Publications by Former DPINR Staff

Adams, Brian

• "Disentangling Rent Index Differences: Data, Methods, and Scope" (with Lara Loewenstein, Hugh Montag, and Randal Verbrugge). BLS Working Paper 555, (October 2022). (PDF)
• "Location, Location, Structure type: Rent divergence within neighborhoods." BLS Working Paper 533, (December 2020). (PDF)
• "Zone Pricing in Retail Oligopoly" (with Kevin R. Williams). American Economic Journal: Microeconomics, vol. 11, no. 1 (February 2019), pp. 124-146.
• "Zone Pricing in Retail Oligopoly." BLS Working Paper 494, April 2017. (PDF)
• "Early Adopters of New Supermarket Products" (with Hyunchul Kim). Applied Economics Letters, vol. 26, no. 14 (2019), pp. 1196-1201.
• "Does Organisational Form Drive Competition? Evidence from Coffee Retailing" (with Joshua Gans, Richard Hayes, and Ryan Lampe). Economic Record, vol. 94, no. 305 (June 2018), pp. 155-167.
• "Early Adopters of New Supermarket Products" (with Hyunchul Kim). BLS Working Paper 501, (June 2018). (PDF)
• "The Employment Impact of Motor Vehicle Assembly Plant Openings." Regional Science and Urban Economics, vol. 58, (May 2016), pp. 57-70.

Bradley, Ralph

• "Experimental Disease Based Price Indexes" (with Jaspreet Hunjan and Lyubov Rozental). BLS Manuscript, (2015). (PDF)
• "Defining Health Insurance Affordability: Unobserved Heterogeneity Matters." Journal of Health Economics, vol. 28, no. 1 (January 2009), pp. 255-264.
• "Analytical Bias Reduction for Small Samples in the US Consumer Price Index." Journal of Business and Economic Statistics, vol. 25, no. 3 (2007), pp. 337-346. (PDF)
• "Pitfalls of using Unit Values as a Price Measure or Price Index." Journal of Social and Economic Measurement, vol. 30, no. 1 (2005), pp. 39-91.
• "Price Index Estimation Using Price Imputation for Unsold Item." In Scanner Data and Price Indexes. Edited by Robert Feenstra and Matthew Shapiro, pp. 349-379. Chicago, IL: University of Chicago Press, 2003. (PDF)
• "Finite Sample Effects in the Construction of Price Index." Journal of Official Statistics, vol. 17, no. 3 (2000), pp. 369-390.
• "Growth of U.S. Health Care Spending." Contemporary Economic Policy, vol. 12, no. 3 (October 1994), pp. 45-56.

Cho, Caleb

• "Building a Consumption Poverty Measure: Initial Results Following Recommendations of a Federal Interagency Working Group," (with Grayson Armstrong, Thesia I. Garner, Brett Matsumoto, Juan Munoz and Jake Schild), AEA Papers and Proceedings, May 2022, vol. 112, 335-39. (PDF)

Erickson, Timothy

• "Treating Measurement Error in Tobin’s q" (with Toni M. Whited). The Review of Financial Studies, vol. 25, no. 4 (April 2012), pp. 1286-1329.
• "An Experimental Component Index for the CPI: From Annual Computer Data to Monthly Data on Other Goods" (with Ariel Pakes). American Economic Review, vol. 101, no. 5 (February 2011), pp. 1707-1738.
• "Two-Step GMM Estimation of the Errors-in-Variables Model Using High-Order Moments" (with Toni M. Whited). Econometric Theory, vol. 18, no. 3 (June 2002), pp. 776-799. (PDF)
• "Constructing Instruments for Regressions With Measurement Error When no Additional Data Are Available: Comment." Econometrica, vol. 69, no. 1 (January 2001), pp. 221-222.
• "Measurement Error and the Relationship Between Investment and Q" (with Toni M. Whited). Journal of Political Economy, vol. 108, no. 5 (October 2000), pp. 1027-1057. (PDF)
• "The Ambiguous Effect of New and Improved Goods on the Cost-of-Living." Economics Letters, vol. 68, no. 2 (August 2000), pp. 143-147.
• "Restricting Regression Slopes in the Errors-in-Variables Model by Bounding the Error Correlation." Econometrica, vol. 61, no. 4 (July 1993), pp. 959-969. (PDF)
• "Proper Posteriors from Improper Priors for an Unidentified Errors-in-Variables Model." Econometrica, vol. 57, no. 6 (November 1989), pp. 1299-1316. (PDF)

