I am an associate professor in the Department of Economics at McMaster University. Most of my research is in the area of theoretical econometrics, where I focus on developing and studying new tools for the analysis of panel (longitudinal) data. More information about my current research is below, or at my Google scholar page, via arXiv, or at McMaster. You can reach me at muerisc@mcmaster.ca or find me in Kenneth Taylor Hall 406 on the McMaster campus. Chris

Working papers

Dynamic Ordered Panel Logit Models with Bo Honore and Martin Weidner Second revision requested, Quantitative Economics Updated: June, 2023.

Estimating interaction effects in short panels with Konstantin Wacker Revision requested, Journal of Applied Econometrics Updated: November, 2022.

Time-Varying Linear Transformation Models with Fixed Effects and Endogeneity for Short Panels with Irene Botosaru and Senay Sokullu Revise and resubmit at the Journal of Business Economics and Statistics Updated: January, 2022.

Estimation of a Factor-Augmented Linear Model with Applications Using Student Achievement Data with Matthew Harding and Carlos Lamarche Revise and resubmit at the Journal of Business Economics and Statistics Updated: February, 2022.

Inventory, Sourcing, and the Effects of Trade Costs: Theory and Empirical Evidence with Horst Raff, Nicolas Schmitt, and Frank Staehler Updated: February, 2023. CESifo Working Paper No. 10253.

Publications

Identification of time-varying counterfactual parameters in nonlinear panel models with Irene Botosaru Forthcoming, Journal of Econometrics.

A dynamic ordered logit model with fixed effects with Pedro Raposo and Sotirios Vandoros Forthcoming, Review of Economics and Statistics.

Intertemporal Collective Household Models: Identification in Short Panels with Unobserved Heterogeneity in Resource Shares with Irene Botosaru and Krishna Pendakur Journal of Econometrics, 232 (2), 576–597, 2023.

DICE simplified with Masako Ikefuji, Roger Laeven and Jan Magnus Environmental Modeling & Assessment, 1-12, 2021.

Interval censored regression with fixed effects with Jason Abrevaya Journal of Applied Econometrics, 35 (2), 198-216, 2020. code

Efficient GMM estimation with incomplete data Review of Economics and Statistics, 99 (3), 465-477, 2020. R code

Expected utility and catastrophic risk in a stochastic economy-climate model with Masako Ikefuji, Roger Laeven and Jan Magnus Journal of Econometrics, 214 (1), 110-129, 2020.

Estimation in the fixed effects ordered logit model Review of Economics and Statistics, 99 (3), 465-477, 2017. slides, Stata code

The trade-off between income inequality and carbon dioxide emissions with Nicole Grunewald, Stephan Klasen, and Inmaculada Martinez-Zarzoso Ecological Economics, 142, 249-256, 2017.

Model averaging in semiparametric estimation of treatment effects with Toru Kitagawa Journal of Econometrics, 193 (1), 271-289, 2016. slides, R code

Expected utility and catastrophic consumption risk with Masako Ikefuji, Roger Laeven and Jan Magnus Insurance: Mathematics and Economics, 64, 306-312, 2015.

Do climate variations explain bilateral migration? A gravity model analysis with Andreas Backhaus and Inmaculada Martinez-Zarzoso IZA Journal of Migration, 4:3, 2015.

Pareto utility with Masako Ikefuji, Roger Laeven and Jan Magnus Theory and Decision, 75, 43-57, 2013.

Statistical climate-change scenarios with Jan Magnus, Bertrand Melenberg and Martin Wild Journal of Environmental Statistics, 5 (4), 1-18, 2013.

Global warming and local dimming: the statistical evidence with Jan Magnus and Bertrand Melenberg Journal of the American Statistical Association, 106, 467-468, 2011. with discussion and rejoinder slides

Specification of variance matrices for panel data models with Jan Magnus Econometric Theory, 26, 301-310, 2010.