Theoretical econometrics and economic statistics; moment condition models, model selection and nonnested tests, specification tests, bias reduction and asymptotic approximations, survey nonresponse, survey-based estimation of expectations and national ac
- Professor of Economics Emeritus, Harvard University, Professor Emeritus, Corvinus University of Budapest
Game theory and its application to the evolution of social norms, learning and innovation, theories of distributive justice, and the design of legislative systems.
Applied microeconometrics with an emphasis on structural modelling of individual behaviour; intra-household decision making; demand analysis; accounting for heterogeneity; survey design
Nonparametric and semiparametric methods, asymptotic approximations and expansions, financial econometrics, nonlinear time series analysis, survival analysis and missing data