I will be available for interviews during the AEA meeting in Jan, 2010  (Atlanta, GA).
Please contact me if you are interested in scheduling an interview.

Selected Working Paper:
Model Selection Testing for Diffusion Processes with Applications to Interest Rate and Exchange Rate Models (with M. Jeong and Joon Y. Park).

Curriculum Vitae

articles

Improving Robust Model Selection Tests for Dynamic Models (with N. Kiefer), forthcoming in the Econometrics Journal.
Development and Validation of Credit Scoring Models (with D. Glennon, E. Larson, and N. Kiefer),  Journal of Credit Risk, 4(3), 41-101, 2008.
Robust Nonnested Testing and Demand for Money (with N. Kiefer), Journal of Business & Economic Statistics, 26, pp. 9-17, 2008.
Software Evaluation: EasyReg International (with N. Kiefer), International Journal of Forecasting, 21, pp. 609-616, 2005.

RESEARCH

Econometrics and Time Series:
Model selection, Diffusions, Robust inference with misspecified models, Differential geometrical methods in statistics / statistical curvature.

Financial economics:
Decision/game theory, Banking system and Basel II, Credit risk modeling and risk management, Empirical finance, Forecasting, Asset pricing.

Applied econometrics:
International finance, Macroeconomics, Industrial organization, Health economics, Labor economics.

Teaching

Links