Nese Yildiz
- Associate Professor of Economics
PhD, Stanford, 2005
- Office Location
- 222 Harkness Hall
- Telephone
- (585) 275-5782
- Web Address
- Website
Office Hours: By appointment
Research Overview
Research Interests
- Econometric Theory
Courses Offered (subject to change)
- ECO 483: Introduction to Mathematical Statistics (first half)
- ECO 484: Introduction to Econometrics (second half)
- ECO 230: Economic Statistics
Selected Publications
Publications
- Dummy Endogenous Variables in Weakly Separable Models, with Edward Vytlacil, Econometrica, 2007, Vol. 75, No. 3:757-779.
- Identifying Misspecified Propensity Score and Program Evaluation, with Azeem M. Shaikh, Marianne Simonsen and Edward Vytlacil, Journal of Econometrics, 2009, Vol. 151, No. 1:33-46.
- Consistency of Plug-In Estimators of Upper Contour and Level Sets, Econometric Theory, 2012, Vol. 28, No. 2:309-327.
- Identification of Parameters in an Asymmetric Perfect Information Game, Economics Letters, 2011, Vol. 112, No. 3:243-246.
- Jackknife CUE with Nearly Singular Design and Many Weak Moment Asymptotics, with Mehmet Caner, Journal of Econometrics, 2012, Vol. 170, No. 2:422-441.
- Estimation of Binary Choice Models with Linear Index and Dummy Endogenous Variables, Econometric Theory, 2013, Vol. 29, No. 2: 354-392.
- Orthogonal Polynomials for Semiparametric Instrumental Variables Model, with Yevgeniy V. Kovchegov, forthcoming at ESAIM: Probability and Statistics.
- Identification of a Nonparametric Panel Data Model with Unobserved Heterogeneity and Lagged Dependent Variables, Economics Letters, 2015, Vol. 132, 133-135.
Working Papers
- Multiple Discrete Endogenous Variables in Weakly Separable Triangular Models, with S. J. Jun, J. Pinkse and H. Xun.
- A Discontinuity Test for Identification in Triangular Nonseparable Models, with M. Carolina Caetano and Christoph Rothe.
- Testing Essential Heterogeneity Of Partial Effects Using A Discontinuously Distributed Covariate, with Umair Khalil.
- Identification and Estimation of a Triangular model with Multiple Endogenous Variables and Insufficiently Many Instrumental Variables, with Liquan Huang and Umair Khalil.