Mark Coppejans

Mark Coppejans joined the Duke Faculty in 1996 after receiving his Ph.D. in Economics from Northwestern University and an A.B. in Economics and Applied Mathematics from the University of California at Berkeley. His research interests are primarily theoretical econometrics, which includes sieve estimators and applied finance. He teaches asymptotic econometric theory and corporate finance.
Recent Research
"The Curse of Dimensionality Revisited"
"Estimation of the Binary Response Model Using a Mixture of Distributions Estimator (MOD)"
"Asymptotics of SNP Density Estimation" (with A.R. Gallant)
"Pricing Behavior in an Off-Hours Computerized Market" (with I. Domowitz)
[More]
Office Information
Office:
Phone:
Email:
Fax:
Office hrs:
 202 Social Sciences
660-1804
mtc@econ.duke.edu
684-8974
By appointment
Selected Publications
"Properties and Applications of Series Estimators with Dependent Observations," Dissertation, Northwestern University, 1996 		Course Descriptions
Corporate Finance (Econ 181)
Econometrics II (Econ 347)




Links
Prof. Coppejans' Home Page

Duke Economics Department, WWW Resource.
Last modified: Wed May 31 11:28:44 EDT 2000