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Econometrics
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Chair; Robert R. Richards Professor of Economics
Latest News
- UW Hosts 2023 Econometrics and Optimal Transport Workshop (August 8, 2023)
- Professor Stephen Turnovsky Gives Invited Talk at Econometric Society Africa Meetings (June 20, 2016)
- Four New Faculty Members Join Department (March 15, 2016)
- Professor Pat Bajari Elected Econometric Society Fellow (November 10, 2015)
- Department Welcomes New Assistant Professor (October 1, 2015)
Events mentioning "Econometrics"
Research
- Yingyao Hu, Yuya Sasaki, Yi Xin, "Dynamic Discrete Choice Models with Incomplete Data: Sharp Identification", Journal of Econometrics, 2023.
- Griffith, Alan. 2022. "Name Your Friends but Only Five? The Importance of Censoring in Peer Effects Estimates using Social Network Data.” Journal of Labor Economics 40(4): 779-805.
- Jorge Andres Rivero, Pierluigi Vellucci, A solution for the greedy approximation of a step function with a waveform dictionary, Communications in Nonlinear Science and Numerical Simulation, 2022, 106890, ISSN 1007-5704, https://doi.org/10.1016/j.cnsns.2022.106890 [doi.org]
- Taisuke Otsu, Martin Pesendorfer, Yuya Sasaki, Yuya Takahashi, Estimation of (static or dynamic) games under equilibrium multiplicity, International Economic Review, 2021.
- Fan, Y., F. Han, W. Li, and X-H. Zhou (2020), "On Rank Estimators in Increasing Dimensions,” Journal of Econometrics 214, 379-412.
- Boudt, K., Galanos, A., Payseur, S., and Zivot, E. (2019) "Multivariate GARCH models for large-scale applications: A survey” in Handbook of Statistics 41: Conceptual Econometrics Using R, H. Vinodand C.R. Rao (ed), Elsevier, September 2019.
- Sequentially Adaptive Bayesian Learning Algorithms for Inference and Optimization. Garland Durham and John Geweke, 2015.
- Sequentially Adaptive Bayesian Learning for a Nonlinear Model of the Secular and Cyclical Behavior of US Real GDP. John Geweke, 2015.
- John Geweke. Current Trends in Bayesian Methodology with Applications (S.K. Upadhyay, U. Singh, D. K. Dey and A. Loganathan, eds.) CRC Press. Chapter 14, 289-312, 2015.
- Phillips, Peter C. B., and Ji Hyung Lee. "Limit Theory for VARs with Mixed Roots Near Unity." Econometric Reviews 34.6-10 (2015): 1034-055. Print.
- Geweke, J. & Petrella, L. 2014, 'Likelihood-based Inference for Regular Functions with Fractional Polynomial Approximations', Journal of Econometrics, vol. 183, no. 1, pp. 22-30.
- John Geweke and Bart Frischknecht, 2014. Exact Optimization by Means of Sequentially Adaptive Bayesian Learning
- Adaptive Sequential Posterior Simulators for Massively Parallel Computing Environments. Advances in Econometrics (Ivan Jeliazkov and Dale J. Poirier, eds.). Bayesian Model Comparison (Advances in Econometrics, Volume 34) Emerald Group Publishing Limited. Chapter 1, 1-44.
- Peter Fuleky and Eric Zivot, "Indirect Inference Based on the Score," The Econometrics Journal 17 (2014), 383-393.
- Yanqin Fan and Sang Soo Park, "Nonparametric Inference for Counterfactual Means: Bias-correction, Confidence Sets, and Weak IV," Journal of Econometrics 178 (2014), 45-56.
- Heng Chen, Yanqin Fan, and Jisong Wu, "A Flexible Parametric Approach to Estimating Switching Regime Models and Treatment Effect Parameters," Journal of Econometrics 181 (2014), 77-91.
- Yu-chin Chen , Stephen J. Turnovsky, and Eric Zivot, "Forecasting Inflation using Commodity Price Aggregates." Journal of Econometrics 183 (2014), 117-134.
- Yanqin Fan, Robert Sherman, and Matthew Shum. "Identifying Treatment Effects Under Data Combination." Econometrica 82 (2014), 811-22.
- Phillips, Peter C.B., and Ji Hyung Lee. "Predictive Regression under Various Degrees of Persistence and Robust Long-horizon Regression." Journal of Econometrics 177.2 (2013): 250-64. Print.
- Fan, Yanqin, Serge Darolles, Jean-Pierre Florens, and Eric Renault. "Nonparametric Instrumental Regression." Econometrica 79.5 (2011): 1541-565. Web.
- Dewatripont, M., Lars Peter. Hansen, and Stephen J. Turnovsky. Advances in Economics and Econometrics: Theory and Applications: Eighth World Congress. Cambridge, U.K.: Cambridge UP, 2003. Print.
- Atkinson, Scott E., and Robert Halvorsen. "Parametric Tests for Static and Dynamic Equilibrium." Journal of Econometrics 85.1 (1998): 33-50. Web.
- Fan, Y., X. Shi, and J. Tao (2022), "Partial Identification and Inference in Moment Models with Incomplete Data,” Forthcoming at Journal of Econometrics.
- Fan, Y. and M. Henry (2021), “Vector Copulas,” Forthcoming at Journal of Econometrics.
- Hendrik Wolff. "Imposing and Testing for Shape Restrictions in Flexible Parametric Models," Econometric Reviews (forthcoming)
- Ji Hyung Lee, "Predictive Quantile Regression with Persistent Covariates: IVX-QR Approach," accepted at Journal of Econometrics
- Griffith, Alan, and Jungyoun Kim. 2023. "The Impact of Missing Links on Linear Reduced-form Network-Based Peer Effects Estimates.” Working Paper.
- Griffith, Alan, and Sida Peng. 2023. "Identification of Network Structure in the Presence of Latent, Unobserved Factors: A New Result using Turán’s Theorem." Working Paper.
- Jorge Andres Rivero (2023). Unobserved Grouped Heteroskedasticity and Fixed Effects.
- Variable Productivity Heterogeneity from Farmer Skill Clusters: A case against misallocation in Uganda.
- Switching, Quitting, and Relapse: A Demand Model for Nicotine Products and Consumer Type-Heterogeneity
- “Price Discovery Share-An Order Invariant Measure of Price Discovery with Application to Exchange-Traded Funds,” with Sayed Galib Sultan. Working Paper, August 2020
- “Estimating the Dynamics of Price Discovery,” with Bingchen Yan. Working Paper, January 2010.
- Generalized Basis Expansions for the Method of Sieves
- Latent Groups with Many Heterogeneous Moments