Autoregressive Process,"
Econometric Theory, Solution 88.3.3,
Vol. 5
(December, 1989), pp. 461-463. |
| 1989 | "The
Equivalence of the Boothe-MacKinnon and the Hausman Specification Tests
in the Context of Panel Data," Econometric Theory, Problem
89.3.3, Vol. 5 (December, 1989), p. 454. |
| 1989 | "A Variance Comparison of OLS and Feasible GLS in an Error Components Model," Econometric Theory, Problem 89.1.5, Vol. 5 (April, 1989), p. 175. |
| 1988 | "The Efficiency of OLS in a Seemingly Unrelated Regressions Model," Econometric Theory, Problem 88.3.4, Vol. 4 (December, 1988), pp. 536-537. |
| 1988 | "An Alternative Heteroscedastic Error Component Model," Econometric Theory, Problem 88.2.2, Vol. 4 (August, 1988), pp. 349-350. |
| 1988 | "Prediction
With a Two-Way Error Component Model,"
Econometric Theory, Problem 88.1.1, Vol. 4 (April,
1988), p.
171. |
| 1987 | "Simple Versus Multiple Regression Coefficients," Econometric Theory, Problem 87.1.1, Vol. 3 (April, 1987), p. 159. |