I’m Gray Calhoun, an Assistant Professor in the Economics Department at Iowa State. I work on Econometric theory, especially time series and applications to forecasting and forecast evaluation. I graduated with a PhD from UC San Diego in 2009, where I worked with Graham Elliott and Allan Timmermann.
Email: «gcalhoun at iastate dot edu» (university) and «gray at clhn dot org» (personal email and IM)
Office: 467 Heady Hall, (515) 294-6271.
Fall, 2016 office hours: Mondays 1:30 to 3:30 in my office, or immediately after class.
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.
Block bootstrap consistency under weak assumptions (revise and resubmit at Econometric Theory) with supplemental appendix and public repository. Iowa State University Economics Department Working Paper #11017.
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.
A method for smoothing Impulse Response Functions for discrete-time linear models (submitted to Journal of Money, Credit and Banking) with source code archive.
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. Accepted by Annual Review of Resource Economics.
Bootstrap Confidence Intervals for Sharp Regression Discontinuity Designs, with Otávio Bartalotti and Yang He. Forthcoming in Advances in Econometrics volume 38, October 2016. 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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