- Estimation with Aggregate Shocks, Jinyong Hahn, Guido Kuersteiner and Maurizio Mazzocco, Review of Economic Studies, September .
- Invariance Principles for Dependent Processes Indexed by Besov Classes with an Application to a Hausman Test for Linearity, Guido Kuersteiner, Journal of Econometrics 211(1), 243-261, July .
- One Size Does Not Fit All: Multiple Dimensions of Ability, College Attendance and Earnings, Maria Prada, and Sergio Urzua, Journal of Labor Economics
- Heterogeneous Economic Returns to Postsecondary Degrees: Evidence from Chile, Jorge Rodriguez, Sergio Urzua, and Loreto Reyes, Journal of Human Resources 51(2), April .
- An Extension of the J-test to a Spatial Panel Data Framework, Harry H. Kelejian and Gianfranco Piras, Journal of Applied Econometrics 31(2), 387-402, March . Link to Journal
- Implementing Factor Models with Unobserved Heterogeneity in Stata: The heterofactor command, Miguel Sarzosa, and Sergio Urzua, Stata Journal 156(1), January .
- Critical Issues in Spatial Models: Error Term Specifications, Additional Endogenous Variables, Pre-Testing, and Bayesian Analysis, Harry H. Kelejian, Forthcoming in Letters in Spatial and Resource Sciences, 1-24, May . Link to Journal
- Panel Structural Modeling with Weak Instrumentation and Covariance Restrictions, John C. Chao, Econometric Theory 30(4), 839-881, August . Link to Journal
- Estimation of Spatial Models with Endogenous Weighting Matrices, and an Application to a Demand Model for Cigarettes, Harry H. Kelejian and Gianfranco Piras, Regional Science and Urban Economics 46, 140-149, May . Link to Journal
- Finite Sample Properties of Pre-Test Estimators of Spatial Models, Gianfranco Piras and Ingmar Prucha, Regional Science and Urban Economics 46, 103-115, May . Link to Journal Download
- Omitted Factors and Spatial lags in the Dependent Variable, Harry H. Kelejian, Letters in Spatial and Resource Sciences 7(1), 23-33, March . Link to Journal
- Mean Average Estimation of Dynamic Panel Models with Nonstationary Initial Condition, John C. Chao, M. Kim, and D. Sul, Advances in Econometrics: Essays in Honor of Peter C. B. Phillips, ed. by Yoosoon Chang , Thomas B. Fomby, andJoon Y. Park, Emerald Group Publishing Limited 33, 241-279, January . Link to Journal
- Testing Overidentifying Restrictions with Many Instruments and Heteroskedasticity, John C. Chao, Journal of Econometrics 178(1), 15-21, January . Link to Journal
- On the I2(q) Test Statistic for Spatial Dependence: Finite Sample Standardization and Properties, David M. Drukker and Ingmar Prucha, Spatial Economic Analysis 8(3), 271-292, September . Link to Journal Download
- Limit Theory for Panel Data Models with Cross Sectional Dependence and Sequential Exogeneity, Guido Kuersteiner and Ingmar Prucha, Journal of Econometrics 174(2), 107-126, June . Link to Journal Download
- Spatial Spillovers in the Development of Institutions, Harry H. Kelejian, Peter Murrell, and Oleksandr Shepotylo, Journal of Development Economics 101, 297-315, March . Link to Journal Download
- A Command for Estimating Spatial-Autoregressive Models with Spatial-Autoregressive Disturbances and Additional Endogenous Variables, David M. Drukker, Ingmar Prucha, and Rafal Raciborski, Stata Journal 13(2), 287-301, January . Link to Journal Download
- Creating and Managing Spatial-Weighting Matrices Using the spmat Command, David M. Drukker, Hua Peng, Ingmar Prucha, and Rafal Raciborski, Stata Journal 13(2), 242-286, January . Link to Journal Download
- Maximum-Likelihood and Generalized Spatial Two-Stage Least-Squares Estimators for a Spatial-Autoregressive Model with Spatial-Autoregressive Disturbances, David M. Drukker, Ingmar Prucha, and Rafal Raciborski, Stata Journal 13(2), 221-241, January . Link to Journal Download
- On Two-step Estimation of Spatial Autoregressive Models with Autoregressive Disturbances and Endogenous Regressors, David M. Drukker, Peter Egger, and Ingmar Prucha, Econometric Reviews 32(6), 686-733, January . Link to Journal Download
- On Spatial Processes and Asymptotic Inference under Near-Epoch Dependence, Nazgul Jenish and Ingmar Prucha, Journal of Econometrics 170(1), 178-190, September . Link to Journal Download
- An Expository Note on the Existence of Moments of Fuller and HFUL Estimators, John Chao, Jerry A. Hausman, Whitney K. Newey, Norman R. Swanson and Tiemen Woutersen, Essays in Honor of Jerry Hausman: Advances in Econometrics 29, 87-106, July . Link to Journal
- Instrumental Variable Estimation with Heteroskedasticity and Many Instruments, J.A. Hausman, W.K. Newey, T. Woutersen, J.C. Chao, and N.R. Swanson, Quantitative Economics 3(2), 211-255, July . Link to Journal