Greenlees, John

• "Is the Consumer Expenditure Survey Representative by Income?" (with Stephen Ash, Thesia Garner, Steve Henderson, David Johnson, John Sabelhaus, and David Swanson). In Improving the Measurement of Consumer Expenditures. Edited by Christopher D. Carrol, Thomas F. Crossley, and John Sabelhaus. Chicago, IL: University of Chicago Press, 2015.
• "Improving the Preliminary Values of the Chained CPI-U." Journal of Economic and Social Measurement, vol. 36, no. 1-2 (August 2011), pp. 1-18.
• "Does Quality Adjustment Matter for Technologically Stable Products? An Application to the CPI for Food" (with Robert McClelland). BLS Working Paper 444, (January 2011). (PDF)
• "Does Quality Adjustment Matter for Technologically Stable Products? An Application to the CPI for Food" (with Robert McClelland). American Economic Review: Papers and Proceedings, Volume 101, (June 2011), pp. 200-205.
• "Recent Controversies over CPI Methodology" (with Robert B. McClelland). Business Economics, Volume 45, (January 2010), pp. 28-37.
• "Reconsideration of Weighting and Updating Procedures in the US CPI" (with Elliot Williams). BLS Working Paper 431, (October 2009). (PDF)
• "Reconsideration of Weighting and Updating Procedures in the US CPI" (with Elliot Williams). JahrbÜcher fÜr NationalÖkonomie und Statistik, Volume 230, no. 6 (2010), pp. 741-758.
• "Introduction: What are the Issues?" (with Erwin Diewert and Charles Hulten). In Price Index Concepts and Measurement. Edited by Diewert, Greenlees, and Hulten, pp. 1-16. Chicago, IL: University of Chicago Press, 2009. (PDF)
• "New Evidence on Outlet Substitution Effects in Consumer Price Index Data" (with Robert McClelland). BLS Working Paper 421, (November 2008).
• "New Evidence on Outlet Substitution Effects in Consumer Price Index Data" (with Robert McClelland). Review of Economics and Statistics, vol. 93, (May 2011), pp. 632–646. (PDF)
• "Kingdom of the Netherlands—Netherlands: Report on the Observance of Standards and Codes" (with Edgar Ayales, Tobias Wickens, Antonio Galicia, Josefina Gavino, and Ross Harvey). International Monetary Fund Country Report, no. 08/6, (January 2008). (PDF)
• "The BLS Response to the Boskin Commission Report." International Productivity Monitor, no. 12, (Spring 2006), pp. 23-41. (PDF)
• "Errors and Bias" (with Bert Balk). In Consumer Price Index Manual: Theory and Practice. Edited by Peter Hill, pp. 207-214. Geneva: International Labour Office, 2004.
• "Round Table Remarks: Scanner Data in Official Statistics." In Scanner Data and Price Indexes. Edited by Robert Feenstra and Matthew Shapiro, pp. 113-116. Chicago, IL: University of Chicago Press, 2003.
• "Random Errors and Superlative Indexes." BLS Working Paper 343, (March 2001). (PDF)
• "Consumer Price Indexes: Methods for Quality and Variety Change." Statistical Journal of the United Nations ECE, vol. 17, (2000), pp. 59-74.
• "Measurement Issues in the Consumer Price Index" (with Katharine Abraham, Robert Baskin, Dennis Fixler, Patrick Jackman, Mary Kokoski, Sylvia Leaver, Robert McClelland, Karin Moses, Brent Moulton, Marshall Reinsdorf, and Kenneth Stewart). Statistical Journal of the United Nations ECE, vol. 15, (1998), pp. 1-36.
• "Working to Improve the Consumer Price Index" (with Katharine G. Abraham and Brent R. Moulton). Journal of Economic Perspectives, vol. 12, (Winter 1998), pp. 27-36. (PDF)
• "A Bureau of Labor Statistics Perspective on Bias in the Consumer Price Index." Federal Reserve Bank of St. Louis Review, (May/June 1997), pp. 175-178.
• "Comment on Matthew D. Shapiro and David W. Wilcox: 'Mismeasurement in the Consumer Price Index: An Evaluation,'" NBER Macroeconomics Annual, (1996), pp. 143-147.
• "Indexing the Federal Tax System: A Cost-of-Living Approach" (with Robert Gillingham). Journal of Business and Economic Statistics, vol. 8, (October 1990), pp. 465-473. (PDF)
• "The Impact of Direct Taxes on the Cost of Living" (with Robert Gillingham). Journal of Political Economy, vol. 95, no. 4 (August 1987), pp. 775-796. (PDF)
• "Grouping Tests for Misspecification: An Application to Housing Demand" (with Kimberly D. Zieschang). Journal of Business and Economic Statistics, vol. 2, no. 2 (April 1984), pp. 159-69. (PDF)
• "The Incorporation of Direct Taxes into a Consumer Price Index" (with Robert Gillingham). In Price Level Measurement. Edited by W. Erwin Diewert and Claude Montmarquette, pp. 619-654. Ottawa: Statistics Canada, 1983.
• "Comment on Morris L. Barer and Robert G. Evans: 'Prices, Proxies, and Productivity: An Historical Analysis of Hospital and Medical Care in Canada'" (with Marilyn E. Manser). In Price Level Measurement. Edited by W. Erwin Diewert and Claude Montmarquette, pp. 619-654. Ottawa: Statistics Canada, 1983.
• "Estimating Inter-city Differences in the Price of Housing Services: Rejoinder" (with Robert Gillingham). Urban Studies, vol. 20, no. 1 (February 1983), pp. 95-97.
• "An Empirical Evaluation of the CPI Home Purchase Index, 1973-1978." American Real Estate and Urban Economics Association Journal, vol. 10, (Spring 1982), pp. 1-24.
• "Imputation of Missing Values When the Probability of Response Depends upon the Variable Being Imputed" (with William S. Reece and Kimberly D. Zieschang). Journal of the American Statistical Association, vol. 77, (June 1982), pp. 251-261. (PDF)
• "Sample Truncation in FHA Data: Implications for Home Purchase Indexes." Southern Economic Journal, vol. 48, (April 1982), pp. 917-931. (PDF)
• "Measuring the Cost of Shelter for Homeowners" (with Robert Gillingham and William S. Reece). In House Prices and Inflation. Edited by John A. Tuccillo and Kevin E. Villani, pp. 123-130. Washington, D.C.: Urban Institute, 1981. (PDF)
• "Estimating Inter-city Differences in the Price of Housing Services: Further Evidence" (with Robert Gillingham). Urban Studies, vol. 18, no. 3 (October 1981), pp. 365-369.
• "Residential Land Price Indexes Using Multiple Regression." In Urban Land Markets: Price Indices, Supply Measures, and Public Policy Effects. Edited by J. T. Black and J. E. Hoben, pp. 63-72. Washington, D.C.: Urban Land Institute, 1980.
• "Gasoline Prices and Purchases of New Automobiles." Southern Economic Journal, vol. 47, (July 1980), pp. 167-178. (PDF)

