Kevin Song

Professor
phone 604 822 2226
location_on Room 115 Iona Building
file_download Download CV

Research Area

About

I am a Professor  at the Vancouver School of Economics. My main research interests are inference on various nonparametric or semiparametric models, optimal inference on nonregular parameters or set-identified parameters, and estimation of structural models based on interactions among economic agents.

I am originally from South Korea. I obtained my B.A. from Seoul National University in Seoul, Korea, and my Ph D. from Yale University in Connecticut, USA. I served as Assistant Professor at the University of Pennsylvania in Philadelphia, USA, before I came to the VSE in the summer of 2011.

I obtained my Ph.D. from Yale University in New Haven, CT, USA.


Research

PUBLICATIONS

Point Decisions for Interval-Identified Parameters. January 2013, Forthcoming in Econometric Theory.

Testing Functional Inequalities. (with Sokbae Lee and Yoon-Jae Whang), Journal of Econometrics 2013, 172, 14-32.[go to extended version]

On the Smoothness of Conditional Expectation Functionals. Statistics and Probability Letters 2012, 82, 1017-1024.[go to paper]

Testing Predictive Ability and Power Robustification. Journal of Business and Economic Statistics 2012, 30, 288-296.[go to supplemental note]


Testing Single-Index Restrictions with a Focus on Average Derivatives. (with Juan Carlos Escanciano), Journal of Econometrics 2010, 156, 377-391.

An Improved Bootstrap Test of Stochastic Dominance. (with Oliver Linton and Yoon-Jae Whang), Journal of Econometrics 2010, 154, 186-202.

Testing Semiparametric Conditional Moment Restrictions using Conditional Martingale Transforms. Journal of Econometrics 2010, 154, 74-84.

Testing Conditional Independence via Rosenblatt Transforms. Annals of Statistics 2009, 37, 4011-4045.

A Uniform Convergence of Series Estimators over Function Spaces. Econometric Theory 2008, 24, 1463-1499.

Bootstrapping Cointegrating Regressions. (with Yoosoon Chang and Joon Y. Park), Journal of Econometrics, 2006, 133, 703-739.


WORKING PAPERS

Inference on Structural Models

The Role of Quality in Service Markets Organized as Multi-Attribute Auctions. (with Elena Krasnokutskaya and Xun Tang)


Partial Identification and Nonregular Parameters

Local Asymptotic Minimax Estimation of Nonregular Parameters with Translation-Scale Equivariant Maps.

 

Inference on General Semiparametric Models

Semiparametric Models with Single-Index Nuisance Parameters. [go to supplemental note]


Simulation-Based Inference

Simulated MLE for Discrete Choices using Transformed Simulated Frequencies. (with Donghoon Lee), July 2012, Submitted.

 


Kevin Song

Professor
phone 604 822 2226
location_on Room 115 Iona Building
file_download Download CV

I am a Professor  at the Vancouver School of Economics. My main research interests are inference on various nonparametric or semiparametric models, optimal inference on nonregular parameters or set-identified parameters, and estimation of structural models based on interactions among economic agents.

I am originally from South Korea. I obtained my B.A. from Seoul National University in Seoul, Korea, and my Ph D. from Yale University in Connecticut, USA. I served as Assistant Professor at the University of Pennsylvania in Philadelphia, USA, before I came to the VSE in the summer of 2011.

I obtained my Ph.D. from Yale University in New Haven, CT, USA.

PUBLICATIONS

Point Decisions for Interval-Identified Parameters. January 2013, Forthcoming in Econometric Theory.

Testing Functional Inequalities. (with Sokbae Lee and Yoon-Jae Whang), Journal of Econometrics 2013, 172, 14-32.[go to extended version]

On the Smoothness of Conditional Expectation Functionals. Statistics and Probability Letters 2012, 82, 1017-1024.[go to paper]

Testing Predictive Ability and Power Robustification. Journal of Business and Economic Statistics 2012, 30, 288-296.[go to supplemental note]


Testing Single-Index Restrictions with a Focus on Average Derivatives. (with Juan Carlos Escanciano), Journal of Econometrics 2010, 156, 377-391.

