"Non-Parametric Dependent Data Bootstrap for Conditional Moment Models." September 1999, (Preliminary and Incomplete). Presented at the 2000 World Congress Meetings in Seattle, Washington. Abstract and PDF file
"Bandwidth Selection for Nonparametric Distribution Estimation," May 2004 Abstract and PDF file.
"Nonparametric Estimation of Smooth Conditional Distributions," May 2004 Abstract and PDF file.
"Least Squares Forecast Averaging," September 2007 (Revised January 2008) Abstract and PDF file.
"Averaging Estimators for Autoregressions with a Near Unit Root," May 2007 (Revised April 2008) Abstract and PDF file.
"Jackknife Model Averaging," (with Jeffrey Racine) July 2007 Abstract and PDF file.
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Some of the above material is based upon work supported by the National Science Foundation under Grants No. SES-9022176, SES-9120576, SBR-9412339, and SBR-9807111. Any opinions, findings, and conclusions, or recommendations expressed in this material are those of the author(s), and do not necessarily reflect the views of the NSF.