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Large Sample Properties of Generalized Method of Moments Estimators

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Maximum Likelihood Estimation of Misspecified Models

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Maximum Likelihood Estimation of Misspecified Models

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A Cross-Sectional Test of an Investment-Based Asset Pricing Model

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Generalized method of moments specification testing

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Estimation, Inference and Specification Analysis.

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Finite-Sample Properties of Some Alternative GMM Estimators

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Assessing Specification Errors in Stochastic Discount Factor Models

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Consistent Covariance Matrix Estimation for Dependent Heterogeneous Processes

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Econometric Evaluation of Asset Pricing Models

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The Statistical Analysis of Time Series

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Dynamic Equilibrium Economies: A Framework for Comparing Models and Data

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Intertemporal Nonseparability or Borrowing Restrictions? A Disaggregate Analysis using a U.S. Consumption Panel

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Mathematics for Econometrics

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Covariance Matrix Estimation and the Power of the Overidentifying Restrictions Test

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Matrix Differential Calculus with Applications in Statistics and Econometrics.

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Mathematics for Econometrics

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