Emma Kate Henry
Ph.D. Candidate in Economics,
The University of Alabama
I develop nonparametric and semiparametric methods for panel data, with a focus on correlated random effects models that let researchers work with longitudinal data without committing to a functional form for how unobserved heterogeneity relates to the covariates. I apply these methods to questions in innovation and firm dynamics.
Research interests
Primary: Panel data, nonparametric and semiparametric estimation, correlated random effects, interactive fixed effects.
Secondary: Innovation, R&D and firm productivity.
Dissertation
Nonparametric and Semiparametric Correlated Random Effects Models
Three chapters, each relaxing a functional-form assumption that standard panel estimators impose on unobserved heterogeneity. The first develops nonparametric correlated random effects and is published in Seven Decades of Econometrics and Beyond. The second carries the approach into nonlinear models, where the usual robustness of the linear case breaks down, and is under revision at Economics Letters. The third, my job market paper, adds interactive fixed effects. All three are on the research page.
Committee: Daniel J. Henderson (chair), Soroush Ghazi, Robert Hammond, Alexandra Soberón, and Emmanuel Tsyawo.