C. Alan Bester Assistant Professor of
Econometrics and Statistics The University of
Chicago Booth School of Business 5807 South Woodlawn Ave Chicago, IL 60637 Business
Statistics Course Website Areas of Interest:
Panel Data and Time Series
Econometrics
Working
Papers
Fixed-b
Asymptotics for Spatially Dependent Robust Nonparametric Covariance Matrix
Estimators
September
2008, with Tim Conley, Christian Hansen, and Tim Vogelsang
Inference for
Dependent Data Using Cluster Covariance Estimators
February
2008, with Timothy Conley and Christian Hansen
Flexible
Correlated Random Effects Estimation in Panel Models with Unobserved
Heterogeneity
December
2007, with Christian Hansen
The Success
Probability and Synergies of a Tender Offer via Stock and Options Prices
September
2007, with Victor Martinez and Ioanid Rosu
Frequentist Bias
Reduction via Bayesian Priors
May
2007, with Christian Hansen
Random Field and Affine Models for
Interest Rates: An Empirical Comparison
November
2007
Refereed
Publications
Identification of
Marginal Effects in a Nonparametric Correlated Random Effects Model,
With Christian Hansen, Journal of Business and
Economic Statistics, forthcoming.
A Penalty Function Approach
to Bias Correction in Nonlinear Panel Data Models with Fixed Effects
With Christian Hansen, Journal of Business and
Economic Statistics, forthcoming.
Multicointegration
and Sustainability of Fiscal Practices
With Lori
Leachman, Guillermo Rosas, and Peter Lange, Economic Inquiry 43 (2), 1-13,
2005.
The Political
Economy of Budget Deficits
With Lori
Leachman, Guillermo Rosas, and Peter Lange, Economics & Politics 19 (3),
369-420, 2007.