Professor of Economics
Australian National University, 1983
- “The MM, ME, ML, EL, EF and GMM Approaches to Estimation: A Synthesis” (with Y. Bilias), Journal of Econometrics, 107, 2002, pp. 51-86.
- “Tests for the Error Component Model in the Presence of Local Misspecification”(with W. Sosa-Escudero and M.J. Yoon), Journal of Econometrics, 101, 2001, pp. 1-23.
- “ARCH and Bilinearity as Competing Models for Nonlinear Dependence” (with M. L. Higgins), Journal of Business and Economic Statistics, 15, 1997, pp. 43-50.
- “Information Matrix Test, Parameter Heterogeneity and ARCH: A Synthesis” (with S. Lee), Review of Economic Studies, 60, 1993, pp. 229-240.