Last Friday was a pretty good day for one of my grad. students, Ryan Godwin. Not only did he get a job offer for a tenure-track position, but he saw one of his journal articles in print for the first time. It doesn't get much better than that!
The research leading to the paper in question was discussed in earlier posts, here and here. It deals with generating critical values for a test for cointegration in the presence of structural breaks, and has now appeared as Giles and Godwin (2012). It's worth pointing out that the paper doesn't relate to Ryan's dissertation at all - he's been generating various new theoretical results relating to "count data" models.
You could say that the paper on cointegration testing was a little extracurricular activity for Ryan.
Giles, D. E. and R. T. Godwin (2012). Testing for multivarate cointegration in the presence of structural breaks: p-values and critical values. Applied Economics Letters, 19, 1561-1565. (Working Paper version here.)
© 2012, David E. Giles