DEPARTMENT OF ECONOMICS
Address: 4400 Vestal Parkway E, P.O. Box 6000, Binghamton, NY 13902
Phone: (607) 777-7356 Fax: (607) 777-2681
Selected Working Paper:
Click here for C.V.
An Asymptotic Analysis of Likelihood-Based Diffusion Model Selection Using High Frequency Data (with M. Jeong and Joon Y. Park), Journal of Econometrics, 178 (3), 539-557, 2014.
Geometry of the Log-Likelihood Ratio Statistic in Misspecified Models (with N. Kiefer), Journal of Statistical Planning and Inference, 141 (6), 2091-2099, 2011.
Improving Robust Model Selection Tests for Dynamic Models (with N. Kiefer), Econometrics Journal, 13(2), 177-204, 2010.
Development and Validation of Credit Scoring Models (with D. Glennon, E. Larson, and N. Kiefer), Journal of Credit Risk, 4(3), 41-101, 2008.
Robust Nonnested Testing and Demand for Money (with N. Kiefer), Journal of Business & Economic Statistics, 26, pp. 9-17, 2008.
Software Evaluation: EasyReg International (with N. Kiefer), International Journal of Forecasting, 21, pp. 609-616, 2005.
Model selection; Diffusions; Robust inference with misspecified models; Bayesian methods; Forecasting; Statistical curvature and differential geometrical methods in statistics.
Credit risk; Macro-finance; Banking system and Basel Accords; Real estate markets; Asset pricing.
Health economics; Behavioral economics.
ECON615 Graduate Economic Statistics