CURRICULUM VITAE Stephen G. Donald April 2015
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1 ADDRESS: Department of Economics University of Texas at Austin Austin TX, U.S.A. Ph. (512) Fax. (512) CURRICULUM VITAE Stephen G. Donald April 2015 EDUCATION: B. Ec. (1 st Class Honours and University Medal): University of Sydney, AUSTRALIA, Ph. D. - Economics; University of British Columbia, Vancouver, B.C., CANADA, Nov AWARDS, FELLOWSHIPS AND GRANTS: Mellon Foundation Research Grant ($40,000), 2003 (with Daniel Hamermesh). National Science Foundation Research Grant ($220,271), Alfred P. Sloan Foundation, Research Fellow ($35,000), Neu Family Award for Excellence in Teaching in Economics, G.C. Archibald Research Prize (for excellence in research by a recent U.B.C. graduate), Killam Pre-Doctoral Fellowship (U.B.C.), Reserve Bank of Australia Cadetship, University Medal, Faculty of Economics, University of Sydney, University Blue, (Track and Field), University of Sydney, EMPLOYMENT HISTORY: Edward Everett Hale Centennial Professorship in Economics, 2008-present Patterson-Banister Chair in Economics Faculty Fellow, Richard J. Gonzalez Regents Chair Faculty Fellow, Professor, Department of Economics, University of Texas at Austin, Visiting Fellow, School of Economics, University of New South Wales July-Nov. 2000, Associate Professor, Department of Economics, Boston University, Senior Lecturer, Department of Econometrics, University of New South Wales Assistant Professor, Department of Economics, Boston University, Assistant Professor, Department of Economics, University of Florida, Economist, Research Department, Reserve Bank of Australia, TEACHING EXPERIENCE: Undergraduate: Economic Statistics, Econometrics, Applied Econometrics, Microeconomics Graduate: Statistics, Econometrics, Advanced Topics in Econometrics EDITORIAL WORK: Co-editor of Economics Letters May Associate Editor of Econometric Theory Jan Associate Editor of Journal of Econometric Methods, 2012 present.
2 PUBLICATIONS: "Inverse Probability Weighted Estimation of Local Average Treatment Effects: A Higher Order MSE Expansion" (with Yu-Chin Hsu and Robert Lieli (2014)) in Statistics and Probability Letters Vol. 95, pp "Testing the Unconfoundedness Assumption via Inverse Probability Weighted Estimators of (L)ATT" (with Yu-Chin Hsu and Robert Lieli) (2014) in Journal of Business and Economic Statistics, Vol. 32, 3, pp ``Improving the Power of Tests of Stochastic Dominance (with Yu-Chin Hsu) (2013) forthcoming in Econometric Reviews. ``Consistent Nonparametric Tests for Lorenz Dominance (with Garry F. Barrett and Debopam Bhattacharya) (2014) in Journal of Business and Economic Statistics, Vol. 32, 1, pp ``Estimation and Inference for Distribution Functions and Quantile Functions in Treatment Effect Models, (with Yu-Chin Hsu) (2014) in Journal of Econometrics, Vol. 178, pp `` An Analysis of the Impact of SSP on Wages (with Jeff Zabel and Saul Schwartz) (2013) in Empirical Economics, Vol. 44, 1, pp ``Incorporating Covariates into Measures of Welfare and Inequality: Methods and Applications (with Garry Barrett and Yu-Chin Hsu) (2011) in Econometrics Journal, Vol 15, 1, pp. C1-C30. ``A New Test for Linear Inequality Constraints When the Variance Covariance Matrix Depends on the Unknown Parameters" (with Yu-Chin Hsu) (2011) in Economics Letters Vol. 113, 3, pp ``Local and Global Rank Tests for Multivariate Varying Coefficient Models (with Natercia Fortuna and Vladas Pipiras) (2011) in Journal of Business and Economic Statistics Vol. 29, 2, ``An Econometric Analysis of the Impact of the Self-Sufficiency Project on Unemployment and Employment Durations (with Saul Schwartz and Jeff Zabel), (2010) in Canadian Journal of Economics, Vol. 43, pp ``Choosing the Number of Instruments in Conditional Moment Restriction Models (with Guido Imbens and Whitney Newey), Journal of Econometrics, Vol. 152, 2009, pp ``The Time and Timing Costs of Market Work, and their Implications for Retirement (with Dan Hamermesh) Economics Letters, Vol. 104, 3, 2009, pp ``Statistical Inference with Generalized Gini Indices of Inequality and Poverty (with Garry Barrett) Journal of Business and Economic Statistics Vol. 27, No. 1, 2009, pp
3 ``The Effect of College Curriculum on Earnings: Accounting for Non-Ignorable Non- Response Bias (with Daniel Hamermesh) Journal of Econometrics, Vol. 144, 2008, pp ``On Rank Estimation in Symmetric Matrices: the case of indefinite matrices (with Natercia Fortuna and Vladas Pipiras) Econometric Theory, Vol. 23, 2007, pp ``Inference with Difference in Differences in Panel Data (with Kevin Lang) Review of Economics and Statistics, Vol. 89, 2007, pp ``An Empirical Model of the Multi-Unit, Sequential Clock Auction'' (with H.J. Paarsch and J. Robert) Journal of Applied Econometrics, Vol. 21, 2006, pp ``Gender Discrimination in the American Economic Association, (with Daniel Hamermesh) American Economic Review, Vol. 96, 2006, pp ``Empirical Likelihood Estimation and Consistent Tests with Conditional Moment Restrictions (with Guido Imbens and Whitney Newey) Journal of Econometrics, Vol. 