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Money and output viewed through a rolling window. Journal of Monetary Economics, 41 (3): 455--474 (May 20, 1998)Evaluation of dynamic stochastic general equilibrium models based on distributional comparison of simulated and historical data, and . Journal of Econometrics, 136 (2): 699--723 (February 2007)Bootstrap conditional distribution tests in the presence of dynamic misspecification, and . Journal of Econometrics, 133 (2): 779--806 (August 2006)A test for the distributional comparison of simulated and historical data, and . Economics Letters, 85 (2): 185--193 (November 2004)Testing for stationarity-ergodicity and for comovements between nonlinear discrete time Markov processes, , and . Journal of Econometrics, 96 (1): 39--73 (May 2000)An introduction to stochastic unit-root processes, and . Journal of Econometrics, 80 (1): 35--62 (September 1997)Forecasting economic time series using flexible versus fixed specification and linear versus nonlinear econometric models, and . International Journal of Forecasting, 13 (4): 439--461 (December 1997)Book reviews. Econometric Reviews, 17 (2): 221--225 (1998)Predictive ability with cointegrated variables, , and . Journal of Econometrics, 104 (2): 315--358 (September 2001)Alternative approximations of the bias and MSE of the IV estimator under weak identification with an application to bias correction, and . Journal of Econometrics, 137 (2): 515--555 (April 2007)