CURRICULUM VITAE (pdf)

RESEARCH

Fields:

Theoretical and applied econometrics

Expertise:

• 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, 1982.

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.

Software:

Click here to obtain GAUSS and MATLAB programs that implement some of the estimators described in the foregoing papers.

Working Papers:

• A Simple Bootstrap Method for Constructing Confidence Bands for Functions (with P. Hall)
• Supplement for "A Simple Bootstrap Method for Constructing COnfidence Bands for Functions(with P. Hall).
• Penalized Estimation of High-Dimensional Models under a Generalized Sparsity Condition (with J. Huang).
• Identification and Shape Restrictions in Nonparametric Instrumental Variables Estimation(with J. Freyberger)
• Adaptive Nonparametric Instrumental Variables Estimation: Empirical Choice of the Regularization Parameter

TEACHING