PUBLICATIONS

Shively, T.S. "An Exact Test for a Stochastic Coefficient in a Time
Series Regression Model," *Journal of Time Series Analysis* 9, 81-88,
1988.

Shively, T.S. "An Analysis of Tests for Regression
Coefficient Stability," *Journal of Econometrics* 39, 367-386, 1988.

Shively, T.S."An Analysis of the Long-Term Trend in
Ozone Levels at Two Houston, Texas Sites," *Atmospheric Environment*,
24B, 293-301, 1990.

Shively, T.S., C.F. Ansley and R. Kohn. "Fast Evaluation
of the Distribution of the Durbin-Watson and Other Invariant Test Statistics in
Time Series Regression," *Journal of the American Statistical Association*,
85, 676-685, 1990.

Shively, T.S. "An Analysis of the Trend in Ground-Level
Ozone Using Nonhomogeneous Poisson Processes," *Atmospheric Environment*,
25B, 387-396, 1991.

Ansley, C.F., R. Kohn, and T.S. Shively. "Computing
P-values for the Generalized Durbin-Watson and other Test Statistics," *Journal
of Econometrics*, 54, 277-300, 1992.

Kohn, R., T.S. Shively and C.F. Ansley. "Computing
P-values for the Generalized Durbin-Watson Statistic and Residual
Autocorrelations in Regression," *Applied Statistics*, 41, ALG 759,
1992.

Shively, T.S. "Testing for Autoregressive Disturbances
in a Time Series Regression with Missing Values," *Journal of
Econometrics*, 57, 233-255, 1993.

King, M.L. and T.S. Shively. "Locally Optimal Testing
When a Nuisance Parameter Is Present Only Under the Alternative," *Review
of Economics and Statistics*, 75, 1-7, 1993.

Shively, T.S., R. Kohn and C.F. Ansley. "Testing for
Nonlinearity in a Semiparametric Regression Model," *Journal of
Econometrics*, 64, 77-96, 1994.

Smith, R.L. and T.S. Shively. "A Point Process Approach
to Modeling Trends In Troposhperic Ozone Based On Exceedances of a High
Threshold," *Atmospheric Environment*, 29, 3489-3499, 1995.

Shively, T.S. and R. Kohn. "A Bayesian Approach to Model
Selection in Stochastic Coefficient Regression Models and Structural Time Series
Models," *Journal of Econometrics*, 76, 39-52, 1997.

Kalyanam, K. and T.S. Shively, "Estimating Irregular
Pricing Effects: A Stochastic Spline Approach," *Journal of Marketing
Research*, 35, 16-29, 1998.

Shively, T.S., R. Kohn and S. Wood. "Variable Selection
and Function Estimation in Additive Nonparametric Regression Using a Data-Based
Prior (with Discussion)," *Journal of the American Statistical
Association*, 94, 777-806, 1999.

Shively, T.S., G.M. Allenby, and R. Kohn. "Identifying
Latent Relationships in Marketing: Nonparametric Estimation of Binary Latent
Regression," 19, *Marketing Science*, 2000.

Baranoff, E., T.W. Sager and T.S. Shively. "Semiparametric
Modeling as a Managerial Tool for Solvency," *Journal of
Risk and Insurance*, 67, 369-396, 2000.

Shively, T.S. and T.W. Sager, "A semiparametric
regression approach to adjusting for meteorological variables in air pollution
trends," *Environmental Science and Technology*, 33, 3873-3880, 2000.

Menezes,
K. and T.S. Shively. "Estimating
the Long-Term Trend in the Extreme Values of Tropospheric Ozone Using a
Multivariate Approach," *Environmental
Science and Technology*, 35 (12), 2554-2561, 2001.

Smith, M.S., P. Yau, T.S. Shively and R. Kohn, "Estimating
Long-Term Trend in Tropospheric Ozone Levels," *International Statistical Review*, forthcoming, 2002.

Wood, S., R. Kohn, T.S. Shively and W. Jiang, “Model
Selection in Spline Nonparametric Regression,” *Journal
of the Royal Statistical Society, Series B*, 64
(1), 119-139, 2002.

Allenby,
G.M., T.S. Shively, S. Yang and M. Garratt, “A Choice Model for Packaged
Goods: Dealing with Discrete Quantities and Quantity Discounts,” *Marketing
Science, *forthcoming, 2003.

BOOK CHAPTERS

Shively, T.S. "Point Optimal Invariant Tests," *Encyclopedia
of Statistical Sciences*, 1998.

TECHNICAL REPORTS

Shively, T.S. "Numerical Inversion of a Bivariate Characteristic Function," Technical Report #57, Center for Statistical Sciences, The University of Texas at Austin, 1987.