Fellow of Journal of Econometrics
I am willing to supervise in the following areas: the implementation and interpretation of tests of the adequacy of econometric models; and econometric aspects of the testing of nonnested models.
Full details of publications can be found at RePEc
Bootstrap Tests for Regression Models, Palgrave MacMillan, 2009.
''Testing for heteroskedasticity and predictive failure in linear regression models', Oxford Bulletin of Economics and Statistics, 70 (2009), 415-429.
(with Alessandra Canepa) 'Improvement of the quasi-likelihood ratio test in ARMA models: some results for bootstrap methods', Journal of Times Series Analysis, 28 (2007), 434-453.
''Alternative approaches to implementing Lagrange multiplier tests for serial correlation in dynamic regression models', Special Issue on Computational Econometrics, Computational Statistics and Data Analysis, 51 (2007), 3282-3295.
''On the asymptotic validity of a bootstrap method for testing nonnested hypotheses', Economics Letters, 94 (2007), 408-413.
(with C.D. Orme and J.M.C. Santos Silva) 'Simulation-based tests for heteroskedasticity in linear regression models: some further results', Econometrics Journal, 9 (2006), 76-97.
''Controlling the overall significance level of a battery of least squares diagnostic tests', Oxford Bulletin of Economics and Statistics, 67 (2005), 263-279.