Room 3.026, Economics
Tel: (external) +44(0)161 275 4856; (internal) 54856
Some unpublished research papers:
“A Heteroskedasticity-Robust F-Test Statistic for Individual Effects”, with Takashi Yamagata", September 2011.
Heteroskedasticity Robust Breusch-Pagan Test for Contemporaneous
Correlation in Dynamic Panel Data models”,
Halunga and Takashi Yamagata (August 2011).
“Testing for Structural Instability in Moment Restriction Models: an Info-metric Approach”, with Alastair Hall and Yuyi Li. (April 2011)
“On the Sensitivity of Kernel-based Tests of Conditional Moment Restrictions”, with Eduardo Fe-Rodriguez, July 2009 (and detailed proof of theorem)
Inference in Dynamic Non-Linear Panel Data Models”,
(Revision of Economics Discussion Paper 9633: "The Initial Conditions Problem and Two-Step Estimation in Discrete Panel Data Models".)
Last updated: 13/08/2011