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Gardner 200G

e-mail:
jbhill@email.unc.edu

web site:
www.unc.edu/~jbhill

Jonathan Hill

Visiting Assistant Professor
University of Colorado - Boulder
Time Series Econometrics, Econometric Theory

 

Jonathan Hill received his Ph.D. in economics from the University of Colorado at Boulder in 2001. His research focus is primarily in extreme value theory and regression model specification testing. EVT topics include invariance principles, tail shape estimation, and tail dependence characterization and estimation each for non-iid data. Key ideas center on new concepts of tail dependence and heterogeneity, and robust techniques for selecting the sample tail fractile. Applications include extremal contagion and serial extremal dependence analyses of asset and exchange rate returns, and extreme temperature fluctuations. His interest in specification testing lies in characterizing simple nuisance parameter subspaces on which tests are known to be consistent, and generating new classes of revealing test weights, including weights that never fail to reveal mis-specification under any condition.

His published and accepted works appear in the Canadian Journal of Statistics, Journal of Applied Econometrics, and Journal of Econometrics, with multiple invited revisions for publication in Econometric Theory and Journal of Statistical Planning and Inference.