Working Papers:
Inference on subsets of parameters in GMM without
assuming identification,
Subset statistics in the linear IV regression model,
Orthogonal Statistics and the density of the LIML Estimator, Brown University, 2003
Expansions of GMM statistics and the bootstrap, Brown University, 2008
The Bayesian Score Statistic, Tinbergen Institute Discussion Paper TI 00-035/4 (2000) (with R. Kleijn and R. Paap)
Bayesian Analysis of ARMA models, Tinbergen Institute Discussion Paper TI 00-027/4 (2000) (with H. Hoek)