Johnson, David

• "Book review: Consumption and Social Welfare: Living Standards and Their Distribution in the United States." Journal of Economic Literature, vol. 39, no. 3 (September 2001).
• "Poverty Measurement Research Using the Consumer Expenditure Survey and the Survey of Income and Program Participation" (with Thesia Garner, Martina Shea, and Kathleen Short). American Economic Review Papers and Proceedings, vol. 88, no. 2 (May 1998), pp. 352-356.
• "Putting the Experimental Poverty Measure into Practice" (with Thesia Garner, Martina Shea, and Kathleen Short). FOCUS, vol. 19, no. 2 (Spring 1998), pp. 16-20.
• "The Estimation of Unique Equivalence Scales" (with Thesia Garner). In Proceedings of the 1993 ASA Winter Conference, 1994.
• "Unique Equivalence Scales: Estimation and Implications for Distributional Analysis" (with Thesia Garner). Journal of Income Distribution, vol. 4 , no. 2 (1994/1995), pp. 215-234.
• "Another Look at Evidence on the Distribution of Certain Speculative Prices" (with Robert McClelland and Ted Jaditz). International Journal of Bifurcations and Chaos, vol. 3, no. 3 (June 1993), pp. 597-606.
• "A General Nonparametric Test for Independence and Applications" (with Robert McClelland). Journal of Applied Econometrics, vol. 13, no. 6 (1998), pp. 627-644.
• "Equivalence Scales and the Distribution of Well-being Across and Within Households." In The Distribution of Welfare and Household Production: International Perspectives (Aldi Hagenaars Memorial Volume). Edited by Stephen P. Jenkins, Arie Kapteyn, and Bernard Praag, pp. 286-317. Cambridge, UK: Cambridge University Press, 1998.

