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2019 journal article
Endogenous Life-Cycle Housing Investment and Portfolio Allocation
JOURNAL OF MONEY CREDIT AND BANKING, 51(4), 991–1019.
2018 journal article
Inflation and equity mutual fund flows
Journal of Financial Markets, 37, 52–69.
2018 journal article
Supplemental Retirement Savings Plans in the Public Sector: Participation and Contribution Decisions by School Personnel
JOURNAL OF LABOR RESEARCH, 39(4), 383–404.
2016 journal article
The geometric-VaR backtesting method
Journal of Financial Econometrics, 14(4), 725–745.
2011 journal article
Evaluating value-at-risk models with desk-level data
Management Science, 57(12), 2213–2227.
2011 journal article
Nonnested testing in models estimated via generalized method of moments
Econometric Theory, 27(2), 443–456.
2011 journal article
Simulation smoothing for state-space models: A computational efficiency analysis
Computational Statistics & Data Analysis, 55(1), 199–212.
2009 journal article
The effects of interdune vegetation changes on eolian dune field evolution: A numerical-modeling case study at Jockey's Ridge, North Carolina, USA
Earth Surface Processes and Landforms, 34(9), 1245–1254.
2006 journal article
Regime switching for dynamic correlations
Journal of Econometrics, 131(1-2), 445–473.
2006 journal article
Short run and long run causality in time series: inference
Journal of Econometrics, 132(2), 337–362.