I’m Gray Calhoun. I started working as a Senior Economist at Amazon in July, 2017, and worked as an Assistant Professor at Iowa State for 8 year before that. My research has 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: Curriculum vitae, 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.
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.
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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