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Working Papers

Asymptotic Power of a Likelihood Ratio Test for a Mixture of Normal Distributions
· with Andrew Carter
· Supplemental Material

Publications
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Measuring the Effect of Environmental Policies using Panel Data
· with Gonzalo Vazquez-Bare and Jason Maier
· Journal of the Association of Agricultural and Resource Economists 2021, 8(2): 277-313.

Do Download Reports Reliably Measure Usage? Trusting the Fox to Count Your Hens?
· with Ted Bergstrom and Alex Wood-Doughty
· College and Research Libraries 2019, 80(5): 694-719.

Causal Inference for Quantifying Displaced Primary Production from Recycling
· with Roland Geyer, Joe Palazzo, and Dick Startz
· Journal of Cleaner Production 2019, 210(February): 1076-1084.

Agricultural Change and Resilience: Agricultural Policy, Climate Trends, and Market Integration in the Mexican Maize System
· with Kirsten Appendini, Julia Bausch, Frank Davenport, Candida Dewes, Hallie Eakin, Amy Lerner, Hugo Perales, and Stuart Sweeney
· Anthropocene 2018, 23(September): 43-52

Inference for Clustered Data
· with Chang Lee
· Stata Journal 2018, 18(2): 447-460
· Stata Program

Asymptotic Behavior of a t Test Robust to Cluster Heterogeneity
· with Andrew Carter and Kevin Schnepel
· Review of Economics and Statistics 2017, 99(4): 678-709

Open Trade, Price Supports, and Regional Price Behavior in Mexican Maize Markets
· with Frank Davenport and Stuart Sweeney
· Economic Geography 2016, 92(2): 201-225

Obtaining Critical Values for Test of Markov Regime Switching
· with Valerie Bostwick
· Stata Journal 2014, 14(3): 481-498
· Stata Program

Markov Regime-Switching Tests: Asymptotic Critical Values
· with Andrew Carter
· Journal of Econometric Methods 2013, 2(1): 25-34
· Technical Note · R Program · Matlab Program · Matlab Program Documentation

Mexican Maize Production: Evolving Organizational and Spatial Structures Since 1980
· with Stuart Sweeney, Frank Davenport and Hallie Eakin
· Applied Geography 2013, 39(May): 78-92

Testing for Regime Switching: A Comment
· with Andrew Carter
· Econometrica 2012, 80(4): 1809-1812
· Econometrica Supplement · Complete Working Paper

The Underground Economy of Fake Antivirus Software
· with Brett Stone-Gross, Ryan Abman, Richard Kemmerer, Christopher Kruegel and Giovanni Vigna
· Proceedings of the Workshop on Information Security 2011, June: Fairfax, Virginia.

Accurately Sized Test Statistics with Misspecified Conditional Homoskedasticity
· with Jack Erb
· Journal of Statistical Computation and Simulation 2011, 81(6): 729-747

Inferring Information Frequency and Quality
· with John Owens
· Journal of Financial Econometrics 2005, 3(4): 500-524

Private Information and High-Frequency Stochastic Volatility
· with David Kelly
· Studies in Nonlinear Dynamics and Econometrics 2004, 8(1): 1-30

Optimal Policies for Investment with Time-Varying Return Distributions
· with Doncho Donchev and Svetlozar Rachev
· Journal of Computational Analysis and Applications 2002, 4(4): 269-312

Adaptive Testing in ARCH Models
· with Oliver Linton
· Econometric Reviews 2000, 19(2): 145-174

Consumption Adjustment Under Time-Varying Income Uncertainty
· with Joon-Ho Hahm
· Review of Economics and Statistics 1999, 81(1): 32-40

Asymptotic Bias for Quasi-Maximum Likelihood Estimators in Models with Conditional Heteroskedasticity
· with Whitney Newey
· Econometrica 1997, 65(3): 587-599

Uniformly Adaptive Estimation for Models with ARMA Errors
· Econometric Reviews 1997, 16(4): 393-409

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

Testing for Absolute Purchasing Power Parity
· with Collin Crownover and John Pippenger
· Journal of International Money and Finance 1996, 15(5): 783-796

Purchasing Power Parity, Unit Roots, and Dynamic Structure
· Journal of Empirical Finance 1996, 2(4): 343-357

Reply to 'Comment on Adaptive Estimation in Time Series Regression Models'
· Journal of Econometrics 1995, 66(1): 131-132

Adaptive Estimation in Time Series Regression Models
· Journal of Econometrics 1992, 54(2): 251-275

On the Finite Sample Behavior of Adaptive Estimators
· Journal of Econometrics 1992, 54(3): 371-400

A Course in Econometrics: A Review
· Econometric Theory 1992, 8(3): 407-412

Uncertainty and Policy Aggressiveness
· with Roger Craine
· American Statistical Association, Proceedings of the Economics and Business Statistics Section 1985: 146-150

Edited Volumes and Special Issues

Adaptive Estimation
· in New Palgrave Dictionary of Economics Second Edition
· Lawrence Blume and Steven Durlauf (editors)
· Palgrave Macmillan 2008, Volume 1: 13-15
· Complete Working Paper

Noise Reduced Realized Volatility: A Kalman Filter Approach
· with John Owens
· in Advances in Econometrics Volume 20
· Tom Fomby and Dek Terrell (editors)
· Elsevier 2006: 211-227

Identifying a Source of Financial Volatility
· with Richard Vagnoni
· in Identification and Inference for Econometric Models
· Donald Andrews and James Stock (editors)
· Cambridge University Press 2005: 121-145

Time-Series Models
· with Woody Studenmund
· in Using Econometrics: A Practical Guide Fifth Edition
· Pearson 2005: 420-446

Consumption Function
· in Social Science Encyclopedia Third Edition
· Adam Kuper and Jessica Kuper (editors)
· Taylor and Francis 2004: 169-170
· Complete Working Paper

Volatilty
· with Stephen LeRoy
· in Handbooks in Operations Research and Management Science Volume 9 - Finance
· Robert Jarrow, Vojislav Maksimovic and William Ziemba (editors)
· North-Holland 1995: 411-432

Modeling Volatilty Dynamics
· in Commentary in Macroeconometrics: Developments, Tensions, and Prospects
· Kevin Hoover (editor)
· Kluwer 1995: 467-472

Last updated March 2013