Andriy Norets

Assistant Professor at the Economics Department

Princeton University

Contact Information Department of Economics 313 Fisher Hall Princeton University Princeton, NJ 08544-1021 Phone: (609) 258 4012 Email: anorets@princeton.edu Personal Information CV (pdf) Research Interests Econometric Theory, Bayesian Econometrics

Working Papers

“Credibility of Confidence Sets in Nonstandard Econometric Problems,” pdf, with Ulrich Mueller, revision requested by Econometrica.

“Semiparametric Inference in Dynamic Binary Choice Models,” pdf, with Xun Tang (3d revision requested by the Review of Economic Studies). An extension of the proposed method to dynamic multinomial choice models is here: pdf.

“Bayesian Regression with Nonparametric Heteroskedasticity,” 2011, (resubmitted to the Annals of Statistics), pdf.

“Posterior Consistency in Kullback-Leibler Divergence with Applications to Misspecified Infinite Dimensional Models,” 2012, pdf.

“Implementation of Bayesian Inference in Dynamic Discrete Choice Models,” 2008, pdf.

“MCMC Estimation of a Finite Beta Mixture,” 2010, pdf, Matlab code, with Xun Tang.

Published and forthcoming papers

“Posterior Consistency in Conditional Density Estimation by Covariate Dependent Mixtures,” 2011, with Justinas Pelenis, accepted by Econometric Theory, pdf, link to replication code for simulation exercises.

“On the Surjectivity of the Mapping between Utilities and Choice Probabilities,” 2012, pdf, with Satoru Takahashi, 2013, Quantitative Economics, Volume 4, Issue 1, March 201, pages 149–155.

“Bayesian Modeling of Joint and Conditional Distributions”, with Justinas Pelenis, pdf, web appendix, Journal of Econometrics, Volume 168, Issue 2, June 2012, pp. 332–346.

“Estimation of Dynamic Discrete Choice Models Using Artificial Neural Network Approximations,” pdf, 2012, Econometric Reviews, Volume 31, Issue 1, pp. 84–106.

“Approximation of Conditional Densities by Smooth Mixtures of Regressions,” pdf, 2010, Annals of Statistics, 38(3), pp. 1733-1766.

“Continuity and Differentiability of Expected Value Functions in Dynamic Discrete Choice Models,” pdf, Quantitative Economics 1 (2010), pp. 305–322.

“Inference in Dynamic Discrete Choice Models with Serially Correlated Unobserved State Variables,” pdf, Econometrica, Vol. 77, No. 5 (September, 2009), pp. 1665–1682. Web Supplement with proofs: pdf

Teaching

· Bayesian Econometrics

· Econometric Theory I, Part I

· Undergraduate introductory econometrics