Anthony Lancaster

Herbert H. Goldberger Professor of Economics Emeritus

Herbert H. Goldberger Professor

Address:

Department of Economics, Box B
Brown Univeristy
Providence, RI 02912

Phone: (401) 272-1136
Fax: (401) 863-1970
Email: Anthony_Lancaster@brown.edu

Recent Work:

An Introduction to Modern Bayesian Econometrics was published by Blackwells in spring 2004. The book emphasizes modern computational methods, including Markov Chain Monte Carlo. The target audience is graduate students in economics and related disciplines, advanced undergraduates, and researchers using quantitative methods. This link provides a pdf of the Table of Contents and Introduction. Blackwells should be contacted for permission to use this book for teaching prior to its publication.

NEW Working Paper: Bayesian Quantile Regression.

NEW Working Paper: A Note on Bootstraps and Robustness.

Recent Publications:

• Orthogonal Parameters and Panel Data: Review of Economic Studies, 69(3), 647-666, 2002.
• The Econometric Analysis of Transition Data: An Econometric Society Monograph, Cambridge University Press, 1990
• Optimal Stock/Flow Panels; Journal of Econometrics, 1995 (with G. Imbens)
• Combining Micro and Macro Data in Microeconometric Model; Review of Economic Studies, 1994 (with G. Imbens)
• Bayes WESML: Posterior Inference from Choice-Based Samples; Journal of Econmetrics, 79, 297-303, 1997
• Inference from Contaminated Samples;Journal of Econometrics 1996 (with G. Imbens)
• Efficient Estimation and Stratified Sampling; Journal of Econometrics 1996 (with G. Imbens)
• Exact Structural Inference in Optimal Job Search Models; Journal of Business Economics and Statistics, April 1997.
• Panel Data with Survival: Hospitalization of HIV Patients; (with Orna Intrator); Journal of the American Statistical Association, March 1998.

Papers available on-line (pdf files):

• Bayes WESML - Posterior Inference from Choice-Based Samples
• Business Saving and Normal Income
• Case-Control Studies with Contaminated Controls
• The Incidental Parameter Problem Since 1948
• Econometric Methods for the Duration of Unemployment
• Efficient Estimation and Stratified Sampling
• A Note on an "Errors in Variables" Model
• Redundancy, Unemployment and Manpower Policy: A Comment
• The Estimation of Models of Labour Market Behaviour
• Grouping Estimators on Heteroscedastic Data
• The Covariance Matrix of the Information Matrix Test
• The Incidental Parameter Problem Since 1948
• The Analysis of Re-Employment Probabilities for the Unemployed
• Combining Micro and Macro Data in Microeconometric Models
• Optimal Stock/Flow Panels
• Orthogonal Parameters and Panel Data
• An Econometric Analysis of Reservation Wages
• A Stochastic Model for the Duration of a Strike

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  Comments and suggestions are always welcome. Revised 12/7/07.