Unpublished Appendices to Published Papers

These appendices contain material that was omitted from published papers to save space.  Note that some files are large because they have been created by scanning in printed copy.

Additional Appendix to "Encompassing Tests When No Model is Encompassing," (paper published in Journal of Econometrics 105 (2001), 287-308).

Additional Appendix to "Tests of Forecast Encompassing When Forecasts Depend on Estimated Regression Parameters" (paper published in Journal of Business and Economic Statistics 19 (2001), 29-33).

Additional Appendix to "Regression Based Tests of Predictive Ability," (with Michael W. McCracken; paper published in International Economic Review 39 (1998), 817-840).

Additional Appendix to "Asymptotic Inference About Predictive Ability," (paper published in Econometrica 64 (1996), 1067-1084).

Additional Appendix to "A Comparison of Alternative Instrumental Variables Estimators of A Dynamic Linear Model," (with David W. Wilcox; paper published in Journal of Business and Economic Statistics 14 (1996), 281-293).

Additional Appendix to "The Predictive Ability of Several Models of Exchange Rate Volatility," (with Dongchul Cho; paper published in Journal of Econometrics 69 (1995), 367-391).

Additional Appendix to "Automatic Lag Selection in Covariance Matrix Estimation," (with Whitney K. Newey; paper published in Review of Economic Studies 61 (1994), 631-654).

Additional Appendix to "A Utility Based Comparison of Some Models of Exchange Rate Volatility" (with Hali J. Edison and Dongchul Cho; paper published in Journal of International Economics 35 (1993), 23-46).

Additional Appendix to "An Aggregate Demand - Aggregate Supply Analysis of Japanese Monetary Policy, 1973-1990" (paper published in 161-188 in Japanese Monetary Policy, K. Singleton (ed.), Chicago: University of Chicago Press (1993)).

Additional Appendix to "Sources of Cycles in Japan, 1975-1987" (paper published in Journal of the Japanese and International Economies 6 (1992), 71-98).

Additional Appendix to "The Sources of Fluctuations in Aggregate Inventories and GNP" (paper published in Quarterly Journal of Economics CV (1990), 939-972).

Additional Appendix to "Evidence from Seven Countries on Whether Inventories Smooth Aggregate Output" (paper published in Engineering Costs and Production Economics 19 (1990), 85-90).