Downloadable Papers


 

"Birth Weight and Academic Achievement in Childhood", (with P. Chatterji, and D. Kim), Health Economics, 23 (9), 1013-1035, 2014.

"Forecasting Binary Outcomes", (with Liu Yang), Handbook of Economic Forecasting, Vol. 2 (Eds. G. Elliott and A. Timmermann), 2013, pp. 1025-1106.

"Modeling Hedge Fund Returns: Selection, Non-linearity and Managerial Efficiency", (with H. Shawky and Y. Zhao), Managerial and Decision Economics, 2special issue on Entrepreneurship, Innovation and Growth, 35: 2014, 172-187.

"Identifying the Mechanisms for Workplace Burden of Psychiatric Illness", (with S. Banerjee and P. Chatterji), Medical Care, 2013, 52 (2), pp. 112-120.

"On-line learning and forecast combination in Unbalanced Panels", (with H. Peng and Y. Zhao), Econometric Reviews, Special issue in Honor of Peter Schmidt. Vol. 36, Issues1-3, 2017, 257-288.

"A Non-linear Forecast Combination Procedure for Binary Outcomes", (with Liu Yang), Studies in Nonlinear Dynamics and Econometrics, Special issue in Honor of James Ramsey. Vol. 20 (1), 2016, 421- 440. .

"Forecasting Consumption: The Role of Consumer Confidence in Real Time with Many Predictors", (with G. Monokroussos and Y. Zhao), Journal of Applied Econometrics, Vol.31 (Nov/Dec), Issue 7, 2017, 1254�1275.

"Asymptotic Variance of Brier (Skill) Score in the Presence of Serial Correlation", (with L. Yang), Economics Letters, Vol. 141, April 2016, 125-129.

"Effects of Psychiatric Disorders on Labor Market Outcomes: A Latent Variable Approach Using Multiple Clinical Indicators;, (with S. Banerjee and P. Chatterji), Health Economics, Vol. 26 (2), Feb. 2017, 184-205.

"Determinants of Consumer Sentiment Over Business Cycles: Evidence from the US Surveys of Consumers;, (with Y. Zhao), Journal of Business Cycle Research, Vol. 12 (2), Dec. 2016, 187-215.

"Diabetes and Labor Market Exits: Evidence from the Health & Retirement Study (HRS);, (with P. Chatterji and H.S. Joo), Journal of the Economics of Ageing, Vol. 9, 2017, 100�110.

"Confidence Bands for ROC Curves with Serially Dependent Data;, (with L. Yang), Journal of Business and Economic Statistics, 2018, 36:1, 115-130.

"International propagation of shocks: A dynamic factor model using survey forecasts;, (with Y. Zhao), International Journal of Forecasting, 35 (2019) 929�947.

"Inflation expectations in India: Learning from household tendency surveys;, (with A. Das and Y. Zhao), International Journal of Forecasting, 35 (3), July�September 2019, 980-993.

"Estimating Macroeconomic Uncertainty and Discord using Info-Metrics;, (with W. Wang), In (A. Golan et al. Eds.) Innovations in Info-metrics: A Cross-disciplinary perspective on Information and Information processing, Oxford University Press,, 2019 forthcoming.

"A Comparison of Some Bayesian and Classical Procedures for Simultaneous Equation Models with Weak Instruments;, (with C. Gao), Econometrics, 2019, 7(3), 33; https://doi.org/10.3390/econometrics7030033.

"Estimating Endogenous Ordered Response Panel Data Models with an Application to Income Gradient in Child Health;, (with Liu Yang), Sankhya-Indian Journal of Statistics, forthcoming