Research
Interests
Econometrics
Continuous Time Stochastic Models
Financial Markets
Selected Recent
Papers
"Panel Time Series Models: A Survey,"
(with
Baltagi, B. H.)
Advances in Econometrics, Volume 15, forthcoming.
"On the Estimation and Inference of a Co integrated Regression in Panel Data,"
(with Chiang, M-H.) Advances in Econometrics, Volume 15, forthcoming.
"International R&D Spillovers: An Application of Estimation and Inference in Panel Co integration,"
(with Chiang, M-H., and Chen, B.) Oxford Bulletin of Economics and
Statistics, 1999.
"Testing the Stability of a Production Function with Urbanization as a Shift Factor,"
(with McCoskey, S.) Oxford Bulletin of Economics and
Statistics, 1999.
"Spurious Regression and Residual-Based Tests for Co integration in Panel Data,"
Journal of Econometrics, 1999.
|
