Welcome!

Full Professor of Economics at the University of Tennessee.

Research Interest

I am an Econometrician with primary interest in economic forecasting, quantile regression and applied microeconomics.

Selected Papers

Out-of-sample Return Predictability: a Quantile Combination Approach (Journal of Applied Econometrics), with Fanning Meng PDF ​

Constructing Optimal Density Forecasts from Point Forecast Combinations (Journal of Applied Econometrics), with Wagner Gaglianone PDF

Estimation of Censored Quantile Regression for Panel Data with Fixed Effects (Journal of the American Statistical Association), with A. Galvao and C. Lamarche PDF

Constructing Density Forecasts from Quantile Regressions (Journal of Money, Credit and Banking), with W. Gaglianone PDF

Evaluating Value-at-Risk Models via Quantile Regressions (Journal of Business & Economic Statistics), with W. Gaglianone, O. Linton and D. Smith PDF

A Panel Data Approach to Economic Forecasting: the bias-corrected average forecast (Journal of Econometrics), with Joao Issler PDF