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Full Professor of Economics at the University of Tennessee.
I am an Econometrician with primary interest in economic forecasting, quantile regression and applied microeconomics.
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