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- Journal of Econometrics, 21 (2): 161--194 (February 1983)
- Econometrica, 75 (3): 781--836 (121 May 2007)doi: 10.1111/j.1468-0262.2007.00768.x.
- OECD Development Centre Working Papers, 36. OECD Development Centre, (July 1991)
- (May 2003)Unpublished mimeo..
- The Review of Economics and Statistics, 86 (3): 797-810 (2004)available at http://ideas.repec.org/a/tpr/restat/v86y2004i3p797-810.html.
- Studies in Nonlinear Dynamics & Econometrics, 9 (1): 1228-1228 (2005)available at http://ideas.repec.org/a/bep/sndecm/9200511228-1228.html.
- Review of Economic Studies, 32 (2): 137-150 (April 1965)
- Econometrica, 55 (1): 95-115 (January 1987)
- Journal of Economic Perspectives, 15 (4): 87-100 (2001)available at http://ideas.repec.org/a/aea/jecper/v15y2001i4p87-100.html.
- NBER Working Papers, 7853. National Bureau of Economic Research, Inc, (August 2000)
- Frontiers of the Mind in the Twenty-First Century, Harvard University Press, Cambridge, Massachusetts, (Baskıda)
- Journal of Business & Economic Statistics, 1 (3): 187-91 (July 1983)available at http://ideas.repec.org/a/bes/jnlbes/v1y1983i3p187-91.html.
- (2006)
- The Economic Journal, 105 (433): 1637-1648 (November 1995)
- Journal of Monetary Economics, 24 (3): 401-421 (November 1989)
- The Quarterly Journal of Economics, 105 (1): 29-42 (February 1990)
- Journal of the Royal Statistical Society B, 52 (3): 453-467 (1990)
- Journal of Business & Economic Statistics, 18 (4): 497-502 (October 2000)available at http://ideas.repec.org/a/bes/jnlbes/v18y2000i4p497-502.html.
- Journal of Political Economy, 101 (6): 1011-1041 (December 1993)
- Applied Economics, 29 (5): 607-15 (1997)available at http://ideas.repec.org/a/taf/applec/v29y1997i5p607-15.html.
