CURRICULUM VITAE

September 2010

PERSONAL

EDUCATION

POSITIONS HELD

REFEREED PUBLICATIONS

1. "A note on nonlinear models with integrated regressors and convergence order results". Jointly with Ling Hu. Forthcoming, Economics Letters.
   
   
2. "Dynamic censored regression and the Open Market Desk reaction function". Jointly with Ana Herrera. Forthcoming, Journal of Business and Economics Statistics. Full version
   
   
3. "Dynamic time series binary choice". Jointly with Tiemen Woutersen. Forthcoming, Econometric Theory.
   
   
4. "Son Preference and Gender Inequality". Jointly with Deepankar Basu. Demography 47, 2010, p. 521-536.
   
   
5. "A Note on Binary Choice Duration Models". Jointly with Deepankar Basu. Economics Letters 102, 2009, p. 17-18.
   
   
6. "Quasi-Maximum Likelihood Estimators For Spatial Dynamic Panel Data With Fixed Effects When Both n and T Are Large". Jointly with Jihai Yu and Lung-Fei Lee. Journal of Econometrics 146, 2008, p. 118-134.
   
   
7. "Exponential Functionals of Integrated Processes". Jointly with Jungick Lee. Economics Letters 100, 2008, p. 181-184 .
   
   
8. "Dynamic Multinomial Ordered Choice with an Application to the Estimation of Monetary Policy Rules". Jointly with Deepankar Basu. Studies in Nonlinear Dynamics and Econometrics 4, 2007, article 2.
   
   
9. "A robust version of the KPSS test, based on indicators". Jointly with C. Amsler and P. Schmidt. Journal of Econometrics 137, 2007, p. 311-333.
   
   
10. "Money demand function estimation by nonlinear cointegration". Jointly with Y. Bae. Journal of Applied Econometrics 22, 2007, p. 767-793.
    
    
11. "Further results on the asymptotics for nonlinear transformations of integrated time series". Jointly with Chien-Ho Wang. Econometric Theory 21, 2005, p. 413-430.
    
    
12. "Closest moment estimation under general conditions". Jointly with Chirok Han. Annales d'Economie et de Statistique 74, 2004, p. 1-13.
    
    
13. "Addendum to `Asymptotics for nonlinear transformations of integrated time series' ". Econometric Theory 20, 2004, p. 627-635.
    
    
14. "Consistency of the stationary bootstrap under weak moment conditions". Jointly with S. Gonçalves. Economics Letters 81, 2003, p. 273-278.
    
    
15. "Logarithmic spurious regressions". Economics Letters 81, 2003, p. 13-21.
    
    
16. "Spurious logarithms and the KPSS statistic". Jointly with P. Schmidt. Economics Letters 76, 2002, p. 383-391.
    
    
17. "A note on 'Convergence rates annd asymptotic normality for series estimators': uniform convergence rates". Journal of Econometrics 111, 2002, p. 1-9.
    
    
18. "Consistency of kernel variance estimators for sums of semiparametric linear processes''. Jointly with James Davidson. The Econometrics Journal 5, 2002, p.160-175.
    
    
19. "Nonlinear minimization estimators in the presence of cointegrating relations". Journal of Econometrics 110, 2002, p. 241-259.
    
    
20. "Properties of L_p-GMM estimators". Jointly with Chirok Han. Econometric Theory, 2002, volume 18, p. 491-504.
    
    
21. "Convergence of averages of scaled functions of I(1) linear processes". Economics Letters, 2001, volume 71, p. 27-33.
    
    
22. "Nonlinear estimation using estimated cointegrating relations''. Journal of Econometrics, 2001, volume 101, p. 109-122.
    
    
23. "The functional central limit theorem and weak convergence to stochastic integrals II: fractionally integrated processes''. Jointly with James Davidson. Econometric Theory, 2000, volume 16, p. 643-666.
    
    
24. "The functional central limit theorem and weak convergence to stochastic integrals I: weakly dependent processes''. Jointly with James Davidson. Econometric Theory, 2000, volume 16, p. 621-642.
    
    
25. "Consistency of kernel estimators of heteroskedastic and autocorrelated covariance matrices''. Jointly with James Davidson. Econometrica, 2000, volume 68, p. 407-424.
    
    
26. "A strong consistency proof for heteroscedasticity and autocorrelation consistent covariance matrix estimators''. Econometric Theory, 2000, volume 16, p. 262-267.
    
    
27. "Weak laws of large numbers for mixingales''. Annales d'Economie et de Statistiques, 1998, volume 51, p. 209-225.
    
    
28. "Uniform laws of large numbers and stochastic Lipschitz-continuity''. Journal of Econometrics, 1998, volume 86, p. 243-268.
    
    
29. "Strong laws for near epoch dependent functions of mixing processes: a synthesis of new results''. Jointly with James Davidson. Econometric Reviews, 1997, volume 16, p. 251-280.
    
    
30. "Central limit theorems for dependent heterogeneous random variables''. Econometric Theory, 1997, volume 13, p. 353-367.
    
    
31. "The Bierens test under data dependence''. Journal of Econometrics, 1996, volume 72, p. 1-32.
    
    
32. "A strong law of large numbers for triangular mixingale arrays''. Statistics and Probability Letters, 1996, volume 27, p. 1-9.
    
    
33. "Laws of large numbers for dependent heterogeneous processes''. Econometric Theory, 1995, volume 11, number 2, p. 347-358.
    
    
34. "On the limit behavior of a chi-square type test if the number of conditional moments tested approaches infinity''. Jointly with Herman Bierens. Econometric Theory, 1994, volume 10, number 1, p. 70-90.

WORK IN PROGRESS AND/OR SUBMITTED

1. "Nonstationary Censored Regression". Jointly with Ling Hu.
   
   
2. "Sums of exponentials of random walks". The results of this paper are now a special case of those in the paper below.
   
   
3. "Exponentials of unit root processes".
   
   
4. "Sums of exponentials of random walks with drift".
   
   
5. "Nonlinear time series models and weakly dependent innovations".
   
   
6. "Nonlinear regression with integrated regressors but without exogeneity".
   
   
7. "Correlation robust threshold unit root tests". Jointly with Youngsoo Bae and Chien-Ho Wang.
   

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