Kim, Mina

• "International Trade Price Stickiness and Exchange Rate Pass-through in Micro Data: A Case Study on US-China Trade" (with Deokwoo Nam, Jian Wang, and Jason Wu). BLS Working Paper 467, (August 2013).
• "Does trade liberalization affect labor market churning?" (with Hugette Sun and Shintaro Yamaguchi). unpublished paper, revised July 2009.
• "Integration, Agglomeration, and Costly Adjustment of Labor." unpublished paper, revised January 2011.
• "European Enlargement and the Free Movement of Labor." unpublished paper, revised April 2009.

Kokoski, Mary

• "Using Hedonic Methods for Quality Adjustment in the CPI: The Consumer Audio Products Component" (with K. Waehrer and P. Rozaklis). BLS Working Paper 344, (2001).
• "Interarea Price Comparisons for Heterogeneous Goods and Several Levels of Commodity Aggregation" (with Brent Moulton and Kimberly Zieschang). In International and Interarea Comparisons of Income, Output, and Prices. Edited by Alan Heston and Robert Lipsey, pp. 123-170. Chicago, IL: University of Chicago Press, 1999. (PDF)
• "Econometric Issues in the Analysis of Charitable Giving" (with Robert McClelland). Public Finance Quarterly, vol. 22, no. 4 (October 1994), pp. 498-517.
• "Indices of Household Welfare and the Value of Leisure Time." Review of Economic and Statistics, vol. 69, no. 1 (February 1987), pp. 83-89. (PDF)
• "Problems in the Measurement of Consumer Cost-of-Living Indexes." Journal of Business and Economic Statistics, vol. 5, no. 1 (January 1987), pp. 39-46.

McClelland, Robert

• "A General Nonparametric Test for Independence and Applications" (with David S. Johnson). Journal of Applied Econometrics, vol. 13, no. 6 (1998), pp. 627-644.
• "Econometric Issues in the Analysis of Charitable Giving" (with Mary Kokoski). Public Finance Quarterly, vol. 22, no. 4 (October 1994), pp. 498-517.
• "Small Sample Bias in Geometric Mean and Seasoned CPI Component Indexes." BLS Working Paper 324, (August 1999).

Munoz, Juan

• "Building a Consumption Poverty Measure: Initial Results Following Recommendations of a Federal Interagency Working Group" (with Grayson Armstrong, Caleb Cho, Thesia I. Garner, Brett Matsumoto and Jake Schild). AEA Papers and Proceedings, vol. 112, (May 2022), pp. 335-39. (PDF)

Sager, Erick

• "Optimal Public Debt with Life Cycle Motives" (with William Peterman). BLS Working Paper 507, (September 2018).
• "The EMG Distribution and Trade Elasticities" (with Olga Timoshenko). BLS Working Paper 508, (September 2018).

Sullivan, Paul

• "The Equilibrium Effect of Fundamentals on House Prices and Rents" (with Kamila Sommer and Randal Verbrugge). Journal of Monetary Economics, vol. 60, no. 7 (October 2013), pp. 854-870.
• "Job Dispersion and Compensating Wage Differentials" (with Ted To). BLS Working Paper 469, (September 2013).
• "Estimation of an Occupational Choice Model when Occupations are Misclassified." Journal of Human Resources, vol. 44, no. 2 (Spring 2009), pp. 495-535. (PDF)
• "A Dynamic Analysis of Educational Attainment, Occupational Choices, and Job Search." International Economic Review, vol. 51, no. 1 (February 2010), pp. 289-317. (PDF)
• "Empirical Evidence on Occupation and Industry Specific Human Capital." Labour Economics, vol. 17, no. 3 (June 2010), pp. 567-580. (PDF)
• "Run-up in the House Price-Rent Ratio: How Much can be Explained by Fundamentals?" (with Kamila Sommer and Randal Verbrugge). BLS Working Paper 441, (June 2011). (PDF)
• "Search and Non-Wage Job Characteristics" (with Ted To). BLS Working Paper 449, (September 2011). (PDF)

