Maximum Entropy Bootstrap for Time Series: The meboot R-package, with Javier Lopez-de-Lacalle. American Statistical Association's Journal of Statistical Software, January 2009, Vol. 29 (5), www.jstatsoft.org/v29/i05/ pp. 1-15.
Ranking Mutual Funds Using Unconventional Utility Theory and Stochastic Dominance, Journal of Empirical Finance Vol. 11(3) 2004, pp. 353-377.
Verifying the Solution from a Nonlinear Solver: A Case Study, with B. D. McCullough, American Economic Review, 93(3), (June 2003) pp. 873-892.
Foundations of Statistical Inference Based on Numerical Roots of Robust Pivot Functions (Fellow's Corner), Journal of Econometrics, Vol.86, 1998, 387-396.
Econometrics of Joint Production, Econometrica, Vol. 36, April 1968, pp. 322-336.
Books and Book Chapters
Hands-On Matrix Algebra Using R: Active and Motivated Learning with Applications. (2011) World Scientific Publishers: Hackensack, NJ.
Advances in Social Science Research Using R,Ê (2010) Springer, New York (Editor: H. D. Vinod).
Hands-On Intermediate Econometrics Using R: Templates for Extending Dozens of Practical Examples. (2008) World Scientific Publishers: Hackensack, NJ.
Preparing for the Worst: Incorporating Downside Risk in Stock Market Investments. Ê New York: J. Wiley and Sons, Monograph with Derrick Reagle (2005).
Handbook of Statistics: Econometrics, Vol.11, co-editors: G. S. Maddala and C.R. Rao. New York: North Holland, Elsevier Science Publishers, 1993.