Latent Variable Models for Time Series: A Frequency Domain Approach with an Application to the Permanent Income Hypothesis, (with John F. Geweke). Journal of Econometrics, Vol. 17, Issue 3, December 1981, 287-304.
Maximum Likelihood ‘Confirmatory’ Factor Analysis of Economic Time Series, (with John F. Geweke). International Economic Review, Vol. 22, No. 1, February 1981, 37-54.
Multinational Inflation Under Fixed Exchange Rates: Some Empirical Evidence from Latent Variable Models, (with Edgar L. Feige). The Review of Economics and Statistics, Vol. 63, No. 1, February 1981, 11-19.
Expectation Models of the Term Structure and Implied Variance Bounds, (with ). Journal of Political Economy, Vol. 88, No. 6, December 1980, 1159-1176.
Maturity – Specific Disturbances and the Term Structure of Interest Rates, (with ). Journal of Money, Credit and Banking, Vol. 12, No. 4, Part 1 November 1980, 603-614.
A Latent Time Series Model of the Cyclical Behavior of Interest Rates, (with ). International Economic Review, 21, October 1980, 559-575.
Interpreting the Likelihood of Ratio Statistic in Factor Models when Sample Size is Small, (with John F. Geweke). Journal of American Statistical Association, Vol. 75, Issue 369, March 1980, 133-137.