To, Theodore

• "Job Dispersion and Compensating Wage Differentials" (with Paul Sullivan). BLS Working Paper 469, (September 2013).
• "Search and Non-Wage Job Characteristics" (with Paul Sullivan). BLS Working Paper 449, (September 2011).
• "False Modesty" (with Rick Harbaugh). unpublished paper, (June 2008).
• "Antidumping, Signaling and Cheap Talk" (with Jim Cassing). Journal of International Economics, vol. 75, no. 2 (July 2008), pp. 373-382. (PDF)
• "A Theory of Credit Cards" (with Bob Chakravorti). International Journal of Industrial Organization, vol. 25, no. 3 (June 2007), pp. 583-595. (PDF)
• "Discriminatory Opportunism" (with Rick Harbaugh). unpublished paper, (November 2007).
• "Simple Dynamic Oligopoly" (with Curtis Eberwein). unpublished paper, (March 2006).
• "Strategic Resource Extraction, Capital Accumulation and Overlapping Generations." Journal of Environmental Economics and Management, vol. 50, no. 2 (September 2005), pp. 378-386. (PDF)
• "Dixit-Stiglitz Monopsonistic Competition and Minimum Wages" (with V. Bhaskar). unpublished paper, (March 2004).
• "Brand Dummy Variables in Hedonic Regressions: A Study Using Stereo Receiver Scanner Data" (with Teague Ruder). unpublished paper, (2004).
• "Is Perfect Price Discrimination Really Efficient? Product Variety with Free Entry" (with V. Bhaskar). RAND Journal of Economics, vol. 35, no. 4 (2004), pp. 762-776 . (PDF)
• "Oligopsony and the Distribution of Wages" (with V. Bhaskar). European Economic Review, vol. 47, no. 2 (April 2003), pp. 371-399. (PDF)
• "Oligopsony and Monopsonistic Competition in Labor Markets" (with V. Bhaskar and Alan Manning). Journal of Economic Perspectives, vol. 16, no. 2 (2002), pp. 155–174. (PDF)
• "Too Cool for School? Signaling and Countersignaling" (with Nick Feltovich and Rick Harbaugh). RAND Journal of Economics, vol. 33, no. 4 (2002), pp. 630-649. (PDF)
• "Can Reduced Entry Barriers Worsen Market Performance?." International Journal of Industrial Organization, vol. 19, no. 5 (2001), pp. 695-704. (PDF)
• "Consumer Switching Costs and Private Information." Economics Letters, vol. 63, (1999), pp. 369–375. (PDF)
• "Dynamics and Discriminatory Import Policy." Canadian Journal of Economics, vol. 32, no. 4 (1999), pp. 1072–83. (PDF)
• "Minimum Wages for Ronald McDonald Monopsonies: A Theory of Monopsonistic Competition" (with V. Bhaskar). The Economic Journal vol. 109, (1999), pp. 190–203. (PDF)
• "Risk and Evolution." Economic Theory, vol. 13, no. 2 (1999), pp. 329–343. (PDF)
• "Multi-Period Competition with Switching Costs: An Overlapping Generations Formulation." Journal of Industrial Economics, vol. 44, (1996), pp. 81–87. (PDF)
• "Export Subsidies and Oligopoly with Switching Costs." Journal of International Economics, vol. 37, (1994), pp. 97–110. (PDF)
• "Infant Industry Protection with Oligopoly and Learning-by-Doing." Journal of International Trade and Economic Development, vol. 3, (1994), pp. 199–212.
• "Domestic Trade and Transportation Costs as Barriers to International Trade" (with Donald Rousslang). Canadian Journal of Economics, vol. 26, (1993), pp. 208–221. (PDF)
• "More Realism in the Prisoner's Dilemma." Journal of Conflict Resolution, vol. 32, (1988), pp. 402–408.(PDF)

