Regularized Partial Least Squares Estimation of an Approximate Envelope Model for Supervised Dimension Reduction in Time Series Forecasting
(with Norman R. Swanson) --PDF file

Supplemental Appendix to the Regularized Partial Least Squares Paper
(with Norman R. Swanson) --PDF file

Online Appendix to the Regularized Partial Least Squares Paper
(with Norman R. Swanson) --PDF file

Consistent Estimation, Variable Selection, and Forecasting in Factor-Augmented VAR Models
(with Yang Liu, Kaiwen Qiu, and Norman R. Swanson) --PDF file

Technical Appendix: Consistent Estimation, Variable Selection, and Forecasting in Factor-Augmented VAR Models
(with Yang Liu, Kaiwen Qiu, and Norman R. Swanson) --PDF file

Consistent Factor Estimation and Forecasting in Factor-Augmented VAR Models (Not-for-Publication Version)
(with Kaiwen Qiu and Norman R. Swanson) --PDF file

Jackknife Estimation of a Cluster-Sample IV Regression Model with Many Weak Instruments
(with Norman R. Swanson and Tiemen Woutersen) --PDF file

Supplemental Appendix for "Jackknife Estimation of a Cluster-Sample IV Regression Model with Many Weak Instruments"
(with Norman R. Swanson and Tiemen Woutersen) --PDF file

Additional Online Appendix for "Jackknife Estimation of a Cluster-Sample IV Regression Model with Many Weak Instruments"
(with Norman R. Swanson and Tiemen Woutersen) --PDF file

Uniform Panel Inference Nov 16, 2019
(with Peter C. B. Phillips) -- PDF file

Uniform Panel Inference Technical Supplement Nov 16, 2019
(with Peter C. B. Phillips) -- PDF file

Additional Technical Appendices to "Instrumental Variable Estimation with Heteroskedasticity and Many Instruments"
(with J. A. Hausman, W. K. Newey, T. Woutersen, and N. R. Swanson) -- PDF file

Additional Technical Appendices to "Instrumental Variable Estimation with Heteroskedasticity and Many Instruments"
(with J. A. Hausman, W. K. Newey, T. Woutersen, and N. R. Swanson) -- PDF file