Publications
The Empirical Saddlepoint Estimator
Electronic Journal of Statistics (2022).
Joint with Benjamin Holcblat PDF
Inference for the Linear IV Model Ridge Estimator Using Training and Test Samples
Stats Volume 4(3), (2021).
Joint with Nandana Sengupta PDF
On the Asymptotic Distribution of Ridge Regression Estimators Using Training and Test Samples
Econometrics Volume 8(4), (2020).
Joint with Nandana Sengupta PDF
A time-dependent model of generator failures and recoveries captures correlated events and quantifies temperature dependence
Applied Energy Volume 253, (2019).
Joint with Sinnott Murphy and Jay Apt PDF
Bayesian Inference for ARFIMA Models
Journal of Time Series Analysis , doi:10.1111/jtsa.12443 (2019).
Joint with Garland Durham, John Geweke, Susan Porter-Hudak PDF
The Economics of Commercial Demand Response for Spinning Reserve
Energy Systems 9:1 3-23. (2018).
Joint with Michael Fisher and Jay Apt PDF
Resource adequacy risks to the bulk power system in North America
Applied Energy , 212:15, 1360-1376 (2017).
Joint with Sinnott Murphy, Jay Apt and John Moura PDF
Multimodality Adjusted p**-Formula and Confidence Regions
Econometric Theory (2017).
Joint with Kees Jan van Garderen PDF
Robust Resource Adequacy Planning in the Face of Coal Retirements
Energy Systems (2016).
Joint with Rodger Lueken and Jay Apt PDF
Forecasting Residential Air Conditioning Loads
Applied Energy, 132, 47-55 (2014).
Joint with Shira Horowitz and Brandon Mauch PDF
The Hawthorne Effect and Energy Awareness
Proceedings of the National Academy of Sciences of the United States of America, 110 (38) (2013).
Joint with Daniel Schwartz, Baruch Fischhoff and Tamar Krishnamurti PDF
Optimality for the Integrated Conditional Moment Test
Econometric Theory, Vol. 15, No. 5, (October 1999).
Joint with Wm. Brent Boning
Optimal Tests for Parameter Instability in the Generalize Method of Moments Framework
Econometrica, Vol. 64, No. 5 (September 1996). PDF
Fractional Integration with Drift: Estimation in Small Samples
Empirical Economics, 22:103-116 (1997).
Joint with Anthony Smith and Stanley E. Zin
Consumption: Innovation Persistence and the Excess Smoothness Debate
Applied Economics, 28:1245-1255 (1996).
Joint with Kerry Patterson
Maximum Likelihood Estimation of Fractionally Integrated Time Series Models
Journal of Econometrics, 52, (1992). PDF
Modeling Long Run Behavior with the Fractional ARIMA Model
Journal of Monetary Economics, 29:2, (April 1992). PDF
Evaluating Dimensionality in Spatial Voting Models
Mathematical and Computer Modeling, 16:8/9 (August/September 1992).
Joint with Keith Poole and Stephen Spear
On DeJong and Whiteman's Bayesian Inference for Unit Roots
Journal of Monetary Economics, 28:2 (October 1991).
The Fractional Unit Root Distribution
Econometrica, 58, (March 1990). PDF
Working Papers
Forest Fires: Why The Large Year-to-Year Variation in Forests Burned?
Joint with Jay Apt and Dennis Epple (2024)
Generalized ESP Estimators
Joint with Ali Atabaigi and Benjamin Holcblat (Oct 2023)
The Asymptotic Distribution of the Ridge Estimator for Linear Instrumental Variables using K-fold Cross-Validation
Joint with Nandana Sengupta (June 2023)
Teaching
Current Teaching AY 2023-2024
- PhD 47-811 Econometrics One
- MBA 45-710 Managerial Economics
- MBA 45-911 Statistical Models for Management and Control – Causal Inference
Previously taught courses
- Executive Education
- Quantitative Risk Management for Retail Leaders
- Vector Autoregression (VAR) Short Course
- PhD
- Econometrics I
- Econometrics II
- Time Series Models
- Estimation of Continuous Time Models
- Topics in Econometrics
- MBA
- Statistical Models for Management and Control – Causal Inference
- Managerial Economics
- Options
- Statistics for Manufacturing
- Business Forecasting with Time Series Models
- Introduction to Statistical Inference
- MS Business Analytics
- Statistical Foundations of Business Analytics
- MS Computation Finance
- Derivative Securities: Theory and Mathematical Models
- Estimation of Continuous Time Models in Finance
- MS Electronic Commerce
- Managerial Economics
- Undergraduate
- Introduction to Microeconomics
- Introduction to Statistical Inference