Verbrugge, Randal

• "The Equilibrium Effect of Fundamentals on House Prices and Rents" (with Kamila Sommer and Paul Sullivan). Journal of Monetary Economics, vol. 60, no. 7 (October 2013), pp. 854-870.
• "Do the CPI's Utilities Adjustments for OER Distort Inflation Measurement?." Journal of Business and Economic Statistics, vol. 30, no. 1 (2012), pp. 143-148.
• "Home Production and Endogenous Economic Growth." (with Steven Silver). Journal of Economic Behavior and Organization, vol. 75, no. 2 (August 2010), pp. 297-312.
• "Run-up in the House Price-Rent Ratio: How Much can be Explained by Fundamentals?" (with Kamila Sommer and Paul Sullivan). BLS Working Paper 441, (June 2011). (PDF)
• "Explaining the Rent-OER Inflation Divergence, 1999-2006" (with Rob Poole). Real Estate Economics, vol. 38, no. 4 (2010), pp. 633-657.
• "Reconciling User Costs and Rental Equivalence:Evidence from the U.S. Consumer Expenditure Survey" (with Thesia Garner). Journal of Housing Economics, vol. 18, no. 3 (September 2009), pp. 172-192. (PDF)
• "To Difference or Not to Difference: A Monte Carlo Investigation of Spurious Regression in Vector Autoregressive Models" (with Rick Ashley). International Journal of Data Analysis Techniques and Strategies, vol. 1, no. 3 (March 2009), pp. 242-274.
• "The Puzzling Divergence of Aggregate Rents and User Costs, 1980-2004: Summary and Extensions" (with Thesia Garner). In Price and Productivity Measurement: Volume 1 - Housing. Edited by W. E. Diewert, B. M. Balk, D. Fixler, K. J. Fox and A. O. Nakamura, pp. 125-146. Trafford Press, 2009. (PDF)
• "Frequency Dependence in Regression Model Coefficients: An Alternative Approach for Modeling Nonlinear Dynamic Relationships in Time Series." Econometric Reviews, vol. 28, no. 1-3 (2009), pp. 4-20.
• "The Puzzling Divergence of Aggregate Rents and User Costs, 1980-2004" (with Thesia Garner). The Review of Income and Wealth, vol. 54, no. 4 (December 2008), pp. 671-699.
• "Risk Aversion, Learning Spillovers, and Path Dependent Economic Growth." Economics Letters, vol. 68, no. 1 (2000), pp. 197-202.
• "Late Fees and Price Discrimination" (with Sudipta Sarangi). Economics Letters, vol. 69, no. 2 (2000), pp. 153-158.
• "Interactive Agent Economies: An Elucidative Framework and Survey of Results." Macroeconomic Dynamics, vol. 7, no. 3 (2003), pp. 424-472.
• "Longitudinal Inflation Asymmetry." Applied Economics Letters, vol. 9, (2002), pp. 261-264.
• "How Corruption Evolves." Journal of Public Economic Theory, vol. 8, no. 2 (2006), pp. 219-245.
• "Comments on 'A Critical Investigation on Detrending Procedures for Non-Linear Processes'" (with Richard Ashley). Journal of Macroeconomics, vol. 28, (2006), pp. 192-4.
• "Real-Time Quarterly Signal-Plus-Noise Model for Estimating 'True' GDP." In Proceedings of the Business and Economic Statistics Section. Alexandria, VA: American Statistical Association, 2001.
• "Price Discrimination in Rental Markets." Economics Letters, vol. 69, no. 2 (2000), pp. 153-158.
• "Cross-sectional Inflation Asymmetries and Core Inflation: A Comment on Bryan and Cecchetti." Review of Economics and Statistics, vol. 81, no. 2 (May 1999), pp. 199-202. (PDF)
• "Investigating cyclical asymmetries." Studies in Nonlinear Dynamics and Econometrics, vol. 2, no. 1 (1997), pp. 15-22.

