Econometrics, trends and transitions in economic activity, asset price bubble detection methods, modelling volatility in financial data, and automated model building for policy analysis and forecasting
Singapore Management UniversityDistinguished Term Professor
2008 -
Yale UniversitySterling Professor of Economics, Yale University
1979 -
Yale UniversitySterling Professor of Economics, Yale University
1979 -
Other Foreign InstitutionsJunior Lecturer, University of Auckland
1970 - 1971
Publications
Time Series Regression with a Unit Root Econometrica, Vol. 55, No. 2, pp. 277-301 Mar-87
Understanding Spurious Regressions in Econometrics Journal of Econometrics, Vol. 33, No. 3, pp. 311-340 Dec-86
The Exact Finite Sample Density of Instrumental Variable Estimators in an Equation with n+1 Endogenous Variables Econometrica, Vol. 48, No. 4, pp. 861-878. May-80