Unpublished Papers

• Instability of the parameters of the systematic and non-systematic parts of a single equation model, Sidney Sussex College, March 1970.
• Consistent estimation using linear unbiased estimating equations, Harvard University, 1971.
• More on testing aggregate consumption functions, Harvard University, 1971.
• AR, ARMA, DL1 and DL2: Programs for small sample estimation of dynamic economic models: a manual. Department of Applied Economics, University of Cambridge, May 1973.
• Trends in income distribution in rural and urban Iran. Central Bank of Iran, November 1973
• Productive potential of the UK economy 1955-77. Presented at the European Meeting of the Econometric Society, Grenoble, September 1974.
• With B. Pesaran, Trends in income distribution in urban Iran: 1959-1978, Harvard University Discussion Paper, No. 947, December 1982.
• With L.G. Godfrey, Small sample adjustments for the J-test, Harvard University Discussion Paper, No. 944, December 1982.
• With M. Karshenas, Islamic government and the Iranian economy. Presented at the 17th Annual Meeting of the Middle East Studies Association, Chicago, November 1983.
• With L.G. Godfrey, Exact tests of linear regression models against non-nested alternatives, May 1984.
• Personal reflections on pre-revolutionary Iran, text of a lunch-time talk given at Trinity College, Cambridge, February 1984.
• A general likelihood approach to the instrumental variables estimation and test of misspecification, Working Papers in Economics and Econometrics, No. 108, Australian National University, 1984.
• Linear rational expectations models under asymmetric and heterogeneous information, paper presented at the Workshop on Expectations and Learning, University of Siena, June 1990.
• With Simon Potter, Equilibrium Asset Pricing Models and Predictability of Excess Returns, May 1991. (Presented at the European Meeting of the Econometric Society, Cambridge, September 1991), Revised January 1993. 
• On the interpretation of panel unit root tests, November 2000.
• With A. Timmermann, The Use of Recursive Model Selection Strategies in Forecasting Stock Returns”, March 1994 (University of Cambridge DAE Working Paper No. 9406)
• With Yongcheol Shin and Richard J Smith, Testing for the existence of a long run relationship, August 1996. (University of Cambridge DAE Working Paper No.9622). 
• On the interpretation of panel unit root tests, November 2000.
• With K.S. Im, October 2003, On the Panel Unit Root Tests using Nonlinear Instrumental Variables”