Research Interests:

Econometrics; Applied Econometrics; Labor; Duration Models; Financial Econometrics.

Working Papers:

IV Estimation with Heteroscedasticity and Many Instruments (Hausman, Newey, Woutersen , Chao, and Swanson)

Estimating a Semi-Parametric Duration Model without Specifying Heterogeneity (with Jerry A. Hausman)[WP525]

Dynamic Time Series Binary Choice (with Robert de Jong)[WP538], Forthcoming in Econometric Theory

Calorie restriction and aging: stochastic variation is unnecessary (with Arthur Robson)

Work in progress:

Estimating the hand of the past: New Estimators for Duration Models with Endogenous Regressors and Endogenous Censoring.

Method of Moments Estimation of Duration Models with Exogenous and Endogenous Regressors (with Geert Ridder)

Teaching:

Econ 334: Econometrics