Formulation and estimation of stochastic frontier production function models, with Dennis J. Aigner and C.A. Knox Lovell, Journal of Econometrics, 6, 1977.
Testing the null hypothesis of stationarity against the alternative of a unit root: How sure are we that economic time series have a unit root?, with Denis Kwiatkowski, Peter C.B. Phillips and Yongcheol Shin, Journal of Econometrics, 54, 1992.
Efficient estimation of dynamic panel data models, with Seung C. Ahn, Journal of Econometrics, 76, 1997.
Panel data models with multiple time-varying individual effects, with Seung C. Ahn and Young Hoon Lee, Journal of Econometrics, 174, 2013.
Endogeneity in stochastic frontier models, with Christine Amsler and Artem B. Prokhorov, Journal of Econometrics, 190, 2016.
A new family of copulas, with application to the estimation of a production frontier system, with Christine Amsler and Artem B. Prokhorov.
An econometric approach to the estimation of multi-level models, with Yimin Yang.
Separating different individual effects in a panel data model, with Christine Amsler.
Evaluating the cdf of the distribution of the stochastic frontier composed error, with Christine Amsler and Wen-Jen Tsay.
A survey of the use of copulas in stochastic frontier mdoels, with Christine Amsler.
Please see the faculty member's web site for a copy of the paper in pdf format.