Papers:
A Bias-Reduced Log-Periodogram Regression Estimator for the Long-Memory Parameter (with Donald W. K. Andrews), published in Econometrica 2003
Generalized Empirical Likelihood Estimators and Tests under Partial, Weak and Strong Identification (with Richard J. Smith), published in Econometric Theory 2005
Bias-Reduced Log-Periodogram and Whittle Estimation of the Long-Memory Parameter Without Variance Inflation (with Yixiao Sun), published in Econometric Theory 2006
Asymptotics for LS, GLS, and Feasible GLS Statistics in an AR(1) Model with Conditional Heteroskedasticity (with Donald W.K. Andrews), 2007
The Impact of a Hausman Pretest on the Size of a Hypothesis Test: the Panel Data Case, 2007
Incorrect Asymptotic Size of Subsampling Procedures Based on Post-Consistent Model Selection Estimators (joint with D.W.K. Andrews), accepted at Journal of Econometrics
The Impact of a Hausman Pretest on the Asymptotic Size of a Hypothesis Test, accepted at Econometric Theory
Validity of Subsampling and "Plug-in Asymptotic" Inference for Parameters Defined by Moment Inequalities (joint with D.W.K. Andrews), accepted at Econometric Theory
Applications of Subsampling, Hybrid, and Size-Correction Methods (joint with D.W.K. Andrews), accepted in Journal of Econometrics
Asymptotics for Stationary Very Nearly Unit Root Processes (joint with D.W.K. Andrews), published in Journal of Time Series Analysis 2008
Hybrid and size-corrected subsampling methods (joint with D.W.K. Andrews), accepted at Econometrica
Specification Testing under Moment Inequalities (joint with J. Hahn and K. Kim), published in Economics Letters 2008
Asymptotic size and a problem with subsampling and with the m out of n bootstrap (joint with D.W.K. Andrews), accepted at Econometric Theory
Finite-Sample Evidence Suggesting a Heavy Tail Problem of the Generalized Empirical Likelihood Estimator, published in Econometric Reviews 2008
Generalized Empirical Likelihood Tests in Time Series Models With Potential Identification Failure (joint with R.J.Smith), published in Journal of Econometrics 2008
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