Daniel J. Henderson

Robert and Mary Cobb Endowed Professor
Professor of Economics

University of California, Davis (B.A.), University of California, Riverside (Ph.D.)
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Selected Publications

  • “Unifying Estimation and Inference for Linear Regression with Stationary and Integrated or Near-Integrated Variables,” with Shaoxin Hong, Jiancheng Jiang and Qingshan Ni, Journal of Financial Econometrics​, 2024, 22, 1397–1420
  • “A Complete Framework for Model-Free Difference-in-Differences Estimation,” with Stefan Sperlich, Foundations and Trends in Econometrics, 2023, 12, 232–323
  • ​”Nonparametric Multi-Dimensional Fixed Effects Panel Data Models,” with Juan M. Rodriguez-Poo and Alexandra Soberon, Econometric Reviews, 2022, 41, 321-358
  • “On Discrete Epanechnikov Kernel Functions,” with Chi-Yang Chu and Christopher F. Parmeter, Computational Statistics and Data Analysis, 2017, 116, 79-105
  • Applied Nonparametric Econometrics, with Christopher F. Parmeter, Cambridge University Press, 2015
  • “Smooth Coefficient Estimation of a Seemingly Unrelated Regression,” with Subal C. Kumbhakar, Qi Li and Christopher F. Parmeter, Journal of Econometrics, 2015, 189, 148-162
  • “Gradient Based Smoothing Parameter Selection for Nonparametric Regression Estimation,” with Qi Li, Christopher F. Parmeter and Shuang Yao, Journal of Econometrics, 2015, 184, 233-241
  • “Additive Nonparametric Regression in the Presence of Endogenous Regressors,” with Deniz Ozabaci and Liangjun Su, Journal of Business and Economic Statistics, 2014, 32, 555-575
  • “Who Benefits from Financial Development? New Methods, New Evidence,” with Chris Papageorgiou and Christopher F. Parmeter, European Economic Review, 2013, 63, 47-67
  • “Growth Empirics without Parameters,” with Chris Papageorgiou and Christopher F. Parmeter, Economic Journal, 2012, 122, 125-154
  • “Empirical Implementation of Nonparametric First-Price Auction Models,” with John A. List, Daniel L. Millimet, Christopher F. Parmeter and Michael K. Price, Journal of Econometrics, 2012, 168, 17-28
  • “Nonparametric Estimation and Testing of Fixed Effects Panel Data Models,” with Raymond J. Carroll and Qi Li, Journal of Econometrics, 2008, 144, 257-275
  • “Is Gravity Linear?” with Daniel L. Millimet, Journal of Applied Econometrics, 2008, 23, 137-172
  • “Pollution Abatement Costs and Foreign Direct Investment Inflows to U.S. States: A Nonparametric Reassessment,” with Daniel L. Millimet, Review of Economics and Statistics, 2007, 89, 178-183
  • “Human Capital and Convergence: A Production Frontier Approach,” with R. Robert Russell, International Economic Review, 2005, 46, 1167-1205