117, 2003, pp ``Consistent Tests for Stochastic Dominance (with Garry Barrett), Econometrica, Vol. 71, 2003, pp ``Superconsistent Estimation and Inference in Structural Econometric Models Using Extreme Order Statistics (with Harry J. Paarsch), Journal of Econometrics, Vol. 109, 2002, pp ``Choosing the Number of Instruments'', (with Whitney K. Newey), Econometrica, Vol. 69, 2001, pp ``Differences in Wage Distributions Between Canada and the United States: An Application of a Flexible Estimator of Distributions in the Presence of Covariates'',(with David Green and Harry Paarsch) Review of Economic Studies, Vol. 67, 2000, pp ``A Jackknife Interpretation of the Continuous Updating Estimator (with Whitney K. Newey), Economics Letters, Vol. 67, 2000, pp ``Inferring the Rank of a Matrix'', (with John G. Cragg), in Journal of Econometrics, Vol. 76, 1997, pp ``Inference Concerning the Number of Factors in a Multivariate Nonparametric Relationship'', in Econometrica, Vol. 65, 1997, pp ``Choosing Among Regulatory Options in the U.S. Telecommunications Industry'', (with David Sappington) in Journal of Regulatory Economics, Vol. 12, 1997, pp
4 ``On the Asymptotic Properties of LDU Based Tests for the Rank of a Matrix'', (with John G. Cragg) in Journal of the American Statistical Association, Vol. 91, 1996, pp ``Identification, Estimation and Testing in Parametric Empirical Models of Auctions Within the Independent Private Values Paradigm'' (with Harry J. Paarsch) in Econometric Theory, Vol. 12, 1996, pp ``Explaining the Choice Among Regulatory Plans in the U.S. Telecommunications Industry'', (with David Sappington) in Journal of Economics and Management Strategy, Vol. 4, 1995, pp ``Factor Analysis with Heteroskedasticity of Unknown Form'', (with John G. Cragg) in, Statistical Methods of Econometrics and Quantitative Econometrics: A Volume in Honour of C.R. Rao edited by G.S. Maddala, P.C.B. Phillips and T.N. Srinivasan, 1995, pp ``Two Step Estimation of Heteroskedastic Sample Selection Models'', in Journal of Econometrics, Vol. 65, 1995, pp ``Series Estimation of Semilinear Models'', (with Whitney K. Newey), in Journal of Multivariate Analysis, Vol. 50, 1994, ``Piecewise Pseudo Maximum Likelihood Estimation in Empirical Models of Auctions'', (with Harry J. Paarsch), in International Economic Review, Vol. 34, 1993, pp ``Testing Identifiability and Specification in Instrumental Variables Models'', (with John G. Cragg), in Econometric Theory, Vol. 9, 1993, pp ``Identifying Outliers and Influential Observations in Econometric Models'', (with G.S. Maddala), in Handbook of Statistics: Volume 11: Econometrics,1993 edited by G.S. Maddala, C.R. Rao and H.D. Vinod. ``A Simple Consistent Specification Test'', in Economics Letters Vol. 41, 1993, ``A note on the estimation of limited dependent variable models under rational expectations'', (with G.S. Maddala) Economics Letters Vol. 38, 1992, pp (Reprinted in Econometric methods and applications. Volume 2. Economists of the Twentieth Century series, Aldershot, U.K.: Elgar; distributed in the U.S. by Ashgate, Brookfield, Vt., 1994, pages ) ``Exchange Rate Regimes and the Volatility of Financial Prices: The Australian Case'', (with Robert G. Trevor), Supplement to the Economic Record, Vol. 62, 1986, pp BOOK REVIEWS: A review of ``Estimation, Inference and Specification Analysis'' by Halbert White, in Journal of Economic Literature, June 1996 pp
5 WORKING PAPERS: ``Consistent Tests for Poverty Dominance Relations (2015) (with Garry Barrett and Yu- Chin Hsu). Revision resubmitted to Journal of Econometrics. ``On Estimating the Rank of a Semi-Definite Matrices (2014) with Natercia Fortuna and Vladas Pipiras. Submitted to Econometric Reviews ``GMM Estimation of Models with Missing Data. (2013) (with Jason Abrevaya). Submitted. ``Tests of Overidentifying Restrictions in Unidentified Models'' (with John G. Cragg, Giovanni Forchini), (latest version 2010) under revision for Econometric Theory. WORK IN PROGRESS: ``Semiparametric Estimation of Conditional Concentration Curves with Garry Barrett and Harry Paarsch. ``Matrix rank estimation and reduced rank matrix estimators through GMM and GEL with Natercia Fortuna. ``Lack of Identification Diagnostics in GMM Contexts with Yu Chin Hsu. ``Econometrics of Plausible Values in the Estimation of Effect of Cogntive Skills on Earnings, with Garry Barrett. REFEREEING: American Economic Review, Econometrica, The Quarterly Journal of Economics, Biometrika, Journal of Econometrics, Econometric Theory, Journal of Business and Economic Statistics, Review of Economics and Statistics, National Science Foundation, Economic Inquiry, Econometric Reviews, Economics Letters, The Econometrics Journal, Journal of Human Resources, IEEE Journals. PHD STUDENT SUPERVISION (PRIMARY ADVISOR ONLY, WITH INITIAL PLACEMENT): Natercia Fortuna (University of Porto) (Boston U. Graduate) Shih-Chang (Eric) Lin (National Tsing Hua University, Taiwan) Yu-Chin Hsu (University of Missouri, current Academica Sinica, Tawan) Shu Shen (University of California, Davis)
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