Downloadable Papers

"A Comparison of Some Recent Bayesian and Classical Procedures for Simultaneous Equation Models with Weak Instruments", (with C. Gao)Figures and Tables

"Value of Sample Separation Information in a Sequential Probit Model: Another Look at SSA's Disability Determination Process", (with C. Gao and B. Wixon).  Figure 2 and Figure 3

"The Effect of Smoking on Health  Using a Sequential Self-selection Model", (with Jae Song). Health Economics, 2000.

"Modeling Medicare-eligible Veterans' Demand for Outpatient Health Care Services: A Two-Stage Approach," (with G. Xing). Health Services and Outcomes Research Methodology. Vol. 4, 2004.

"Bayesian Analysis of Nested Logit Model By Markov Chain Monte Carlo ",  (With Jian Gao).
Journal of Econometrics, November  2002, Vol. 111, No 1.

"Monthly Output Index for the US Transportation Sector", (with H. Stekler, W. Yao and P. Young),  Journal of Transportation and Statistics, US Department of Transportation, January 2004.

“Transportation Sector and the Aggregate Economy: Their Linkages at the Business Cycle Frequencies”, (with W. Yao). Transportation Research Record, National Academies, 2004.

“Economic Indicators for the U.S. Transportation Sector”, (with W. Yao). Transportation Research-A, 2006.

“How far ahead can we forecast? Evidence from cross-country surveys”, (with G. Isiklar). International Journal of Forecasting, 23, 2007, 167-187.

“How quickly do forecaster incorporate news? Evidence from cross-country surveys”, (with G. Isiklar and P. Laungani).  Programs, Data, and Output. Journal of Applied Econometrics, 21, 2006, 703-725.

“ARCH models for multi-period forecast uncertainty - A reality check using a panel of density forecasts”, (with F. Liu). Advances in Econometrics, Volume 20: Econometric Analysis of Economic and Financial Time Series, eds: T. Fomby and D. Terrell (2005), 321-363.

“Subjective probability forecasts for recessions: evaluation and guidelines for use”, (with J.G. Wang). Business Economics, April 2006, 26-35.

"Income Related Health Disparity and Its Determinants in New York State: Racial/Ethnic and Geographical Comparisons" (with Z. Pulungan). In Toward Equity in Health: A New Global Approach to Inequities in Health, (Ed. Barbara Wallace), Springer, 2007, pp. 97-127.

"Evolution of Forecast Disagreement in a Bayesian Learning Model", (with X. Sheng), Journal of Econometrics, 144, 2008, 325-340.

“A Model of Social Security Disability Insurance Using Matched SIPP/Administrative Data”, (with J. Song and B. Wixon), Journal of Econometrics, 145, 2008, 4-20.

"Measuring Forecast Uncertainty by Disagreement: The Missing Link", (with X. Sheng), Journal of Applied Econometrics, 2010, 25: 514-538.

"Estimating International Transmission of Shocks Using GDP Forecasts: India and Its Trading Partners", (with G. Isiklar). Forthcoming in Development Macroeconomics , Essays in Memory of Anita Ghatak (Eds. S. Ghatak and P. Levine), Routledge, 2009, 123-162.

"Comment on Forecasting Economic and Financial Variables with Global VARs", by M. Hashem Pesaran, T. Schuermann and L. V. Smith. International Journal of Forecasting, Vol. 25, Issue 4, October-December 2009, 689-692.

"Analyzing Three-Dimensional Panel Data of Forecasts", (with A. Davies and X. Sheng). Forthcoming in 'Oxford Handbook' on Economic Forecasting  (Eds. M. Clements and D. Hendry), Oxford.

"On the Use of Density Forecasts to Identify Asymmetry in Forecasters’ Loss Functions", (with F. Liu). Proceedings of the Joint Statistical Meetings, Business and Economic Statistics, 2009, 2396-2408.

"Should Transportation Output be Included as Part of the Coincident Indicators System?”, (with W. Yao). OECD Journal: Journal of Business Cycle Analysis and Measurement, 2012/1, 1-24.

"Evaluating probability forecasts for GDP declines using alternative methodologies", (with J. George Wang), International Journal of Forecasting, 2013, 29(1), 175-190.

"Comment” on Forecast Rationality Tests based on Multi-Horizon Bounds by A. Patton and A. Timmermann", Journal of Business and Economic Statistics, 30 (1), 2012, 20-25.

"Examining the education gradient in chronic illness", (with P. Chatterji and H. Joo).