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Bryan W. Brown Baker Hall 240 |
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| FIELDS: | Econometric Theory, Economic Forecasting, Applied Econometrics. |
| EDUCATION: | Ph.D., Economics, University of Pennsylvania, 1977 |
| M.A., Economics, Texas Tech University, 1972 | |
| B.A., Economics, Texas Tech University, 1969 | |
| CURRENT RESEARCH: | Specification, estimation, and prediction in nonlinear models; estimation end inference in random optimization models; and modeling and testing efficiency of forward exchange rates. |
| SELECTED PUBLICATIONS: | "Efficient Semiparametric Estimation
of Expectations," (with W. Newey), Econometrica, Vol. 66,
No 2, (March, 1998).
"Simulation Variance Reduction for Bootstrapping," in R. Mariano, T. Schuermann, and M. Weeks (eds.), Simulation-Based Econometrics: Methods and Applications, New York: Cambridge University Press (1997). "Reduced Variance Prediction in Nonlinear Simultaneous Systems," (with R.S. Mariano), in R. Mariano (ed.), Advances in Statistical Computing, London: JAI Press, (1997). "Heteroskedasticity in the Presence of Serial Correlation, a Monte Carlo Study," International Economic Review 36, (August 1995) 752-767, with A. Ligeralde. "Band Covariance Matrix Estimation Using Restricted Residuals: A Monte Carlo Study," (with Antonio Ligeralde), International Economic Review, Vol. 36, No. 3, August 1995, 752-767. "Stochastic Specification in Random Production Models of Cost-Minimizing Firms," (with M. B. Walker), Journal of Econometrics, Vol. 66, 1995, 175-205. Econometric Inference Using Simulation Techniques, (co-editor with A. Monfort and H. van Dijk), New York: John Wiley, 1995. "Stochastic Simulation for Inference in Nonlinear Errors-in-Variables," (with R.S. Mariano), in Handbook of Statistics, Vol. II, 1993, 611-627. "Predictors in Dynamic Nonlinear Models: Large-Sample Behavior," (with R.S. Mariano), Econometric Theory, Vol. 5, No. 3, December 1989. "The Random Utility Hypothesis and Inference in Demand Systems," (with M. B. Walker), Econometrica, Vol. 57, No. 3, June 1989. "Residual-Based Stochastic Prediction in Nonlinear Simultaneous Systems," (with R.S. Mariano), Econometrica, Vol. 52, No. 2, March 1984. "The Identification Problem in Systems Nonlinear in the Variables," Econometrica, Vol. 51, No. 1, January 1983. "Asymptotic Behavior of Predictors in a Nonlinear Simultaneous Equations System," (with R.S. Mariano), International Economic Review, Vol. 24, No. 3, October 1983. "What Do Economists Know? An Empirical Study of Experts' Expectations," (with Shlomo Maital), Econometrica, Vol. 49, No. 2, March 1981. |
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Faculty
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