Econometrics
Department of Economics
Chipman, John
-
"Linear Restrictions, Rank Reduction, and Biased Estimation in Linear Regression," Linear Algebra and Its Applications 289 (1999): 55-74.
-
"Optimal Aggregation in Linear Time Series Models," (with Peter Winker), Computational Statistics and Data Analysis, in press, 2004.
Luttmer, Erzo
- "Short-Term Interest Rates as Subordinated Diffusions" (with Timothy G. Conley, Lars Peter Hansen and Jose A. Scheinkman), The Review of Financial Studies 10:3 (1997): 525-577.
- "Econometric Evaluation of Asset Pricing Models," (with Lars Peter Hansen and John Heaton), The Review of Financial Studies 8:2 (1995): 237-274.
