Econometrics has been defined as the branch of economics that gives empirical content to economic relations, by applying mathematics, statistics, and computer science to economic decisions.
Featured faculty research:
“Bonferroni -Based Size-Correction for Nonstandard Testing Problems”, under revision for Econometrica. (Revise and resubmit)
“Heavy Tail Robust Frequency Domain Estimation” with Jonathan B. Hill. Working Paper, 2014.
“Semiparametric Inference in Dynamic Binary Choice Models” with Xun Tang, Review of Economic Studies, Volume 81, Issue 3, 2014, pp. 1229-1262.
“Bayesian Regression with Nonparametric Heteroskedasticity” resubmitted to Journal of Econometrics.
“Shrinkage of Variance for Minimum Distance Based Tests" with S. Chaudhuri, Econometric Reviews, October 2014.
"Maximization by Parts in Extremum Estimation"with Y. Fan and Sergio Pastorello, accepted up to editorial revisions in The Econometrics Journal.
“Entropic Latent Variable Integration via Simulation”, Econometrica, 82(1), pp. 345-386, 2014.
“Identification and Estimation of Nonseparable Models with Measurement Errors” with S. Song, and H. White. Revised and Resubmitted at Quantitative Economics.