# Stephen Donald

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

*Edward Everett Hale Centennial Professor*

#### Contact

- E-mail: stephen.g.donald@utexas.edu
- Phone: 512-471-8907
- Office: BRB 3.102D
- Office Hours: Fall 2019 | Mon 11am-12pm and 2pm-3:30pm
- Campus Mail Code: C3100

## Courses

#### ECO 441K • Introduction To Econometrics

###### 33775 • Fall 2019

Meets TTH 11:00AM-12:30PM RLP 0.126

IIQRWr

#### ECO 441K • Introduction To Econometrics

###### 34450 • Fall 2018

Meets TTH 11:00AM-12:30PM RLP 0.126

IIQRWr

#### ECO 441K • Introduction To Econometrics

###### 34455 • Fall 2018

Meets TTH 2:00PM-3:30PM RLP 0.126

IIQRWr

#### ECO 341K • Introduction To Econometrics

###### 34350 • Fall 2017

Meets TTH 11:00AM-12:30PM CLA 0.126

QR

#### ECO 341K • Introduction To Econometrics

###### 34355 • Fall 2017

Meets TTH 2:00PM-3:30PM CLA 0.126

QR

#### ECO 341K • Introduction To Econometrics

###### 34095 • Fall 2016

Meets TTH 12:30PM-2:00PM CLA 0.126

QR

#### ECO 341K • Introduction To Econometrics

###### 34100 • Fall 2016

Meets TTH 2:00PM-3:30PM CLA 0.126

QR

#### ECO 341K • Introduction To Econometrics

###### 33370 • Fall 2015

Meets TTH 11:00AM-12:30PM UTC 3.132

QR

#### ECO 341K • Introduction To Econometrics

###### 33375 • Fall 2015

Meets TTH 12:30PM-2:00PM UTC 4.124

QR

#### ECO 329 • Economic Statistics

###### 33560 • Spring 2015

Meets TTH 2:00PM-3:30PM WEL 1.308

QR

#### ECO 329 • Economic Statistics

###### 34785 • Spring 2014

Meets TTH 2:00PM-3:30PM WEL 1.308

QR

#### ECO 329 • Economic Statistics

###### 34360 • Spring 2013

Meets TTH 2:00PM-3:30PM WEL 1.308

QR

#### ECO 341K • Introduction To Econometrics

###### 34285 • Spring 2012

Meets TTH 2:00PM-3:30PM BUR 134

QR

#### ECO 341K • Introduction To Econometrics

###### 34190 • Fall 2011

Meets TTH 2:00PM-3:30PM CPE 2.210

QR

#### ECO 341K • Introduction To Econometrics

###### 34475 • Spring 2011

Meets TTH 2:00PM-3:30PM ART 1.110

QR

#### ECO 341K • Introduction To Econometrics

###### 33678 • Spring 2010

Meets TTH 2:00PM-3:30PM ART 1.110

QR

#### ECO 392M • Econometrics I

###### 33840 • Spring 2010

Meets TTH 11:00AM-12:30PM BRB 1.118

#### ECO 341K • Introduction To Econometrics

###### 33850 • Fall 2009

Meets TTH 11:00AM-12:30PM UTC 3.122

#### ECO 341K • Introduction To Econometrics

###### 34055 • Fall 2008

Meets TTH 11:00AM-12:30PM UTC 3.122

#### ECO 329 • Economic Statistics

###### 30069 • Fall 2001

Meets TTH 12:30PM-2:00PM UTC 3.132

## 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.