Other Recent Papers

• The exact distribution of the TSLS estimator for a non-Gaussian just-identified linear structural equation, 2007, Economics Letters 95/1, 117-123.
  On the bimodality of the exact distribution of the TSLS estimator, 2006, Econometric Theory 22, 932-946.
• Similar tests for covariance structures in multivariate linear models, 2005, Journal of Multivariate Analysis 93, 223-237.
• The distribution of a ratio of quadratic forms in noncentral normal variables, 2005, Communications in Statistics, Theory and Methods 34 (5), 1-10.
• Weighted average optimal similar tests for the covariance structure in the linear regression model, 2005, Journal of Econometrics 124, 253-267.
• A note on the continuity of projection matrices with application to the asymptotic distribution of quadratic forms, 2005, Applicationes Mathematicae 32, 51-55.
• Conditional inference for possibly unidentified structural equations, (with G. Hillier), 2003, Econometric Theory 19, 707-743.
• Optimal similar tests for structural change for the linear regression model, 2002, Econometric Theory 18, 853-867.
• The exact cumulative distribution function of a ratio of quadratic forms in normal variables, with application to the AR(1) model, 2002, Econometric Theory 18, 823-852.
• The density of the sufficient statistics for a Gaussian AR(1) model in terms of generalized functions, 2000, Statistics and Probability Letters 50, 236-243.