Department of Economics

Curriculum Vitae

Areas of Interest:

• Econometrics

Recent Publications:

"Semi-Nonparametric Interval-Censored Mixed Proportional Hazard Models: Identification and Consistency Results", Econometric Theory (forthcoming).

"Semi-Nonparametric Competing Risks Analysis of Recidivism" (with J. R. Carvalho), Journal of Applied Econometrics , 22, 2007, pp. 971-993.

"Econometric Analysis of Linearized Singular Dynamic Stochastic General Equilibrium Models," Journal of Econometrics , 236, 2007, pp. 595-627.

Introduction to the Mathematical and Statistical Foundations of Econometrics, Cambridge University Press, 2004.

"Complex Unit Roots and Business Cycles: Are They Real?," Econometric Theory , 17, 2001, pp. 962-983.

"Nonparametric Nonlinear Co-Trending Analysis, with an Application to Inflation and Interest in the U.S.," Journal of Business & Economic Statistics , 18 (3), 2000, pp. 323-337.

"The Econometric Consequences of the Ceteris Paribus Condition in Economic Theory," (with N. Swanson), Journal of Econometrics , 95, 2000, pp. 223-253.

"Asymptotic Theory of Integrated Conditional Moment Tests," (with W. Ploberger), Econometrica , 65, 1997, pp. 1129-1151.

"Nonparametric Cointegration Analysis," Journal of Econometrics , 77, 1997, pp. 379-404.

Topics in Advanced Econometrics: Estimation, Testing, and Specification of Cross-Section and Time Series Models, Cambridge University Press, 1994 (hardbound), 1996 (paperback).

Research in Progress:

• Semi-Nonparametric Estimation, with Applications to Duration Models and Auction Models

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Department of Economics, Penn State University, 608 kern Graduate Building, University Park, PA 16802-3306

Phone: (814) 865-1456                               Fax: (814) 863-4775