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José Machado (1989). "Model Selection: Consistency and Robustness Properties of the Schwarz Information Criterion for Generalized M-Estimation." Machado is currently on the faculty of the Department of Economics, Universidade Nova de Lisboa. The main results of his thesis appear in a 1993 paper in Econometric Theory. He has also published in the European Economic Review and in the Oxford Bulletin of Economics and Statistics.
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Pin Ng (1989). "On Estimating the Score Function and the Choice of Smoothing Parameter with Applications to Adaptive Estimation." Ng was an Assistant Professor at the University of Houston and is now joining the University of Illinois. The main results of his thesis appear in recent papers in SIAM Journal of Statistical Computing and Econometrics Reviews. He has also published in the ACM Transactions on Mathematical Software, Computational Statistics and Data Analysis, Journal of Statistical Computation and Simulation, Technological Forecasting and Social Change, and Biometrika.
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Beum-Jo Park (1992). "Quantile Regression and the Duration of Unemployment." Park is currently on the faculty of Department of Economics, Dankook University, Korea. The main results of his thesis have appeared in the Journal of Econometrics and in the Journal of Labor Economics.
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M.N. Hasan (1993). "Robust Testing for Unit Roots Based on Regression Rank Scores." Hasan is currently on the faculty of Department of Economics at Illinois State University. A paper based on his thesis research was published in Econometrica.
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Francisco Cribari-Neto (1994). "Finite-Sample Corrections to Asymptotically Chi-Squared Econometric Criteria." Cribari-Neto is currently on the economics faculty at Southern Illinois University; a portion of his thesis research has appeared in Biometrika. Other results from his dissertation appeared in Economics Letters, Communications in Statistics, and in two Econometric Reviews papers. He has also published in Computational Economics, Journal of Statistical Computation and Simulation, Statistics and Probability Letters, Journal of Statistical Planning and Inference, Brazilian Review of Probability and Statistics, Applied Economics, Quarterly Review of Economics and Finance, Brazilian Review of Econometrics.
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Yannis Bilias (1995). "Sequential Analysis of Duration models with Application to the Pennsylvania Unemployment Bonus Experiment." Bilias has been offered a CORE fellowship for 1995-96. He has a joint appointment with the departments of economics and statistics at Iowa State University. A portion of his thesis is forthcoming in the Annals of Statistics.
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Quanshui Zhao (1995, Statistics). "Estimation and Inference in Conditionally Heteroscedastic Models." The first part of Zhao's thesis has appeared in the Journal of Nonparametric Statistics, and the second part was published in Econometric Theory.
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Sangku Lee (1989). "Some Aspects of Modeling Conditional Heteroskedasticity." Currently on the faculty of the Department of Economics, Kyung Hee University, Seoul, Korea. The main results of his the
sis appeared in the Review of Economic Studies and in the Journal of Business and Economic Statistics.
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Matthew Higgins (1989). "Specification Tests for ARCH and Nonlinear ARCH Models." Currently on the faculty of the Department of Economics at Western Michigan University. The main results of his thesis appeared in the International Economic Review, Journal of Time Series Analysis and Econometric Reviews. He has also published in the Journal of Business and Economic Statistics, Journal of Economic Surveys, and International Economic Review.
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Mann Yoon (1991). "Model Specification Tests with Misspecified Alternatives: Some Robust and Simultaneous Approaches." Currently on the faculty of the Department of Economics and Statistics, California State University at Los Angeles. The main results of his thesis appeared in Econometric Theory and Econometric Reviews.
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Jae-Sun Roh (1992). "Time-Varying Hedge Ratio Estimation for Selected Agricultural Commodities and Products." Currently on the faculty of the Department of Agricultural Economics, Seoul National University, Korea. A part of his thesis is currently under review at the Journal of Empirical Finance. |
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Xiao-Lei Zuo (1992). "Specification Tests for Autoregressive Conditional Heteroskedastic Models with Applications to Exchange rates of Asian Countries." Currently in the faculty of the Department of Economics and Statistics, National University of Singapore. A part of her thesis will appear in the Journal of Statistical Planning and Inference.
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Totok Suprayitno (1992). "Some Applications of Minimum Norm Quadratic Unbiased Estimation and Eigenvalue-Based Test for Heteroskedasticity." Currently a Research Scientist, Office of Research and Development, Ministry of Education, Indonesia. A portion of his thesis is under review at the Journal of Econometrics.
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Sung-Sup Ra (1993). "Hypothesis Testing When a Nuisance Parameter is Not Identified Under the Null Hypothesis." Currently on the faculty of the Department of Economics, International Christian University, Tokyo, Japan. A paper based on his thesis is forthcoming in Econometric Reviews.
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Christos Agiakloglou (1992). "Experience in the Application of Unit Roots and Fractional Differentiating." Currently in the faculty of the Department of Economics, University of Piraeus, Greece. He has published papers from his thesis in the Journal of Time Series Analysis and Journal of the Royal Statistical Society. He has also published in Economics Letters and in the International Journal of Forecasting.
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John Miller (1994). "Time Series Analysis of Macroeconomic Constructs." He is currently employed at Lehmann Brothers, New York. His thesis work was published in the Journal of Time Series Analysis and in the Journal of Economics and Business Statistics. He has also published in the International Journal of Forecasting.
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Coffi Remy Noumon (1994). "State Dependent Models: Evidence of Nonlinearity." Noumon is in the faculty of the Department of Economics, National University of Benin.
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Luis Nunes (1994). Structural Change and Unit Roots. Currently in the faculty of the Department of Economics of the Universidade Nova de Lisboa. The main result of his thesis appear in a 1995 Econometric Theory paper. He has also published in Economics Letters.
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Andrew J. Buck (1977). Problems in Cross-section Time Series Models. Parts of his thesis have appeared in Economics Letters and Regional Science and Urban Economics. Andy is professor of economics at Temple University. In the recent past he has been director of the PhD program and chairman of the economics department.
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