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Jean-Jacques Forneron

Assistant Professor of Economics

Boston University

I am an Assistant Professor in Economics at Boston University. My research focuses on Econometrics. Curriculum Vitae

Interests

  • Econometrics
  • Macroeconometrics
  • Industrial Organization

Education

  • PhD in Economics, 2018

    Columbia University, USA

  • MA in Economics and Statistics, 2012

    ENSAE Paris, France

  • MSc in Management, 2012

    HEC Paris, France

Research

Working Papers

  • Inference by Stochastic Optimization: A Free-Lunch Bootstrap (pdf) (with Serena Ng)
  • A Scrambled Method of Moments (pdf)
  • Detecting Identification Failure in Moment Condition Models (pdf)
  • A Sieve-SMM Estimator for Dynamic Models (pdf | supplement)

Papers

  • The ABC of Simulation Estimation with Auxiliary Statistics (pdf | code) (with Serena Ng, 2018) in the Journal of Econometrics, vol. 205, no 1, p. 112-139.
  • A Likelihood-Free Reverse Sampler of the Posterior Distribution (pdf | code) (with Serena Ng, 2016) in Advances in Econometrics Vol 36, p.389-415.

Teaching

Current

  • EC508: Econometrics (MA), spring 2019-2020
  • EC711: Advanced Topics in Econometrics (PhD, co-instructor), fall 2018, spring 2020

Office Hours

  • Location: Office 415D, 270 Bay State Road
  • Day/Time: W 3:50-4:50pm, F 11:00-12:00pm

Contact

  • jjmf@bu.edu
  • 270 Bay State Road, Boston, MA, 02215, United States