CURRICULUM VITAE (pdf)

RESEARCH

Fields:

Theoretical and applied econometrics

Expertise:

• Econometric theory
• Semiparametric estimation
• Bootstrap methods
• Functional data analysis
• Inference with missing and incomplete data

• Adaptive Testing
• Estimation of Nonparametric Additive Models with Links
• Nonparametric Instrumental Variables
• Functional Linear Regression

Semiparametric Methods in Econometrics, Springer-Verlag, 1998.

Air Quality Analysis for Urban Transportation Planning, MIT Press, 1982.

Some Recent Articles:

"Testing a Parametric Model against a Nonparametric Alternative with Identification through Instrumental Variables," Econometrica, 74, 521-538, 2006.

"Optimal Estimation in Additive Regression Models," Bernoulli 12, 271-298, 2006 (with J. Klemelä and E. Mammen).

"Nonparametric Methods for Inference in the Presence of Instrumental Variables," Annals of Statistics, 33,2904-2929,2005 (with P. Hall).

"Nonparametric Estimation of an Additive Quantile Regression Model," Journal of the American Statistical Association, 100, 1238-1249, 2005 (with S. Lee).

"Nonparametric Estimation of an Additive Model with a Link Function," Annals of Statistics, 32, 2412-2443, 2005 (with E. Mammen).

 "Bootstrap Methods for Markov Processes,” Econometrica, 71, 1049-1082, 2003.

 "An Adaptive, Rate-Optimal Test of Linearity for Median Regression Models," Journal of the American Statistical Association, 97, 822-835, 2002 (with V.G. Spokoiny).

 "Should the DEA’s STRIDE Data Be Used for Economic Analyses of Markets for Illegal Drugs? Journal of the American Statistical Association, 96, 1254-1262, 2001.

 "An Adaptive, Rate-Optimal Test of a Parametric Mean-Regression Model against a Nonparametric Alternative," Econometrica, 69, 599-631, 2001 (with V.G. Spokoiny).

"The Bootstrap," Handbook of Econometrics, Vol. 5, J.J. Heckman and E.E. Leamer, eds., Elsevier Science B.V., 2001, Ch. 52, pp. 3159-3228.

Software:

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

Working Papers:

• Methodology and Convergence Rates for Functional Linear Regression (with P. Hall)
• Oracle-Efficient Nonparametric Estimation of an Additive Model with an Unknown Link Function (with Enno Mammen)
• Goodness-of-Fit Tests for Functional Data (with Federico Bugni, Peter Hall, and George Neumann)
• Rate-Optimal Estimation of a General Class of Nonparametric Regression Models with Unknown Link Functions (with Enno Mammen)
• A Nonparametric Test of Exogeneity (with Richard Blundell)
• Asymptotic Normality of a Nonparametric Instrumental Variables Estimator
• Asymptotic Properties of Bridge Estimators in Sparse High-Dimensional Regression Models (with Jian Huang and Shuangge Ma)

TEACHING