Jeffrey Racine

Professor, Economics

0000-0002-5680-3705

Jeffrey S. Racine (Ph.D. University of Western Ontario, 1989, Aman Ullah, Supervisor) is a Professor in the Department of Economics and a Professor in the Graduate Program in Statistics in the Department of Mathematics and Statistics at McMaster University. He occupies the Senator William McMaster Chair in Econometrics and is a Fellow of the Journal of Econometrics. He has held previous appointments at Syracuse University, the University of South Florida, the University of California San Diego (two-year visiting appointment), and York University.

His research interests include nonparametric estimation and inference, shape constrained estimation, cross-validatory model selection, frequentist model averaging, nonparametric instrumental methods, and entropy-based measures of dependence and their statistical underpinnings. He is also interested in parallel distributed computing paradigms and their application to computationally intensive nonparametric estimators.

He is currently serving as an Associate Editor for Econometric Reviews and as the Deputy Editor-in-Chief for Econometrics.

He has co-authored the graduate textbook Nonparametric Econometrics: Theory and Practice (co-authored with Qi Li, published by Princeton University Press, 2007, 768 pages, with a Chinese translation published in 2015) and has authored the monograph Nonparametric Econometrics: A Primer (published by Foundations and Trends in Econometrics, 2008, with a Russian translation published in the journal Quantile in 2008). He has published extensively in his field and has co-authored the R packages np and crs that are available on the Comprehensive R Archive Network (CRAN).