Modeling the Term Structure of Interest Rates Under Non-separable Utility and Durability of Goods, (with Kenneth B. Dunn). Journal of Financial Economics, Vol.17, Issue 1, September 1986, 27-55.
An Omnibus Test for the Two-Sample Problem Using the Empirical Characteristic Function, (with T.W. Epps). Journal of Statistical Computation and Simulation, Vol. 26, Issue 3-4, 1986, 177-203.
Testing Specifications of Economic Agents’ Intertemporal Optimum Problems in the Presence of Alternative Models, (with ). Journal of Econometrics, Vol. 30, Issues 1–2, October–November 1985, 391–413.
Rational Expectations and the Volatility of Floating Exchange Rates, (with Richard A. Meese). International Economic Review, Vol. 24, No. 3, October 1983, 721-733.
An Empirical Analysis of the Pricing of Mortgage-Backed Securities, (with Lee Wakeman, Kenneth B. Dunn). Journal of Finance, Vol. 38, Issue 2, May 1983, 613–623.
Stochastic Consumption, Risk Aversion, and the Temporal Behavior of Asset Returns, (with Lars Peter Hansen). Journal of Political Economy, Vol. 91, No. 2, April 1983, 249-265.
Real and Nominal Factors in the Cyclical Behavior of Interest Rates, Output, and Money, (with ). Journal of Economic Dynamics and Control, Vol. 5, February 1983, 289–309.
Generalized Instrumental Variables Estimation of Nonlinear Rational Expectations Models, (with Lars Peter Hansen). Econometrica, Vol. 50, No. 5, September 1982, 1269-1286.
On Unit Roots and the Empirical Modeling of Exchange Rates, (with Richard A. Meese). Journal of Finance, Vol. 37, Issue 4, September 1982, 1029–1035.
A Test of Separate Families of Distributions Based on the Empirical Moment Generating Function, (with T. Epps and L. Pulley). Biometrika, Vol. 69, No. 2, 1982, 391-399.