Tim Christensen

Professor
Department of Economics
University College London

Associate Professor (on leave)
Department of Economics
New York University



curriculum vitae

Working Papers

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

Optimal Decision Rules when Payoffs are Partially Identified
(w/ H.R. Moon and F. Schorfheide)

Externally Valid Policy Choice
(w/ C. Adjaho)

Dynamic Models with Robust Decision Makers: Identification and Estimation


Published or Forthcoming Papers

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