Personal webpage
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Room
3.026, Economics |
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Tel: (external)
+44(0)161 275 4856;
(internal) 54856 |
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Some unpublished research papers:
“A Heteroskedasticity-Robust F-Test
Statistic for
Individual Effects”,
with Takashi Yamagata",
September 2011.
“A
Heteroskedasticity Robust Breusch-Pagan Test for Contemporaneous
Correlation in Dynamic Panel Data models”,
with Andreea
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)
“Two-Step
Inference in Dynamic Non-Linear Panel Data Models”,
June
2001, mimeo.
(Revision of Economics Discussion Paper 9633: "The Initial Conditions
Problem and Two-Step Estimation in Discrete Panel
Data Models".)
Refereed
Academic
Journal Papers
Some
Links
Non-academic:
Re-Make Re-Model: Royal College of Art, London, 1972
Last
updated: 13/08/2011