Associate Professor of Economics
Michigan State University, Ph.D., 1990
Econometrics, Asset Pricing Models, Factor Models
Academic Positions Held
Arizona State University: 1990-present.
“Eigenvalue Ratio Test for the Number of Factors,” forthcoming in Econometrica.
“Two-Pass Estimation of Risk Premiums with Multicollinear and Near-Invariant Betas,” forthcoming in Journal of Empirical Finance.
“Robust Two-Pass Cross-section Regression: A Minimum Distance Approach,” Journal of Financial Econometrics, 2012.