A time-dependent model of generator failures and recoveries captures correlated events and quantifies temperature dependence
Applied Energy Volume 253, (2019).
Joint with Sinnott Murphy and Jay Apt PDF
Bayesian Inference for ARFIMA Models
Journal of Time Series Analysis , doi:10.1111/jtsa.12443 (2019).
Joint with Garland Durham, John Geweke, Susan Porter-Hudak PDF
The Economics of Commercial Demand Response for Spinning Reserve
Energy Systems 9:1 3-23. (2018).
Joint with Michael Fisher and Jay Apt PDF
Resource adequacy risks to the bulk power system in North America
Applied Energy , 212:15, 1360-1376 (2017).
Joint with Sinnott Murphy, Jay Apt and John Moura PDF
Multimodality Adjusted p**-Formula and Confidence Regions
Econometric Theory (2017).
Joint with Kees Jan van Garderen PDF
Robust Resource Adequacy Planning in the Face of Coal Retirements
Energy Systems (2016).
Joint with Rodger Lueken and Jay Apt PDF
Forecasting Residential Air Conditioning Loads
Applied Energy, 132, 47-55 (2014).
Joint with Shira Horowitz and Brandon Mauch PDF
The Hawthorne Effect and Energy Awareness
Proceedings of the National Academy of Sciences of the United States of America, 110 (38) (2013).
Joint with Daniel Schwartz, Baruch Fischhoff and Tamar Krishnamurti PDF
Optimality for the Integrated Conditional Moment Test
Econometric Theory, Vol. 15, No. 5, (October 1999).
Joint with Wm. Brent Boning
Optimal Tests for Parameter Instability in the Generalize Method of Moments Framework
Econometrica, Vol. 64, No. 5 (September 1996). PDF
Fractional Integration with Drift: Estimation in Small Samples
Empirical Economics, 22:103-116 (1997).
Joint with Anthony Smith and Stanley E. Zin
Consumption: Innovation Persistence and the Excess Smoothness Debate
Applied Economics, 28:1245-1255 (1996).
Joint with Kerry Patterson
Maximum Likelihood Estimation of Fractionally Integrated Time Series Models
Journal of Econometrics, 52, (1992). PDF
Modeling Long Run Behavior with the Fractional ARIMA Model
Journal of Monetary Economics, 29:2, (April 1992). PDF
Evaluating Dimensionality in Spatial Voting Models
Mathematical and Computer Modeling, 16:8/9 (August/September 1992).
Joint with Keith Poole and Stephen Spear
On DeJong and Whiteman's Bayesian Inference for Unit Roots
Journal of Monetary Economics, 28:2 (October 1991).
The Fractional Unit Root Distribution
Econometrica, 58, (March 1990). PDF
The Asymptotic Distribution of the Ridge Estimator for Linear Instrumental Variables using K-fold Cross-Validation
Joint with Nandana Sengupta (December 2019)
The Empirical Saddlepoint Estimator
Joint with Benjamin Holcblat (November 2019)
Online Appendix PDF
The Ridge Path Estimator for Linear Instrumental Variables
Joint with Nandana Sengupta (November 2019)
Current Teaching AY 2019-2020
Previously taught courses