# Recent Papers

### 2013

- Admissible Significance Tests in Simultaneous Equation Models (Revised)
- Serial Correlation and Durbin–Watson Bounds

### 2012

- My Reminiscences of Trygve Haavelmo at the Cowles Commission
- Admissible Significance Tests in Simultaneous Equation Models

### 2011

### 2010

- Anderson–Darling Tests of Goodness-of-Fit for
*The International Encyclopedia of the Statistical Sciences* - The LIML Estimator Has Finite Moments!

### 2009

- On the Asymptotic Optimality of the LIML Estimator with Possibly Many Instruments with N. Kunitomo and Y. Matsushita
- Testing a Hypothesis about a Structural Coefficient in a Simultaneous Equation Model for Known Covariance Matrix with N. Kunitomo
- Likelihood Ratio Tests in Reduced Rank Regression with Applications to Econometric Structural Equations with N. Kunitomo
- The Limited Information Maximum Likelihood Estimator as an Angle with N. Kunitomo and Y. Matsushita

### 2008

- On Finite Sample Properties of Alternative Estimators of Coefficients in a Structural Equation with Many Instruments with N. Kunitomo and Y. Matsushita

### 2007

- Multiple discoveries: Distribution of roots of determinantal equations
- On likelihood ratio tests of structural coefficients: Anderson–Rubin (1949) revisited

### 2006

### 2005

### 2004

- An omnibus test for the time series model AR(1) with R.A. Lockhart and M.A. Stephens

### 2002

- Canonical correlation analysis and reduced rank regression in autoregressive models
- Reduced rank regression in cointegrated models

### 2001

- The asymptotic distribution of canonical correlations and vectors in higher-order cointegrated models
- A condition for cointegration