Recent Publications, Papers
AND IN PROGRESS:
- "Decreasing Marginal Impatience, Income Distribution and Demand for Money:
Theory and Evidence" with Mausumi Das and Satya Das. Working Paper.
- "The Value Line Dow Jones Stock Evaluation Model: Does It Have Predictive
Content?" with Limin Lin. Working Paper.
- "Prediction-based Adaptive Compositional Model for Stable Seasonal Time
Series Analysis" with Airong Cai and Rong Chen of the University of Illinois
at Chicago. Working Paper.
- "A Time Series Analysis of Antitrust Activity by the Department of Justice:
Partisan Politics versus the Theiory of Public Choice" with Dan Slottje.
- "Net Discount Ratio: Issues of Stationarity and Prediction" Working Paper.
- "On the Usefulness of Pretesting for Log versus Level when Forecasting Nonstationary
Time Series Data" Research in Progress.
- "A Change Point Analysis of the Impact of 'Environmental Federalism'
on Aggregate Air Quality in the United States: 1940 - 98" with
Economic Inquiry, 44, 2006.
- "Inconsistency of HAC Standard Errors in Event Studies with IID Errors"
with Justin Murfin, Applied Financial Economics Letters,
- "Tests of Common Deterministic Trend Slopes Applied to Quarterly
Global Temperature Data" with Tim Vogelsang in Volume 17 of
Advances in Econometrics: Maximum Likelihood Estimation of Misspecified
Models, Twenty Tears Later, Elsevier-Science, 2003, eds. T. Fomby
and R. Carter Hill.
- "The Application of Size Robust Trend Statistics to
Global Warming Temperature Series" with Tim Vogelsang,
Journal of Climate, 15, 2002.
- "Forecasting with Stable Seasonal Pattern Models
with an Application to Hawaiian Tourism Data,"
with Rong Chen, Journal of Business and Economic Statistics,
- "Threshold Cointegration" with Nathan Balke,
International Economic Review, 38, 1997.
- "Outliers in Macroeconomic Time Series," with Nathan Balke,
Journal of Applied Econometrics, 9, 1994.
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