View Vita
Job Title(s)
Associate Professor of Economics
Education
Michigan State University, Ph.D., 1990
Research Areas
Econometrics, Asset Pricing Models, Factor Models
Recent Consulting
Current Projects
Academic Positions Held
Arizona State University: 1990-present.
Career and Recent Professional Awards; Teaching Awards
Professional Leadership
Corporate and Public Sector Leadership
Representative Publications
“Eigenvalue Ratio Test for the Number of Factors,” forthcoming in Econometrica.
“Two-Pass Estimation of Risk Premiums with Multicollinear and Near-Invariant Betas,” forthcoming in Journal of Empirical Finance.
“Robust Two-Pass Cross-section Regression: A Minimum Distance Approach,” Journal of Financial Econometrics, 2012.
ASU is a tier 1 research university and W. P. Carey is proud of its strong tradition of teaching and classroom excellence. Our students directly benefit from the research and theories our faculty brings into the classroom. Below is a list of courses being taught during the current semester by this faculty member. Click a course to view it in the ASU course catalog.
ECN 425 - Introduction to Econometrics
Elements of regression analysis: estimation, hypothesis tests, prediction. Emphasizes use of econometric results in assessment of economic theories.
ECN 791 - Seminar
A small class emphasizing discussion, presentations by students, and written research papers.