An Improved Bootstrap Test of Stochastic Dominance. (with Oliver Linton and Yoon-Jae Whang), Journal of Econometrics 2010, 154, 186-202.

Testing Semiparametric Conditional Moment Restrictions using Conditional Martingale Transforms. Journal of Econometrics 2010, 154, 74-84.

Testing Conditional Independence via Rosenblatt Transforms. Annals of Statistics 2009, 37, 4011-4045.

A Uniform Convergence of Series Estimators over Function Spaces. Econometric Theory 2008, 24, 1463-1499.

Bootstrapping Cointegrating Regressions. (with Yoosoon Chang and Joon Y. Park), Journal of Econometrics, 2006, 133, 703-739.


WORKING PAPERS

Inference on Structural Models

The Role of Quality in Service Markets Organized as Multi-Attribute Auctions. (with Elena Krasnokutskaya and Xun Tang)


Partial Identification and Nonregular Parameters

Local Asymptotic Minimax Estimation of Nonregular Parameters with Translation-Scale Equivariant Maps.

 

Inference on General Semiparametric Models

Semiparametric Models with Single-Index Nuisance Parameters. [go to supplemental note]


Simulation-Based Inference

Simulated MLE for Discrete Choices using Transformed Simulated Frequencies. (with Donghoon Lee), July 2012, Submitted.

 

Kevin Song

Professor
phone 604 822 2226
location_on Room 115 Iona Building
file_download Download CV

I am a Professor  at the Vancouver School of Economics. My main research interests are inference on various nonparametric or semiparametric models, optimal inference on nonregular parameters or set-identified parameters, and estimation of structural models based on interactions among economic agents.

I am originally from South Korea. I obtained my B.A. from Seoul National University in Seoul, Korea, and my Ph D. from Yale University in Connecticut, USA. I served as Assistant Professor at the University of Pennsylvania in Philadelphia, USA, before I came to the VSE in the summer of 2011.

I obtained my Ph.D. from Yale University in New Haven, CT, USA.

PUBLICATIONS

Point Decisions for Interval-Identified Parameters. January 2013, Forthcoming in Econometric Theory.

Testing Functional Inequalities. (with Sokbae Lee and Yoon-Jae Whang), Journal of Econometrics 2013, 172, 14-32.[go to extended version]

On the Smoothness of Conditional Expectation Functionals. Statistics and Probability Letters 2012, 82, 1017-1024.[go to paper]

Testing Predictive Ability and Power Robustification. Journal of Business and Economic Statistics 2012, 30, 288-296.[go to supplemental note]


Testing Single-Index Restrictions with a Focus on Average Derivatives. (with Juan Carlos Escanciano), Journal of Econometrics 2010, 156, 377-391.

An Improved Bootstrap Test of Stochastic Dominance. (with Oliver Linton and Yoon-Jae Whang), Journal of Econometrics 2010, 154, 186-202.

Testing Semiparametric Conditional Moment Restrictions using Conditional Martingale Transforms. Journal of Econometrics 2010, 154, 74-84.

Testing Conditional Independence via Rosenblatt Transforms. Annals of Statistics 2009, 37, 4011-4045.

A Uniform Convergence of Series Estimators over Function Spaces. Econometric Theory 2008, 24, 1463-1499.

Bootstrapping Cointegrating Regressions. (with Yoosoon Chang and Joon Y. Park), Journal of Econometrics, 2006, 133, 703-739.


WORKING PAPERS

Inference on Structural Models

The Role of Quality in Service Markets Organized as Multi-Attribute Auctions. (with Elena Krasnokutskaya and Xun Tang)


Partial Identification and Nonregular Parameters

Local Asymptotic Minimax Estimation of Nonregular Parameters with Translation-Scale Equivariant Maps.

 

Inference on General Semiparametric Models

Semiparametric Models with Single-Index Nuisance Parameters. [go to supplemental note]


Simulation-Based Inference

Simulated MLE for Discrete Choices using Transformed Simulated Frequencies. (with Donghoon Lee), July 2012, Submitted.