Description
I am an econometrician, who devises new estimators and tests. The most widely cited paper is “Testing for Unit Roots in Heterogeneous Panels”, coauthored with Pesaran and Shin, which was ranked as the 9th most cited papers among all the papers published at the Journal of Econometrics which is the top field journal in the econometrics. I use Gauss for simulation, and SAS while I worked on the banking data. I developed the stress test (sort of conditional forecast) that is currently used at FDIC. I can provide all the supporting documents for this claim. Although “Testing for Unit Roots in Heterogeneous Panels” is most widely cited, the best paper that has more potential in the further development is “More Efficient Estimation Under Non-Normality When Additional Moments Do Not Depend On The Regressors, Using Residual-Augmented Least Squares” coauthored with Peter Schmidt.
