Daniel J. Henderson
Robert and Mary Cobb Endowed Professor
Professor of Economics
University of California, Davis (B.A.), University of California, Riverside (Ph.D.)
Selected Publications
Professor of Economics
University of California, Davis (B.A.), University of California, Riverside (Ph.D.)
Selected Publications
- "Unifying Estimation and Inference for Linear Regression with Stationary and Integrated or Near-Integrated Variables," with Shaoxin Hong, Jiancheng Jiang and Qingshan Ni, Journal of Financial Econometrics, 2024, 22, 1397–1420
- "A Complete Framework for Model-Free Difference-in-Differences Estimation," with Stefan Sperlich, Foundations and Trends in Econometrics, 2023, 12, 232–323
- "Nonparametric Multi-Dimensional Fixed Effects Panel Data Models," with Juan M. Rodriguez-Poo and Alexandra Soberon, Econometric Reviews, 2022, 41, 321-358
- "On Discrete Epanechnikov Kernel Functions," with Chi-Yang Chu and Christopher F. Parmeter, Computational Statistics and Data Analysis, 2017, 116, 79-105
- Applied Nonparametric Econometrics, with Christopher F. Parmeter, Cambridge University Press, 2015
- "Smooth Coefficient Estimation of a Seemingly Unrelated Regression," with Subal C. Kumbhakar, Qi Li and Christopher F. Parmeter, Journal of Econometrics, 2015, 189, 148-162
- "Gradient Based Smoothing Parameter Selection for Nonparametric Regression Estimation," with Qi Li, Christopher F. Parmeter and Shuang Yao, Journal of Econometrics, 2015, 184, 233-241
- "Additive Nonparametric Regression in the Presence of Endogenous Regressors," with Deniz Ozabaci and Liangjun Su, Journal of Business and Economic Statistics, 2014, 32, 555-575
- "Who Benefits from Financial Development? New Methods, New Evidence," with Chris Papageorgiou and Christopher F. Parmeter, European Economic Review, 2013, 63, 47-67
- "Growth Empirics without Parameters," with Chris Papageorgiou and Christopher F. Parmeter, Economic Journal, 2012, 122, 125-154
- "Empirical Implementation of Nonparametric First-Price Auction Models," with John A. List, Daniel L. Millimet, Christopher F. Parmeter and Michael K. Price, Journal of Econometrics, 2012, 168, 17-28
- "Nonparametric Estimation and Testing of Fixed Effects Panel Data Models," with Raymond J. Carroll and Qi Li, Journal of Econometrics, 2008, 144, 257-275
- "Is Gravity Linear?" with Daniel L. Millimet, Journal of Applied Econometrics, 2008, 23, 137-172
- "Pollution Abatement Costs and Foreign Direct Investment Inflows to U.S. States: A Nonparametric Reassessment," with Daniel L. Millimet, Review of Economics and Statistics, 2007, 89, 178-183
- "Human Capital and Convergence: A Production Frontier Approach," with R. Robert Russell, International Economic Review, 2005, 46, 1167-1205