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