Research

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Publications in Journals and Proceedings:

Jana, K. (2007). "Test of Cointegration Using Long Run Canonical Correlations: Part I," 2007 Proceedings of the American Statistical Association, Business and Economic Statistics Section [CD-ROM], Alexandria, VA.

Hall, A. R., Inoue, A., Jana, K. and Shin, C. (2007). “Information in Generalized Method of Moments Estimation and Entropy Based Moment Selection,” Journal of Econometrics, 138, 488-512.

Hall, A. R. and Jana, K. (2006). "Long Run Canonical Correlations: Estimation, Inference and Usefulness in Econometric Analysis of Time Series," 2006 Proceedings of the American Statistical Association, Business and Economic Statistics Section [CD-ROM], Alexandria, VA.

Hall, A. R. and Jana, K. (2003). "A Comparative Study of Three Recent Methods of Instrument Selection in Econometrics," 2003 Proceedings of the American Statistical Association, Business and Economic Statistics Section [CD-ROM], Alexandria, VA.

Working Papers:

Hall, A. R. and Jana, K. (2008). "Long Run Canonical Correlations: Estimation, Inference and Usefulness in Econometric Analysis of Time Series."

Jana, K. (2008). "Test of Zero Long Run Canonical Correlations."

Jana, K. (2008). "Test of Cointegration Using Long Run Canonical Correlations: Part II."

Jana, K. (2008). "Integration and Cointegration Properties of Crime Rates in the United States."

Jana, K. (2008). "Spectral Analysis of the Term Structure of Interest Rates Revisited."

                                                                                                                          

 

 

 

 

 

 

 

 

 

August 2008