Working Papers
"Model Uncertainty and Policy Evaluation: Some Theory and Empirics" (with William A. Brock and Steven N. Durlauf)
"Using Out-of-sample Mean Squared Prediction Errors to Test the Martingale Difference Hypothesis" (with Todd E. Clark)
Appendix for "Using Out-of-sample Mean Squared Prediction Errors to Test the Martingale Difference Hypothesis"
"Exchange Rates and Fundamentals" (with Charles Engel).
"Taylor Rules and the Deutchemark-Dollar Real Exchange Rate" (with Charles Engel).
"Instrumental Variables Estimation of Heteroskedastic Linear Models Using All Lags of Instruments" (with Ka-fu Wong and Stanislav Anatolyev).
Additional Appendix for "Instrumental Variables Estimation of Heteroskedastic Linear Models Using All Lags of Instruments"
"Approximately Normal Tests for Equal Predictive Accuracy in Nested Models" (with Todd E. Clark)
Appendix for "Approximately Normal Tests for Equal Predictive Accuracy in Nested Models"