Daniel Ackerberg

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University: 
University of Michigan - Ann Arbor
Unit: 
LSA: Social Sciences
Department: 
Economics
Title: 
Professor 
Short bio: 

Ph.D., Yale University, Economics, 1997

M.Phil., Yale University, Economics, 1994

M.A., Yale University, Economics, 1993

B.A., Carleton College, Economics, 1991 

Research summary: 

His research interests range from the analysis of online auctions, the estimation of firm production functions, the impact of advertising on consumer demand, to the study of land contracting in medieval Europe. In addition to these IO interests, he has done research on applied econometric and computational methods.

Recent publications: 

Ackerberg, D., Chen, X., Hahn, J., and Liao, Z. “Asymptotic Efficiency of Semi-Parametric Two-step GMM”, forthcoming, Review of Economic Studies

Ackerberg, D., Chen, X., and Hahn, J. “A Practical Asymptotic Variance Estimator for Two-Step Semiparametric Estimators”, Review of Economics and Statistics, Vol. 94, No. 2, May 2012, pp. 481-498

Ackerberg, D. “A New Use of Importance Sampling to Reduce Computational Burden in Simulation Estimation” Quantitative Marketing and Economics, Vol. 7, No. 4, December 2009, pp. 343-376.  Winner of 2010 Dick Wittink Prize for best paper published in the journal.

Ackerberg, D., J. Geweke, and J. Hahn, “Comment on “Convergence Properties of the Likelihood of Computed Dynamic Models” by Fernandez-Villaverde, Rubio-Ramirez, and Santos”, Econometrica, Volume 77, Issue 6, December 2009, pp. 2009-2017

Ackerberg, D. and Devereux, P. “Improved Jive Estimators for Overidentified Linear Models with and without Heteroskedasticity”, Review of Economics and Statistics, Vol. 91, Issue 2, May 2009, pp. 351-362.