Andriy Norets

Associate Professor
Economics Department
University of Illinois at Urbana-Champaign

Emailanorets@illinois.edu
Office 109 David Kinley Hall

CV: pdf


Working Papers

  1. "Credibility of Confidence Sets in Nonstandard Econometric Problems," pdf, with Ulrich Mueller, a considerably shorter version pdf.
  2. "Bayesian Regression with Nonparametric Heteroskedasticity," pdf.
  3. "Implementation of Bayesian Inference in Dynamic Discrete Choice Models," pdf.
  4. "MCMC Estimation of a Finite Beta Mixture," pdf, Matlab code, with Xun Tang.

Published and Forthcoming Papers

  1. "Semiparametric Inference in Dynamic Binary Choice Models," pdf, with Xun Tang, accepted by the Review of Economic Studies. An extension to dynamic multinomial choice models is here: pdf.
  2. "Posterior Consistency in Conditional Density Estimation by Covariate Dependent Mixtures," pdf, with Justinas Pelenis, accepted by Econometric Theory, link to replication code for simulation exercises.
  3. "On the Surjectivity of the Mapping between Utilities and Choice Probabilities," pdf, with Satoru Takahashi, 2013, Quantitative Economics, Volume 4, Issue 1, pages 149-155.
  4. "Bayesian Modeling of Joint and Conditional Distributions," pdf, with Justinas Pelenis, 2012, Journal of Econometrics, Volume 168, Issue 2, pages 332-346, web appendix.
  5. "Estimation of Dynamic Discrete Choice Models Using Artificial Neural Network Approximations," pdf, 2012, Econometric Reviews, Volume 31, Issue 1, pages 84-106.
  6. "Approximation of Conditional Densities by Smooth Mixtures of Regressions," pdf, 2010, Annals of Statistics, 38(3), pages 1733-1766.
  7. "Continuity and Differentiability of Expected Value Functions in Dynamic Discrete Choice Models," pdf, 2010, Quantitative Economics 1, pages 305-322.
  8. "Inference in Dynamic Discrete Choice Models with Serially Correlated Unobserved State Variables," pdf, 2009, Econometrica, Volume 77, Issue 5, pages 1665-1682. Web Supplement with proofs: pdf.

Teaching