Jeffrey Racine

Jeffrey S. Racine is a Professor of Economics, Professor in the Graduate Program in Statistics, and the holds the Senator William McMaster Chair in Econometrics at McMaster University, Canada. He received his PhD degree in economics from the University of Western Ontario in 1989. His research interests include nonparametric estimation and inference, cross-validatory model selection, nonparametric instrumental methods, and entropy-based measures of dependence and their statistical underpinnings. He has contributed three packages to the R community that implement a range of estimators he has developed (np, npRmpi, crs). He is currently an Associate Editor for Econometric Reviews, the Journal of Econometric Methods, and is editing a volume of the Oxford Handbook of Economics and Statistics.


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