Economic models often involve non-separability between observed and unobserved<br/> heterogeneous characteristics of economic agents. This dissertation presents methods<br/> of identification, estimation, and inference of nonparametric …
This dissertation examines the modeling of latent variables in economics in a variety of settings. The first two chapters contribute to the growing body of …
This dissertation studies the use of information in Econometrics and as a tool for effort motivation. Chapter 1 considers the question of whether there exist …
This dissertation tackles demand estimation in a big-data context from multiple perspectives. Chapter 1 (“Model Selection and Estimation with the Constrained Adaptive Elastic Net”) proposes …
This dissertation examines several standard testing problems under the nonstandard condition that the true parameter vector is near or at the boundary of the parameter …
The dissertation consists of three papers in Bayesian econometrics. In Chapter 1, "Asymptotic Properties of Bayesian Inference in Linear Regression with a Structural Break", we …