Department of Economics

Curriculum Vitae

Areas of Interest:

• Econometrics 
• Applied Micro Economics
• Industrial Organization

Recent Publications:

“A Central Limit Theorem for Endogenous Locations and Complex Spatial Interactions,” forthcoming in the Journal of Econometrics (with Lihong Shen and Margaret Slade).

“Semi–structural models of advertising competition,” forthcoming in the Journal of Applied Econometrics (with Margaret Slade).

“Dynamic Spatial Probit with Fixed Effects using One Step GMM: an Application to Mine Operating Decisions,” Spatial Economic Analysis 1, 31–52. (with Lihong Shen and Margaret Slade).

“The Affiliation Effect in First–Price Auctions,” Econometrica 73, pp. 263–277 (with Guofu Tan).

“The Affiliation Effect in First–Price Auctions: supplementary material,” Econometrica: supplementary material. (with Guofu Tan).

“Merger Simulation Analysis: an academic perspective,” in “Modelling European Mergers: Theory, Competition Policy and Case Studies,” P.A.G. van Bergeijk and E. Kloosterhuis eds., Edward Elgar: Cheltenham, U.K. (with Eric van Damme).

“Mergers, Brand Competition and the Price of a Pint,” European Economic Review 48, 617–643.

“Moran-Flavoured Tests with Nuisance Parameters: Examples,” in New Advances in Spatial Econometrics, Luc Anselin and Raymond Florax eds. (Springer,
New York)

“Empirical Implications of Equilibrium Bidding in First Price Common Value Auctions,” Review of Economic Studies 70–1, 242, pp. 115–146. (with Ken Hendricks and Rob Porter)

“Spatial Price Competition: a Semiparametric Approach,” Econometrica, 70–3, 1111–1153. (with Margaret Slade and Craig Brett).

“The Determinants of Municipal Tax Rates in British Columbia,” Canadian Journal of Economics, 33, 695-714. (with Craig Brett)

“Nonparametric two-step regression estimation when regressors and error are dependent,” Canadian Journal of Statistics, 28, 289-300.

“Contracting in Space: an Application of Spatial Statistics to the Discrete Choice Model,” Journal of Econometrics, 85, 125-154. (with Margaret Slade)

“A Consistent Nonparametric Test for Serial Independence,” Journal of Econometrics, 84, 205-232.

“Those Taxes are all over the Map: a Test of Spatial Independence of Municipal Property Tax Rates in British Columbia,” International Regional Science Review, 20, 131-151. (with Craig Brett)

“Pooling Nonparametric Estimates of Regression Functions with a Similar Shape,” in Statistical Methods of Econometrics and Quantitative Economics: A Volume in Honour of C.R. Rao, G.S. Maddala, P.C.B. Phillips and T.N. Srinivisan, eds., 172-197. (with Peter Robinson)

“On the Computation of Semiparametric Estimates of Limited Dependent Variable Models,” Journal of Econometrics 58, 185-205.

Research in Progress:

• “Efficient multivariate quantile regression estimation,” (with Sung Jae Jun).
• “Weak Identification and Conditional Moment Conditions,” (with Sung Jae Jun).
• “Adding regressors to obtain efficiency,” (with Sung Jae Jun)
• “Heteroskedasticity Correction and Dimension Reduction,”.
• “The Size of the Affiliation Effect,” work in progress (with Haewon Byun).
• “Nonparametric Regression Estimation using Weak Separability,”
• “Nonparametric Misspecification Testing”
• “Asymptotic Properties of Moran and Related Tests and a Test for Spatial Correlation
  in Probit Models.”
• "Nonparametric Heteroskedasticity Correlation when the Number of Conditioning Variables is Small."

**********

Faculty Directory -- Department Home Page

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

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