This website exists to encourage discussion about any manner of things, academic or otherwise. If this site has a bias, it is likely towards open and free computing technology that streamlines workflow, particularly tools for pursuing reproducible research. One difference between this site and my primary academic website is the presence of a blog that presents a forum for further discussion in the public sphere.
If you are searching for working papers, information about R packages or textbooks that I have authored, a current curriculum vitae, course information and the like, kindly visit my primary McMaster academic website.
To receive blog updates from this site, you can subscribe using an RSS feed reader by simply adding the URL for this site to your RSS feed (I use feedly).
About Me
I am a Professor in the Department of Economics and a Professor in the Graduate Program in Statistics in the Department of Mathematics and Statistics at McMaster University, which is located in Southern Ontario, Canada. I occupy the Senator William McMaster Chair in Econometrics and am a Fellow of the Journal of Econometrics. I have held previous appointments at Syracuse University, the University of South Florida, the University of California San Diego (two-year visiting appointment), and York University.
My research interests include nonparametric estimation and inference, shape constrained estimation, cross-validatory model selection, frequentist model averaging, nonparametric instrumental methods, and entropy-based measures of dependence and their statistical underpinnings. I am also interested in parallel distributed computing paradigms and their application to computationally intensive nonparametric estimators.
I am currently serving as an Associate Editor for the journal Econometric Reviews.
