Reginald Henry Hargrove Professor of Economics and Statistics
Bryan Brown is the Reginald Henry Hargrove Professor of Economics and previous chair of the economics department. His areas of expertise are econometric theory, economic forecasting, and applied econometrics. Professor Brown received his PhD in Economics from the University of Pennsylvania. His areas of research include specification, estimation, and prediction in nonlinear models; estimation and inference in random optimization models; and modeling and testing efficiency of forward exchange rates. He has published in the leading econometrics journals, including Econometrica, Journal of Econometrics, and Econometric Theory.
Ph.D., Economics, University of Pennsylvania, 1977
|RESEARCH INTERESTS:||Specification, estimation, and prediction in nonlinear models; estimation and inference in random optimization models; and modeling and testing efficiency of forward exchange rates.
Semiparametric Efficiency Bounds in Dynamic Non-Linear Systems under Elliptical Symmetry (with Douglas Hodgson)
We analyze semiparametric efficient estimation of non-linear simultaneous equation models in a...more
Generalized method of moments (GMM) has been an important innovation in econometrics. Its...more
The objective of this paper is develop techniques for optimal estimation of expectation...more