Tim Christensen

Department of Economics
Yale University

curriculum vitae

Working Papers

Optimal Decision Rules when Payoffs are Partially Identified
(w/ H.R. Moon and F. Schorfheide)
revise and resubmit, Review of Economic Studies

Externally Valid Policy Choice
(w/ C. Adjaho)

Factor Glut in Asset Pricing through a Modern Optimization Lens
(w/ G. Bakshi, J. Crosby, and X. Gao)

Inference for Regression with Variables Generated from Unstructured Data
(w/ L. Battaglia, S. Hansen, and S. Sacher)

Published or Forthcoming Papers

Adaptive Estimation and Uniform Confidence Bands for Nonparametric Structural Functions and Elasticities
(w/ X. Chen and S. Kankanala)
Review of Economic Studies, forthcoming

Counterfactual Sensitivity and Robustness
(w/ B. Connault)
Econometrica, 2023, Vol. 91(1), 263-298
paper, supplement, arxiv version

Existence and Uniqueness of Recursive Utilities without Boundedness
Journal of Economic Theory, 2022, Vol. 200, 105413

‚ÄčMonte Carlo Confidence Sets for Identified Sets
(w/ X. Chen and E. Tamer)
Econometrica, 2018, Vol. 86(6), 1965-2018
paper, supplement, replication files

Optimal Sup-norm Rates and Uniform Inference on Nonlinear Functionals of Nonparametric IV Regression
(w/ X. Chen)
Quantitative Economics, 2018, Vol. 9(1), 39-85
paper, supplement, online appendix, replication files

Nonparametric Stochastic Discount Factor Decomposition
Econometrica, 2017, Vol. 85(5), 1501-1536
paper, supplement, replication files

Nonparametric Identification of Positive Eigenfunctions
Econometric Theory, 2015, Vol. 31(6), 1310-1330

Optimal Uniform Convergence Rates and Asymptotic Normality for Series Estimators Under Weak Dependence and Weak Conditions
(w/ X. Chen)
Journal of Econometrics, 2015, Vol. 188(2), 447-465

Forecasting Spikes in Electricity Prices
(w/ S. Hurn and K. Lindsay)
International Journal of Forecasting, 2012, Vol. 28(2), 400-411

Detecting Common Dynamics in Transitory Components
(w/ S. Hurn and A. Pagan)
Journal of Time Series Econometrics, 2011, Vol. 3(1), Article 3