Research

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Overview

My research has been, mostly, in the field of econometric theory, nonparametric econometrics in particular. I am interested in estimating and testing on functionals and operators that operate on random variables or random functions. I am also interested in applying econometrics to real-world problems in economics and finance.

Completed Papers

• "Functional Regression of Continuous State Distributions", with Joon Y. Park, forthcoming in Journal of Econometrics
• "Estimating Semiparametric Panel Data Models by Marginal Integration", with Le Wang, forthcoming in Journal of Econometrics
• "Bounded Stochastic Frontiers with an Application to the US Banking Industry: 1984-2009", with Pavlos Almanidis and Robin C. Sickles

Work in Progress

• "Autoregressive Modeling of Time-Varying Densities in Functional Space", with Joon Y. Park
• "Generalized Linear Regression with a Time-Varying Density Regressor", with Joon Y. Park

Last updated: Nov 18, 2008