Skip to main content

Staff Profile


Publications
Chapter(s)
TitleBook TitleYear
What can we learn from primary commodity prices series which is useful to policymakers in resource-rich countries Beyon the Curse: Policies to Harness the Power of Natural Ressources 2011
Estimation of Technical Inefficiency Effects Using Panel Data and Doubly Heteroscedastic Stochastic Production Frontiers Panel Data, theory and applications 2004
Testing for Stationarity in Heterogeneous Panel Data Recent Developments in the Econometrics of Panel Data 2002
Chinese empirical evidence on the linear and quadratic expenditure systems multi-volume work on the Current State of Economic Science 1999
Journal(s)
TitleJournal NameYear
A Simple Panel Stationarity Test in the Presence of serial correlation and a common factor Economics Letters Vol 115 (31-34)  2012
Modelling Multivariate Interest Rates using Copulas and Reducible Stochastic Differential Equations Journal of Financial Econometrics Vol 9(1) (198-236)  2011
A Locally Optimal Test for No Unit Root in Cross-Sectionally Dependent Panel Data Hitotsubashi Journal of Economics Vol 52 (165-184)  2011
PANEL DATA UNIT ROOT TEST WITH FIXED TIME DIMENSION BULLETIN OF ECONOMIC RESEARCH Vol 62 (269-277)  DOI   2010
TESTING FOR STATIONARITY IN HETEROGENEOUS PANEL DATA IN THE CASE OF MODEL MISSPECIFICATION BULLETIN OF ECONOMIC RESEARCH Vol 62 (209-225)  DOI   2010
Panel unit root tests in the presence of cross-sectional dependence: finite sample performance and an application ECONOMETRICS JOURNAL Vol 12(2) (340-366)  DOI   2009
ARE OECD MACROECONOMIC VARIABLES TREND STATIONARY? EVIDENCE FROM PANEL STATIONARITY TESTS ALLOWING FOR A STRUCTURAL BREAK AND CROSS-SECTIONAL DEPENDENCE SINGAPORE ECONOMIC REVIEW Vol 54 (427-440)  DOI   2009
Maximum likelihood estimation of higher-order integer-valued autoregressive processes Journal of Time Series Analysis Vol 30( 2) (259-259)    2009
Maximum likelihood estimation of higher-order integer-valued autoregressive processes (vol 29, pg 973, 2008) Journal of Time Series Analysis Vol 29 (973-993)  DOI   2008
Panel stationarity test with breaks Oxford Bulletin of Economics and Statistics Vol 70(2) (245-269)    2008
Estimating Option Implied Risk-Neutral Densities using Spline and Hypergeometric Functions ECONOMETRICS JOURNAL Vol 10(2) 216-244 (216-244)  2007
Testing for stationarity in heterogeneous panel data where the time dimension is finite ECONOMETRICS JOURNAL Vol 8(1) (55-69)  2005
Estimation of Technical Inefficiency Effects Using Panel Data and Doubly Heteroscedastic Stochastic Production Frontiers Empirical Economics Vol 28 (203-222)  2003
Political Business Cycle and Central Bank Independence Economic Journal Vol 13( 486) (C167-C181)  2003
Estimating farm efficiency in the presence of double heteroscedasticity using panel data Journal of Applied Economics Vol VI( 2) (255-268)  2003
Effects of rationing on consumer behaviour in Chinese urban households Indian Journal of Applied Economics Vol 8( IV) (327-340)  2001
Testing for Stationarity in Panel Data Bulletin of the International Statistical Institute Vol LIX(Book 3) (143-144)  2001
Bias nonmonotonicity in stochastic difference equations BULLETIN OF ECONOMIC RESEARCH Vol 52( 2) (91-100)  2000
Testing for Stationarity in Heterogeneous Panel Data ECONOMETRICS JOURNAL Vol 3( 2) (148-161)  2000
The influence of VAR dimensions on estimator biases Econometrica Vol 67( 1) (163-181)  1999
The Accuracy of the Higher Order Bias Approximation for the 2SLS Estimator Economics Letters Vol 62. (167-174)  1999
Chinese empirical evidence on the linear and quadratic expenditure systems International Journal of Development Planning Literature Vol 4(1) 103-116 (103-116)  1999
Doubly heteroscedastic Stochastic Frontier cost function estimation Journal of Business & Economic Statistics Vol 17( 3) (359-363)  1999
efficiency, environmental contaminants and farm size: testing for links using stochastic production frontiers Journal of Applied Economics Vol II( 2) (337-356)  1999
Does Central Bank Independence Smooth the Political Business Cycle in Inflation? Some OECD Evidence The Manchester School Vol 66 No. 4 (377-395)  1998
A frontier Approach to Disequilibrium Models Applied Economics Letters Vol 4 (699-701)  1997
A note on Sargan Densities Journal of Econometrics Vol 71 (285-290)  1996
Roots of an orthogonal matrix Econometric Theory Vol 12 (868-868)  1996