
919-966-5343
919-966-4986 fax
919-966-2383 messages
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.