# Stephen Donald

### Professor — Ph.D., University of British Columbia

#### Contact

- E-mail: stephen.g.donald@utexas.edu
- Phone: 512-471-8907
- Office: BRB 3.102D
- Office Hours: Mon 10a-noon, Tues 10a-11a
- Campus Mail Code: C3100

## Courses

#### ECO 341K • Introduction To Econometrics

###### 34095 • Fall 2016

Meets TTH 1230pm-200pm CLA 0.126

#### ECO 341K • Introduction To Econometrics

###### 34100 • Fall 2016

Meets TTH 200pm-330pm CLA 0.126

#### ECO 341K • Introduction To Econometrics

###### 33370 • Fall 2015

Meets TTH 1100am-1230pm UTC 3.132

#### ECO 341K • Introduction To Econometrics

###### 33375 • Fall 2015

Meets TTH 1230pm-200pm UTC 4.124

#### ECO 329 • Economic Statistics

###### 33560 • Spring 2015

Meets TTH 200pm-330pm WEL 1.308

#### ECO 329 • Economic Statistics

###### 34785 • Spring 2014

Meets TTH 200pm-330pm WEL 1.308

#### ECO 329 • Economic Statistics

###### 34360 • Spring 2013

Meets TTH 200pm-330pm WEL 1.308

#### ECO 341K • Introduction To Econometrics

###### 34285 • Spring 2012

Meets TTH 200pm-330pm BUR 134

#### ECO 341K • Introduction To Econometrics

###### 34190 • Fall 2011

Meets TTH 200pm-330pm CPE 2.210

#### ECO 341K • Introduction To Econometrics

###### 34475 • Spring 2011

Meets TTH 200pm-330pm ART 1.110

#### ECO 341K • Introduction To Econometrics

###### 33678 • Spring 2010

Meets TTH 200pm-330pm ART 1.110

#### ECO 392M 2 • Econometrics I

###### 33840 • Spring 2010

Meets TTH 1100-1230pm BRB 1.118

#### ECO 341K • Introduction To Econometrics

###### 33850 • Fall 2009

Meets TTH 1100-1230pm UTC 3.122

## Research

### Rank Test Program

In Cragg and Donald (1997) Journal of Econometrics we considered a Minimum Chi Squared type test for the rank of an estimated matrix where the estimator is asymptotically Normal with general covariance matrix. The program that implements the test in Gauss is below.

If you use the program please cite the above mentioned paper.

- Files Attached
- RANKM.GAU

### Empirical Welfare Analysis

The NSF (SES-0196372) provided research support for the papers below. Gauss programs for testing stochastic dominance up to order 3 also are available below.

- Files Attached
- "Consistent Tests for Stochastic Dominance" (Econometrica 2003)
- Graphs - "Consistent Tests for Stochastic Dominance"
- KS - Simulated Test (SDKStest.gau)
- KS - Bootstrap Test (SDKSBtst.gau)
- Wald Test (SDWald.gau)
- Maximal T - Test (SDMaxT.gau)
- Maximal T - Test, Anderson Calculations (SDAndrsn.gau)
- "A Consistent Nonparametric Test for Lorenz Dominance" (Barrett and Donald, 1999)
- "Statistical Inference with Generalized Gini Indices" (Barrett & Donald, 2000)

### Other Papers

"Empirical Likelihood Estimation and Consistent Tests with Conditional Moment Restrictions" (Donald and Imbens, 2001) - Published in the Journal of Econometrics, 2003.

"Testing Overidentifyng Restrictions in Unidentified Models" (Cragg and Donald, 1996) - Appeared in the UBC Discussion Paper Series 96/20.

## Sydney

### Some Scenes From Sydney (Australia of course)

I grew up somewhere way past that tower on the left.

Here is another view.

As an undergrad I majored in Econometrics at Sydney University - this is a nice part of campus.

An aerial shot of the Olympic Stadium and other venues.