Forecasting for Direct Load Control in Energy Markets (PDF) February 2013

The Hawthorne Effect and Energy Awareness (PDF) November 2012

The Empirical Saddlepoint Likelihood Estimator Applied to Two-Step GMM (PDF) July 2009

The Empirical Saddlepoint Approximation for GMM Estimators (PDF) May 2007

Optimal Test for Parameter Instability in the GMM Framework (PDF)

Tests For Violations of Moment Conditions(PDF)

Maximum Likelihood Estimation of Fractional Integrated Time Series Models (PDF)

Maximum Likelihood Estimation of stationary univariate fractionally integrated time series models (PDF)

Modeling long-run behavior with the fractional ARIMA model (PDF)

The Fractional Unit Root Distribution (PDF)

Decomposition of Block Toeplitz Matrices (PDF)

Home | Vita | Courses | Seminars | Consulting | Fortran Code | Contact | Photos