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REFLECTIONS ON THE DAY. Journal of Economic Surveys, 8 (3): 311--316 (244 09 1994)doi: 10.1111/j.1467-6419.1994.tb00105.x.Does GNP have a unit root? : A re-evaluation, and . Economics Letters, 23 (2): 139--145 (1987)A new approach to robust inference in cointegration, , and . Economics Letters, 91 (2): 300--306 (May 2006)The spurious effect of unit roots on vector autoregressions : An analytical study, and . Journal of Econometrics, 59 (3): 229--255 (October 1993)Nonstationary discrete choice, and . Journal of Econometrics, 120 (1): 103--138 (May 2004)Nonlinear instrumental variable estimation of an autoregression, , and . Journal of Econometrics, 118 (1-2): 219--246 (00 2004)Jeffreys prior analysis of the simultaneous equations model in the case with n+1 endogenous variables, and . Journal of Econometrics, 111 (2): 251--283 (December 2002)Bias in dynamic panel estimation with fixed effects, incidental trends and cross section dependence, and . Journal of Econometrics, 137 (1): 162--188 (March 2007)Local Whittle estimation of fractional integration and some of its variants, and . Journal of Econometrics, 130 (2): 209--233 (February 2006)Pooled Log Periodogram Regression, and . Journal of Time Series Analysis, 23 (1): 57--93 (Jan 1, 2002)doi: 10.1111/1467-9892.00575.