Zadrozny, Peter

• "Weighted-Covariance Factor Decomposition of VARMA Models Applied to Forecasting Quarterly U.S. Real GDP at Monthly Intervals" (with Baoline Chen). BLS Working Paper 516, (September 2019). (PDF)
• "Real-Time State-Space Method For Computing Filtered Estimates of Future Revisions of U.S. Monthly Chained CPI." BLS Working Paper 482, (April 2016). (PDF)
• "Extended Yule-Walker Identification of VARMA Models with Single- or Mixed-Frequency Data." Journal of Econometrics, no. 193, (2016), pp. 438-446.
• "Identifiability of Regular and Singular Multivariate Autoregressive Models from Mixed-Frequency Data" (with Anderson, B., Deistler, M., Felsenstein, E., Funovits, B., Eichler, M., Chen, W., and Zamani, M.). In Proceedings of 51st IEEE Conference on Decision and Control, 2012, pp. 184-189.
• "Estimation of Vector Error-Correction Models with Mixed-Frequency Data" (with Ahn, S. and Seong, B.). Journal of Time Series Analysis, no. 34, (2012), pp. 194-205.
• "Further Model-Based Estimates of U.S. Total Manufacturing Production Capital and Technology, 1949-2005" (with Baoline Chen). Journal of Productivity Analysis, no. 39, (2012), pp. 61-73.
• "Multi-Step Perturbation Solution of Nonlinear Differentiable Equations Applied to an Econometric Analysis of Production" (with Baoline Chen). Computational Statistics and Data Analysis, no. 53, (2009), pp. 2061-2074.
• "Estimated U.S. Manufacturing Production Capital and Technology Based on an Estimated Dynamic Economic Model" (with Baoline Chen). Journal of Economic Dynamics and Control, no. 33, (2009), pp. 1398-1418.
• "Necessary and Sufficient Restrictions for Existence of a Unique Fourth Moment of a Univariate GARCH Process." In Advances in Econometrics: Econometric Analysis of Financial and Economic Time Series, vol. 20, Part A. Edited by T. B. Fomby and D. Terrell, pp. 365-379. Elsevier, 2006.
• "Higher Moments in Perturbation Solution of the Linear-Quadratic Exponential Gaussian Optimal Control Problem" (with Baoline Chen). Computational Economics, no. 21, (2003), pp. 45-64.
• "An Anticipative Feedback Solution for Infinite-Horizon, Linear-Quadratic, Dynamic, Stackelberg Games" (with Baoline Chen). Journal of Economic Dynamics and Control, no. 26, (2002), pp. 1397-1416.
• "Analytic Derivatives of the Matrix Exponential for Estimation of Linear Continuous-Time Models" (with Baoline Chen). Journal of Economic Dynamics and Control, no. 25, (2001), pp. 1867-1879.
• "An Eigenvalue Method of Undetermined Coefficients for Solving Linear Rational Expectations Models." Journal of Economic Dynamics and Control, no. 22, (1998), pp. 1353-1373.
• "An Extended Yule-Walker Method for Estimating Vector Autoregressive Models with Mixed-Frequency Data" (with Baoline Chen). In Advances in Econometrics: Messy Data--Missing Observations, Outliers, and Mixed-Frequency Data, vol. 13. Edited by T. B. Fomby and D. Terrell, pp. 47-73. JAI Press, 1998.
• "An Econometric Analysis of Polish Inflation Dynamics with Learning about Rational Expectations." Economics of Planning, no. 30, (1997), pp. 221-238.
• "A Continuous-Time Method for Modelling Optimal Investment Subject to Adjustment Costs and Gestation Lags." In Dynamic Disequilibrium Modelling. Edited by W. Barnett, G. Gandolfo, and C. Hillinger. Cambridge University Press, 1996.
• "Kalman-Filtering Methods for Computing Information Matrices for Time-Invariant, Periodic, and Generally Time-Varying VARMA Models and Samples" (with Stefan Mittnik). Computers and Mathematics with Applications, no. 28, (1994), pp. 107-119.
• "Asymptotic Distributions of Impulse Responses, Step Responses, and Variance Decompositions of Estimated Linear Dynamic Models" (with Stefan Mittnik), Econometrica, no. 61, (1993), pp. 857-870.
• "Errata to 'Analytic Derivatives for Estimation of Linear Dynamic Models.'" Computers and Mathematics with Applications, no. 24, (1992), pp. 289-290.
• "Analytic Derivatives for Estimation of Linear Dynamic Models." Computers and Mathematics with Applications, no. 18, (1989), pp. 539-553.
• "Analytic Derivatives for Estimation of Discrete-Time Linear-Quadratic Dynamic Optimization Models." Econometrica, no. 56, (1988), pp. 467-472.
• "Gaussian Likelihood of Continuous-Time ARMAX Models when Data are Stocks and Flows at Different Frequencies." Econometric Theory, no. 4, (1988), pp. 108-124.
• "A Consistent Closed-Loop Solution for Infinite-Horizon Linear-Quadratic Dynamic Stackelberg Games." Journal of Economic Dynamics and Control, no. 12, (1988), pp. 155-159.

Last Modified Date: October 9, 2024