| The Lagrangean Multiplier Test for a Model with Two selectivity Criteria, Economics Letters, 38 (1992), 9-15 |
| Comment on "On the Estimation of Panel Data models with Serial Correlation When Instruments Are Not Strictly Exogenous", with Peter Schmidt and Donald Wyhowski, Journal of Business & Economic Statistics, 10 (1992), 10-14 |
| Efficient Estimation of a Model with Dynamic Panel Data, with Peter Schmidt, Journal of Econometrics, 68 (1995), 5-27 |
| A Separability Result for GMM Estimation, With Application to GLS Prediction and Conditional Moment Tests, with Peter Schmidt, Econometric Reviews, 14, 1995, 19-34 |
| Days of the Week Effects in Pacific Rim Emerging Stock Market, with M. Melvin and G. Merica, Research in International Business and Finance, 12 (1995), edited by J. Doukas and L. Lang, JAI press, 229-240 |
| A Reformulation of the Hausman Test for Regression Models with Pooled Cross-Section-Time-Series Data, with Stuart Low, Journal of Econometrics, 71 (1996), 291-307 |
| Efficient Estimation of Dynamic Panel Data Models Under Alternative Sets of Assumptions, with Peter Schmidt, Journal of Econometrics, 76 (1997), 309-321 |
| Optimal Labor Contracts and Involuntary Unemployment Under Costly Monitoring, with Roger Faith, Economica, 63 (1997), 569-588 |
| Orthogonality Tests in Linear Models, Oxford Bulletin of Economics & Statistics, 59 (1997), 183-186 |
| Modified Generalized Instrumental Variables Estimation of Panel Data Models with Strictly Exogenous Instrumental Variables,” in Analysis of Panels and Limited Dependent Variables: A Volume in Honour of G S Maddala (1998), edited by Cheng Hsiao, Kajal Lahiri, Lung‑fei Lee and M. Hashem Pesaran: Cambridge University Press, Cambridge, U.K. |
| The Relative Efficiency and Rate of Technology Adoption of Asian and North American Airline Firms, in Economic Efficiency and Productivity Growth in the Asia Pacific Region, (1998), edited by Tsu‑Tan Fu, Cliff J. Huang, and Knox Lovell: Edward Elgar Publishing Limited, U.K. |
| Estimation of Linear Panel Data Models Using GMM,” Chapter 8 in Generalised Method of Moments Estimation, (1999), edited by Laszlo Matyas, Cambridge University Press, U.K. |
| Efficient Estimation of Panel Data Models with Strictly Exogenous Explanatory Variables, Journal of Econometrics 91 (1999): 177-201. |
| Estimation of Long-Run Inefficiency Levels: A Dynamic Frontier Approach, Econometric Reviews 19 (2000): 461-492. |
| GMM Estimation of a Panel Data Regression Model with Time-Varying Individual Effects, Journal of Econometrics, 101 (2001): 219-255. |
| Small sample properties of the GMM model specification test based on the Hansen-Jagannathan distance, Journal of Empirical Finance, 11 (2004): 109-132 |
 Robust GMM Tests for Model Specification, With Applications to Conditional Moments Testing and Structural Instability Testing |
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Evidence of Structural Changes in Relations Involving Analysts Following, Firm Size, and Institutional Ownership |
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A Parameteric Test for the Distinction Between Unemployed and Out of the Labor Force Statuses, with Stuart Low |
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Technology, Effort, and the Relative Efficiency of Organization, with Josef Brada and Jose Mendez |
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Two-Pass Cross-Sectional Regression of Factor Pricing Model, with Chris Gadarowski |
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Life-Cycle Demand for Major League Baseball, with Young H. Lee |
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Large-N and Large-T Properties of Panel Data Estimators and the Hausman Test, with Roger Moon |
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Likelihood Based Inference for Dynamic Panel Data Models, with Gareth Thomas |
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Stochastic Frontier Models with Multiple Time-Varying Individual Effects, with Y.H. Lee and P. Schmidt, Forthcoming in Journal of Productivity Analysis. |
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Exchange Rates and FOMC days, with M. Melvin, Forthcoming in Journal of Money, Credit and Banking. |
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Panel Data Models with Multiple Time-Varying Individual Effects, with H.Y. Lee and P. Schmidt. |