# Publications & Working Papers

Testing with Many Weak Instruments. Journal of Econometrics. 2007;138 :24-46. PDF

. Why Has U.S. Inflation Become Harder to Forecast?. Journal of Money, Credit, and Banking. 2007;39 :3-33. PDF

. . Introduction to Econometrics 2nd edition. Prentiss Hall; 2007.

. Introduction to Econometrics: Brief Edition. Addison Wesley Longman; 2007.

Performance of Conditional Wald Tests in IV Regression with Weak Instruments. Journal of Econometrics. 2007;139 :116-132.Abstract PDF

. . A Comparison of Direct and Iterated Multistep AR Methods for Forecasting Macroeconomic Time Series. Journal of Econometrics. 2006;135 :499-526. PDF

. The Relationship Between Radiative Forcing and Temperature: What Do Statistical Analyses of the Intrumental Temperature Record Measure?. Climatic Change. 2006;77 :279-289. PDF

. Emissions, Concentrations and Temperature: A Time Series Analysis. Climatic Change. 2006;77 (3-4) :249-278. PDF

. Optimal Two-Sided Invariant Similar Tests for Instrumental Variables Regression. Econometrica. 2006;74 :715-752.Abstract PDF

. Understanding Changes in International Business Cycle Dynamics. Journal of the European Economic Association. 2005;3 (5) :968-1006. PDF

. Forecasting with Many Predictors. In: Handbook of Economic Forecasting. Elsevier ; 2005. pp. 515-554. PDF

. . Identification and Inference for Econometric Models: Essays in Honor of Thomas J. Rothenberg. Cambridge University Press; 2005.

Optimal Tests for Reduced Rank Time Variation in Regression Coefficients and Level Variation in the Multivariate Local Level Model. 2005. WebsiteAbstract PDF

. . Inference with Weak Instruments. In: Advances in Economics and Econometrics, Theory and Applications: Ninth World Congress of the Econometric Society, Vol III. Cambridge: Cambridge University Press ; 2005. WebsiteAbstract PDF

. . . Asymptotic Distributions of Instrumental Variables Statistics with Many Instruments. In: Identification and Inference for Econometric Models. New York: Cambridge University Press ; 2005. pp. 109-120. Website PDF

. Testing for Weak Instruments in Linear IV Regression. In: Identification and Inference for Econometric Models. New York: Cambridge University Press ; 2005. pp. 80-108. Website PDF

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