"Least Squares Model Averaging." Econometrica, (2007). [Download].
"Least Squares Forecast Averaging." (3/2006), unpublished working paper. [Download].
"Averaging Estimators for Autoregressions with a Near Unit Root." (5/2007), unpublished working paper. [Download].
"Jackknife Model Averaging" (with Jeffrey Racine) (2007). [Download].