I’m Gray Calhoun. I started working as an Economist at Amazon in 2017, and worked as an Assistant Professor at Iowa State for 8 years before that. My research focused mostly on time series econometrics and the bootstrap. I’m not entirely sure what to do with this website now that I’m in the private sector, but I’ll try to keep it at least nominally up to date while I figure that out.
Email: «gcalhou at amazon dot com» (work) and «gray at clhn dot org» (personal email and IM)
Links: Resume, IDEAS, Google Scholar, LinkedIn, GitHub, and Twitter. Let me know if you want the password to my family blog. (Don’t feel left out if you don’t have it, it’s mostly pictures of my kids.)
Out-of-sample comparisons of overfit models (revise and resubmit at Quantitative Economics) with supplemental appendix and source code archive. Iowa State University Economics Department Working Paper #11002.
Improved stepdown methods for asymptotic control of generalized error rates (revise and resubmit at Journal of Econometrics) with source code archive.
An asymptotically normal out-of-sample test based on mixed estimation windows (revise and resubmit at Econometrica) with source code repository.
Integrated Assessment Models of the Food, Energy, and Water (FEW) Nexus: A Review and Research Needs (2016) with Catherine L. Kling, Raymond W. Arritt, and David A. Keiser. Annual Review of Resource Economics, 9:143–163, 2017. Link.
Bootstrap Confidence Intervals for Sharp Regression Discontinuity Designs with Otávio Bartalotti and Yang He. Advances in Econometrics, 38:421–453, October 2016. Link, published version, and source code repository.
Research Needs and Challenges in the FEW System: Coupling Economic Models with Agronomic, Hydrologic, and Bioenergy Models for Sustainable Food, Energy, and Water Systems, with Catherine L. Kling, Raymond W. Arritt, David A. Keiser, and 25 others, March 2016. CARD Working Paper #563.
A graphical analysis of causality in the Reinhart-Rogoff dataset (2015) with source code archive. Iowa State University Economics Department Working Paper #15014. (This is a more formal version of a blog post I had written earlier.)
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