I am an associate professor in the Department of Economics at McMaster University. My research is in the area of theoretical econometrics. I develop and study new tools for the analysis of panel (longitudinal) data.
Information about my research is below, and at Google scholar and arXiv.
You can reach me at muerisc@mcmaster.ca.
Publications
Dynamic Ordered Panel Logit Models, with Bo Honore and Martin Weidner. Accepted, Quantitative Economics.
Combining Instrumental Variable Estimators for a Panel Data Model with Factors, with Matthew Harding and Carlos Lamarche. Conditionally accepted, Journal of Business Economics and Statistics.
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. 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.
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. Discussion and rejoinder.
Specification of variance matrices for panel data models, with Jan Magnus. Econometric Theory, 26, 301-310, 2010.
Working papers
Estimating interaction effects in short panels, with Konstantin Wacker. Revision requested, Journal of Applied Econometrics, 2023.
Time-Varying Linear Transformation Models with Fixed Effects and Endogeneity for Short Panels, with Irene Botosaru and Senay Sokullu. 2nd revision requested, Journal of Business Economics and Statistics, 2024.
How Importers Hedge Demand Uncertainty Through Dual Sourcing and Safety Inventory with Horst Raff, Nicolas Schmitt, and Frank Staehler. Resubmitted, Canadian Journal of Economics, July 2024.