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ESTIMATION WITH CENSORED REGRESSORS: BASIC ISSUES*

, and . International Economic Review, 48 (4): 1441--1467 (305 Nov 2007)doi: 10.1111/j.1468-2354.2007.00470.x.

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The effects of war risk on US financial markets, and . Journal of Banking & Finance, 29 (7): 1769--1789 (July 2005)Identification through heteroskedasticity. Review of Economics and Statistics, 85 (4): 777--792 (2003)On the measurement of the international propagation of shocks: is the transmission stable?. Journal of International Economics, 61 (2): 261--283 (December 2003)The impact of monetary policy on asset prices, and . Journal of Monetary Economics, 51 (8): 1553--1575 (November 2004)ESTIMATION WITH CENSORED REGRESSORS: BASIC ISSUES*, and . International Economic Review, 48 (4): 1441--1467 (305 11 2007)doi: 10.1111/j.1468-2354.2007.00470.x.Currency Choice and Exchange Rate Pass-through, , and . Working Paper, 13432. National Bureau of Economic Research, (September 2007)Using unobserved supply shocks to estimate the returns to education, and . Unpublished manuscript, (2003)Identifying the efficacy of central bank interventions: evidence from Australia and Japan, and . Journal of International Economics, 66 (1): 31--48 (May 2005)Disinflation and fiscal reform: a neoclassical perspective. Journal of International Economics, 58 (2): 265--297 (December 2002)The long-run volatility puzzle of the real exchange rate, , and . Journal of International Money and Finance, 25 (1): 93--124 (February 2006)