Working Papers
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The Baltic Dry Index as a predictor of global stock returns, commodity returns, and global economic activity (with G. Bakshi and G. Panayotov), 2011.
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Dynamic portfolio choice with Bayesian learning, 2007.
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Panel data inference in Finance: Least-Squares vs Fama-MacBeth, 2006.
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Assessment of asset pricing models using cross-sectional regressions, 2005.
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On a paradox in GMM estimation with nuisance parameters, 2006.