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©2018 by Nadine McCloud.

Nadine McCloud, PhD

Adult Students

Bio

 

A Researcher’s Bio

A Life of Learning

 

Selected Published Work

Selected Journal Articles

International Economic Review, (2011), Vol. 52 (4), pp. 991-1037

Journal of the Royal Statistical Society: Series A, (2012), Vol. 175, pp. 83-105

European Journal of Political Economy, (2018), 55, pp. 258-283.

Journal of Econometric Methods, Forthcoming

Computational Statistics & Data Analysis, Forthcoming

The hat matrix maps the vector of response values in a regression to its predicted counterpart. The trace of this hat matrix is the workhorse for calculating the effective number of parameters in both parametric and nonparametric regression settings. Drawing on the regression literature, the standard kernel density estimate is transformed to mimic a regression estimate thus allowing the extraction of a usable hat matrix for calculating the effective number of parameters of the kernel density estimate. Asymptotic expressions for the trace of this hat matrix are derived under standard regularity conditions for mixed, continuous, and discrete densities. Simulations validate the theoretical contributions. Several empirical examples demonstrate the usefulness of the method suggesting that calculating the effective number of parameters of a kernel density estimator may be useful in interpreting differences across estimators.

 

Research

Working Papers and  Work In Progress

Calculating Degrees of Freedom in Multivariate Local Polynomial Regression” (joint with Christopher Parmeter, University of Miami), Under Submission

Domestic Interest Rates and Foreign Direct Investment under Institutional Uncertainty” (joint with Michael Delgado, Purdue University), Under Submission

“An Instrumental-Variable Approach to Estimation and Inference of Conditional Distribution Models with Endogeneity,” (joint with Yongmiao Hong, Cornell University)

“Stochastic Search Variable Selection and Instrumental Variables in Bayesian Linear Models”

“Specification Tests for A Class of Semiparametric Models”

“Improved Generalized Likelihood Ratio Tests for Spectral Density,” (joint with Yongmiao Hong, Cornell University)

“An Improved Higher-Order Test for Gaussianity”

“Are Openness and Corruption Substitutes or Complements for Inflation Determination?”

“Fiscal Policy and Public Debt in a Model with Corruption”

“A Mutualism Analysis of Capital Inflows and Exchange Rates: Does Government Stability Matter?” (joint with Michael Delgado, Purdue University, and Man Jin, Oakland University)

“Do Capital flows have (Dis)-Inflationary Effects?”

 

Courses

Knowledge for Every Level

Graduate Courses

  • Econometrics I, Department of Economics, The University of the West Indies at Mona, Semester I 2008, 2009, 2010, 2014, 2015, 2016, 2017, 2018 

  • Macroeconomic Theory II, Department of Economics, The University of the West Indies at Mona, Semester II 2014, 2015, 2016, 2017, 2018

  • Econometrics II, Department of Economics, The University of the West Indies at Mona, Semester II 2011 

  • Mathematical Analysis for Economists, Department of Economics, State University of New York at Binghamton, Semester I 2006

Undergraduate Courses

  • Applied Econometrics, Department of Economics, The University of the West Indies at Mona, Semester II 2009, 2011, 2014, 2015, 2016, 2017, 2018

  • Statistical Methods I, Department of Economics, The University of the West Indies at Mona, Semester I 2014, 2015, 2016

  • Econometrics, Department of Economics, The University of the West Indies at Mona, Semester I 2008, 2009, 2010

  • Operations Research I, Department of Economics, The University of the West Indies at Mona, Semester I 2008​

  • Mathematical Economic Analysis, Department of Economics, State University of New York at Binghamton, Semester II 2007​

  • Matrix Algebra, Department of Economics, The University of the West Indies at Mona, Jamaica, Summer 2002, 2003, 2004, Semester I 2001​

  • Calculus I, Department of Economics, The University of the West Indies at Mona, Jamaica, Semester I 2002

 

Get in Touch


Room 13, ECON Block 

Department of Economics

The University of the West Indies at Mona

Kingston 7 

Jamaica

Phone: 876-970-6282/ 876-977-1188

Fax: 876-977-1483