Tests of Short Memory with Thick Tailed Errors, with Peter Schmidt, Journal of Business and Economic Statistics, forthcoming.
A Comparison of the Robustness of Several Tests of Short Memory to Autocorrelated Errors, with Peter Schmidt, Journal of Econometric Methods, 1, 2012.
A Note on the Size of the KPSS Unit Root Test, with Jen-Je Su and Peter Schmidt, Economics Letters, 117, 2012.
Goodness of Fit Tests in Stochastic Frontier Models, with Peter Schmidt and Wei-Siang Wang, Journal of Productivity Analysis, 35, 2011.
The KPSS Test Using Fixed-b Critical Values: Size and Power in Highly Autocorrelated Time Series, with Peter Schmidt and Timothy J. Vogelsang, Journal of Time Series Econometrics, Vol. 1: Iss. 1, Article 5, 2009.
A Post-Truncation Parameterization of Truncated Normal Technical Inefficiency, with Peter Schmidt and Wen-Jen Tsay.