Distinguished Professor of Economics
New Jersey Hall 203 |
My Ph.D. dissertation was an econometric model of the Big Three U.S. automobile companies. I also made econometric models of a macro economy (Canada), of U.S. automobile and Japanese steel industries, and a Japanese pharmaceutical company. After several years of econometric modeling, I shifted my main research and teaching interest to Bayesian econometric and statistical inference. I have been doing Bayesian econometrics for more than 30 years. My professional activities include associate editor for the Annals of the Institute of Statistical Mathematics and Communications in Statistics.
- “Kolmogorov-Smirnov, Fluctuation and Zg tests for convergence of Markov chain Monte Carlo draws,” Communications in Statistics, Simulation and Computations, (2008) with E. Goldman and E. Valieva).
- “Bayesian inference on the regression model following the exponential power distribution and unbiasedness of the LAD estimator,” Communications in Statistics, (2008).
- “Limited information Bayesian analysis of a simultaneous equation with autocorrelated error terms and its application to the U.S. gasoline market,” Journal of Econometrics, (2006), 133, 31-49 (with Stan Radchenko).
- “Bayesian, MLE, and GMM estimation of a spot rate model,” Communications in Statistics, (2005), 34, 2221-2233 (with X. Qian and R. Ashizawa).