| Advisor: Yuichi
Kitamura Office: 7436 Social Science Phone: 262-8910 Office Hours: by appointment Email: ykitamur@ssc.wisc.edu |
Associate Professor, Department of
Economics |
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| Publications & Research | ||||||
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"Empirical Likelihood Methods with Weakly Dependent Processes," Annals of Statistics 25, 2084-2102, October 1997. "An Information-Theoretic Alternative to Generalized Method of Moments Estimation," with M. Stutzer, Econometrica 65, 861-874, July 1997. "Fully Modified IV, GIVE and GMM Estimation with Possibly Nonstationary Regressors and Instruments," with P.C.B. Phillips, Journal of Econometrics, 80, 85-123,September, 1997. Research in Progress: time series econometrics, nonparametric methods, misspecified models |
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