HOME PAGE

 

image002

Home Page of Jonathan B. Hill

Associate Professor of Economics

University of North Carolina – Chapel Hill

CV (pdf)

Published Papers

Working Papers

Papers on SSRN

Software

Recent Talks

Courses Taught

 

LINKS

 

SLIDES FROM RECENT TALKS

 

 

Tail and Non-Tail Memory with Applications to Random Volatility

Central Limit Theory for Kernel Self-Normalized Tail-Trimmed Sums

Generalized Method of Moments with Tail Trimming

Moment Condition Tests for Heavy-Tailed Time Series

Heavy-Tail and Plug-In Robust Consistent Conditional Moment Test of

Functional Form

Robust M-Estimation for Heavy Tailed Nonlinear AR-GARCH

 

___________________________________________________________________________

 

 

E'metrics Workshops

Triangle Workshop

UNC Workshop

 

Software

Gauss Code List

Gauss Links

 

Econometrics Links

Econometrics Links

Econometrics Books

Resources for Students

Resources on the Net

Texts and Notes

Resources E'metrics and Fin.

Econometrics Texts

Econometricians

 

Data Sources

Data Links

 

Research Resources

Web of Science

JSTOR

EconLit, MathSciNet

NBER Working Papers

CEPR Discussion Papers

EconWPA, EconPapers

Econbase, Authors

CiteSeer, RePEc, IDEAS

Eco5.com

 

Journals

J. Amer. Stat. Assoc.

J. Royal Stat. Soc. B

Annals of Statistics

Annals of Probability

Bernoulli

Econometric Theory

Econometrica

 

Statistics Links

General Links

Liens Statisitique

Journals

American Statistical Association

Joint Statistical Meetings

Statistical Society of Canada

 

Miscellaneous Links

Academic

Economics Dept.'s

American Universities

Canadian Universities

European Universities

 

Personal (places I’ve lived)

Nicaragua

Madrid

Beijing

Tilburg

Boulder

San Fran.

San Diego

Miami

Seattle

Nürmberg

 

Personal (favorite places)

Montreal

Quebec City

Bergen

Tromso

Eureka

Cape Anne

The Giddings

Heidelberg

Delft

Cat Ba

Edinburg

Amsterdam

Point Reyes

Big Sur

Toledo Spain

Connemara

Boulder

Telluride

 

Photos

Boulder in Snow

Point Reyes

Telluride Bridge

Craig na Managh

North Carolina Fall

Colorado Rockies

Cibola National Forest

Rain in Rockies

Telluride Aspen

Woods near NC home

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

statistics in vBulletin

stat tracker for tumblr