Details

Name

Eric Renault

Position

Professor

Title

Phone

(401) 863-3519

Office

Robinson Hall 212

Office Hours

Thurs. 3:00-4:30

Email

Eric_Renault@brown.edu

Webpage

Advising

#

Administrative Duties

Specialization

Econometrics, Financial Economics, Time Series

Selected Publications

“Nonparametric Instrumental Regression,” with S. Darolles,Y. Fan and J.P. Florens, Econometrica, September 2011.
“Efficient Derivative Pricing by Extended Method of Moments,” with C. Gourieroux and P. Gagliardin), Econometrica, July 2011.
“State Dependence in Fundamentals and Preferences Explains Risk-Aversion Puzzle,” with F. Chabi-Yo and R. Garcia, Review of Financial Studies, April 2008.
“Indirect Inference and Calibration of Dynamic Stochastic General Equilibrium Models,” with R. Dridi and A. Guay, Journal of Econometrics, February 2007.
“Linear Inverse Problems in Structural Econometrics: Estimation based on spectral decomposition and regularization,” with M. Carrasco and J.P.Florens, Handbook of Econometrics, Vol. 6B, J Heckman (ed.), North Holland, 2007.

Additional Information