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:
“Adaptive Nonparametric Instrumental Variables Estimation: Empirical Choice of the Regularization Parameter,”Journal of Econometrics, Journal of Econometrics, 180, 158-173, 2014.
“A Simple Bootstrap Method for Constructing Confidence Bands for Functions,” Annals of Statistics, 41, 1892-1941, 2014 (with P. Hall).
“Penalized Estimation of High-Dimensional Models under a Generalized Sparsity Condition,” Statistica Sinica, 23, 725-748, 2013 (with J. Huang).(/p>
“Uniform Confidence Bands for Functions Estimated Nonparametrically with Instrumental Variables,” Journal of Econometrics, 168, 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).
“Applied Nonparametric Instrumental Variables Estimation,” Econometrica, 79, 347-394, 2011.
“Specification Testing in Nonparametric Instrumental Variables Estimation,” (i>Journal of Econometrics, 167, 383-396, 2012.
"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).