Charles E. and Emma H. Morrison Professor of Market Economics
[Contact] [Curriculum Vitae] [Research] [Teaching]
TO CONTACT ME
Department of Economics
2001 Sheridan Road
Evanston, Illinois 60208, USA
My office is Room 3201 in Arthur
CURRICULUM VITAE (pdf)
Theoretical and applied econometrics
- Econometric theory
- Semiparametric and nonparametric estimation
- Bootstrap methods
- Functional data analysis
- Estimation of high-dimensional models
- Nonparametric Estimation with Shape Restrictions
- Estimation of High-Dimensional Models
- Nonparametric Instrumental Variables
- Functional Data Analysis
Semiparametric and Nonparametric Methods in Econometrics, Springer-Verlag, 2009.
Semiparametric Methods in Econometrics, Springer-Verlag, 1998.
Air Quality Analysis for Urban Transportation Planning, MIT Press,
Some Recent Articles:
"Uniform Confidence Bands for Functions Estimated Nonparametrically with Instrumental Variables," Journal of Econometrics168, 175-188, 2012 (with S. Lee)
"Measuring the Price Responsiveness of Gasoline Demand: Economic Shape Restrictions and Nonparametric Estimation," Quantitative Economics, 3. 29-51, 2012 (with R. Blundell and M. Parey)
"Specification Testing in Nonparametric Instrumental Variables Estimation,"Journal of Econometrics167,383-396,2012
"Applied Nonparametric Instrumental Variables Estimation," Econometrica," 79, 347-394, 2011.
"Variable Selection in Nonparametric Additive Models," Annals of Statistics, 38, 2282-2313, 2010 (with J. Huang and F. Wei).
"Asymptotic Properties of Bridge Estimators in Sparse High-Dimensional Regression Models," Annals of Statistics, 36, 587-613, 2008 (with J. Huang and S. Ma).
"Rate-Optimal Estimation of a General Class of Nonparametric Regression Models with Unknown Link Functions," Annals of Statistics, 35, 2589-2619, 2007 (with E. Mammen).
"A Nonparametric Test of Exogeneity," Review of Economic Studies, 74, 1035-1058, 2007 (with R. Blundell).
"Methodology and Covergenced Rates for Functional Linear Regression," Annals of Statistics, 35, 70-91, 2007 (with P. Hall).
"Nonparametric Instrumental Variables Estimation of a Quantile Regression Model," Econometrica, 75, 1191-1208, 2007 (with S. Lee).
"Testing a Parametric Model against a Nonparametric Alternative with Identification through Instrumental Variables," Econometrica, 74, 521-538, 2006.
here to obtain GAUSS and MATLAB programs that implement some of the estimators described
in the foregoing papers.
Class materials have moved to Blackboard