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
2000
