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Scholarly Interest Report
         
Bryan W. Brown
Professor
Reginald Henry Hargrove Professor of Economics and Professor of Statistics
 
e-mail:bwbwn@rice.edu
 
  • B.A.(1969) Texas Tech University
  • M.A.(1972) Texas Tech University
  • Ph.D.(1977) University of Pennsylvania
 
Primary Department
   Department of Economics
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Research Areas
 Econometric Theory, Economic Forecasting and Applied Macroeconomics.
 
Teaching Areas
 Econometrics, Applied Econometrics, Introductory Macroeconomics
 
Selected Publications
 Other
 

Brown, Bryan (with W. Newey) "GMM, Efficient Booststrapping, and Improved Inference." Journal of Business and Economic Statistics (forthcoming)

 
 

Brown, Bryan "Simulation Variance Reduction for Bootstrapping." Simulation-Based Econometrics: Methods and Applications (2000)

 
 

Brown, Bryan W. "Simulation Variance Reduction for Bootstrapping." Simulation-Based Econometrics: Medthods and Applications (2000)

 
 

Brown, B. and Newey, W. "Efficient Semiparametric Estimation of Expectations." Econometrica, Vol. 66, No.2 (March, 1998) : 453-464.

 
Presentations
 Invited Papers
 

"Efficient Semiparametic Prediction Intervals and Regions." Texas Camp Econometrics IX, Fort Worth, TX. (February 2004)

 
 Invited Talks
 

"Efficient Semiparametic Predicition Intervals and Regions." Department of Economics, Rice University, Houston, TX. (December 2003)

 
 

"Efficient Semiparametic Predicition Intervals and Regions." University of Quebec at Montreal, Montreal, Canada. (September 2003)

 
 

"Semiparametric Efficient Estimation of the Dynamic CAPM Model with Nonconstant Convariance Matrix." Texas Econometrics Camp VII, Frediricksburg, TX. (February 2003)

 
 Other
 

"Efficient Estimation of Nuisance Parameters in Semiparametric Models." Joint Statistical Meetings, Atlanta, GA. (August, 2001)

 
 

"Efficient Semiparametric Estimation of Expectations in Dynamic Systems." Econometric Society Winter Meetings, New Orleans, LA. (Janaury, 2001)

 
 

"Efficient Semiparametric Estimation of Expectations in Dynamic Systems." Campeconometrics, Boerne, TX. (February, 2001)

 
 

"Efficient Estimation of Dynamic Nonlinear Systems Under Elliptical Symmetry." Texas Camp Econometrics, Conroe, TX. (February 2000)

 
 

"Efficient Estimation of Dynamic Nonlinear Systems Under Elliptical Symmetry." Econometric Society Winter Meetings, Boston, MA. (January 2000)

 
 

"Efficient Semiparametric Estimation of Expectations in Dynamic Systems." Southern Economics Association Annual Meetings, Washington, D. C.. (November 2000)

 
 

"Efficient Semiparametric Prediction Intervals and Regions." 8th Econometric Society World Congress, Seattle, WA. (August 2000)

 
 

"Efficient Bootstrapping for Semiparametric Models." Invited Presentation, North American Summer Meetings of the Econometric Society, Madison, WI. (June, 1999)

 
 

"Efficient Bootstrapping for Semiparametric Models." Camp Econometrics, Lake Texoma, TX. (February, 1999)

 
 

"Efficient Bootstrapping for Semiparametric Models." North American Winter Meetings of the Econometric Society, New York, NY. (January, 1999)

 
 

"Efficient Semiparametric Estimation of Dynamic Nonlinear Simultaneous Equations Under Elliptical Symmetry." Cowles Foundation Conference Series: New Developments in Time Series, Yale University, New Haven, CT. (October, 1999)

 
 

"Efficient Semiparametric Estimation of Dynamic Nonlinear Systems Under Elliptical Symmetry." Rice University, Econometrics Workshop, Houston, TX. (September, 1999)

 
 Workshops
 

"Efficient Bootstrapping in Semiparametric Models." Department of Economics, Rice University, Houston, TX. (January 2005)

 
 

"Efficient Bootstrapping in Semiparametric Models." Department of Economics, Rice University, Houston, TX. (January 2005)

 
 

"Efficient Semiparametic Prediction Intervals and Regions." Department of Economics, Rice University, Houston, TX. (January 2004)

 
Awards, Prizes, & Fellowships
 Member, Econometric Society,

 Member, American Economic Assoication,

 Member, American Statistical Society,

 Member, American Economic Association,

 Member, Econometric Society,

 Member, American Statistical Association,

 Reviewer, National Science Foundation,