My Research Interests
I am interested in three major areas of empirical research:  (1) the measurement of well-being, poverty, discrimination and economic inequality; (2) the estimation of consumer demand; (3) semi-parametric and non-parametric econometrics.  These three strands of research dovetail nicely with my overall agenda of trying to make life better for poor people by better documenting the trials they face in economic life.  My life-goals are sort of "old lefty": help the poor, redistribute income, create a society where everyone has the chance to be happy.

My Administrative Work
I am the Co-Director of Metropolis British Columbia (MBC), Center of Excellence for Research on Immigration and Diversity. (This is the new name for Research on Immigrants and Immigration in the Metropolis (RIIM).) This is an interdisciplinary policy research center which connects approximately 50 academic researchers with more than 100 policy-interested people in government and NGO communities. We engage in the support of research, training and dissemination of knowledge with total funding of $500,000 per year from the 9 Federal Departments, the Ministry of Advanced Education and Labour Market Development of British Columbia, and our host universities, SFU and UBC. Have a look at our website .

Conference on the Economics of Immigration

11-12 May 2009, SFU, Harbour Center. This event is an international conference.

Details are available here.

17 June 2009, SFU, Harbour Center. This event is for NGOs in the lower mainland

Details are available here. Registration form is available here. Slides are available here.

My Graduate Students
Mykyhaylo Salnykov (Spring 2008): see his webpage; Cheryl Fu (Fall 2008); Ben Harris .

Grading

Your grade in this course will depend on your 5 critiques and 5 replications (see below), your midterm and your final exam. The weights are as follows:

Critiques 10%

Replications 30%

Midterm 20%

Final 40%

You get graded based directly on your replications, and also indirectly through the exams, which will have code- and paper-based questions based directly on the replications that you have undertaken. As you can see, the purpose of this course is to get you to do econometrics, via the replications.

Assignments

This course is based on critiques and replications. A critique is a short (2-page) referee report in which you describe the strengths and shortcomings of a paper, and suggest ways in which to improve the paper. It is a critical review of a paper, and your critiques should focus on empirical strengths, shortcomings and improvements. A replication is an exercise in which you attempt to repeat the empirical exercise undertaken by the author of the paper. Typically, you will only replicate a small number of lines in a table of results.

Reading

There are 3 supplementary textbooks for this course:

1. Green, William, Econometric Analysis, Prentice Hall, 5th/6th Edition, 2008.

2. Kennedy, Peter, A Guide to Econometrics, 5th Edition (Paperback).

3. Angrist, Joshua and Jorn-Steffen Pischke, Mostly Harmless Econometrics: An Empiricist's Companion (Paperback).

I will try to let you know where to look for relevant supporting material in these textbooks. In addition, I will post links to other material you may find helpful.

Lecture Notes to Introduce Ordinary Least Squares.

Assignment #1: Critique Due 14 Jan; Replication due at the beginning of class 21 January

Critique: Read Pendakur and Pendakur, 2008, "Aboriginal Incomes in Canada" . Carefully assess the empirical work by the authors, and try to figure out what they could have done better. Replication: Use the zipped STATA data file 2001ind_working_age.dta. Additional documentation is in the Guidebook. This is the subsample of census records for individuals aged 25 to 64. Note that since the public-use micro data are a subsample of the confidential full database, your results will differ from those in the paper even if your replication is perfect. Further note that since the confidential main base has different coding, you will have to do your best to replicate the findings with the data at hand. In particular, you cannot distinguish registered Indians on-reserve from registered Indians off-reserve. You must:

a) construct a table of means which conveys the basic points covered in Table 2;

b) replicate Table 2 (please note that the leftmost column in each block is misplaced one cell too high---you don't need to replicate this error!);

c) replicate Table 3.

d) are the results in the paper different enough from your results that you are suspicious that either you, or my coauthor and I, did something wrong?

Useful links for learning Stata are UCLA economics Stata Tutorials and UCLA statistics Stata Tutorials.

A nice introduction to quantile regression is in Koenker and Hallock.

Here is the Stata code that I used to do the in-class Monte Carlo exercise on Tuesday 26 Jan.

Lecture Notes on Non-Spherical Disturbances.

Lecture Notes on Panels.

Assignment #2

Assignment 2a: Due at the beginning of class Tues 2 Feb

Critique: Read Islam, "Growth Empirics: A Panel Data Approach" Quarterly Journal of Economics 110(4), Nov 1995. Weirdly, enough, that link is missing page 1. Carefully assess the empirical work by the author, and try to figure out what he could have done better. In particular, figure out what model the author actually estimated. This is not as easy as it looks, since the paper is not very well-written.

Assignment 2b: Due at the beginning of class Tues 9 Feb

Replication: Go to the Penn World Tables website and forms to collect the data used by Islam for as large a period of time as you can. Replicate the upper sections of the rightmost columns of Tables I and II and IV for Islam's time periods and for the longest time period you can manage. That is, implement the unrestricted estimators on the OECD subsample for his time period and a longer one. Finally, ask yourself whether or not his specification is as good as it could be given the data at hand, and do the best you can do (in your view) with the Penn.

Useful Reading for up to the Midterm (2 hours, Thursday 11 March)

You might focus attention on the following Chapters of Greene, Kennedy and Angrist-Pischke.

Sources for OLS: Greene, 5th Ed, Chapters 1-3; Kennedy, 5th Ed, Chapters 1-3; Angrist-Pischke Ch 1-3.

Sources for GLS, Heteroskedasticity, Panel Methods: Greene, Chapters 10-13: Kennedy, 5th Ed, Chapters 8, 14, 17, Appendix B; Angrist-Pischke Ch5 (for panel stuff)

Sources for Endogeneity (and also SUR): Green, Chapters 14-15; Kennedy, 5th Ed, Chapters 9, 10; Angrist-Pischke Ch4.

Publications

Crossley, Thomas F. and Krishna Pendakur, 2009,  "The Common-Scaling Social Cost of Living Index", forthcoming, Journal of Business and Economic Statistics.

Haag, Berthold, Stefan Hoderlein and Krishna Pendakur, 2009, "Testing and Imposing Slutsky Symmetry in Nonparametric Demand Systems", Journal of Econometrics 153 (2009) pp. 33-50.

Pendakur, Krishna, 2009, "EASI Made Easier", in Quantifying Consumer Preferences, (Contributions in Economic Analysis Series), edited by D. Slottje, London: Emerald Group Publishing, forthcoming.

Lewbel, Arthur and Krishna Pendakur, 2009, "Tricks with Hicks: The EASI Implicit Marshallian Demand System for Unobserved Heterogeneity and Flexible Engel Curves.", American Economic Review, 99(3): 827-63.

Stata code to estimate EASI demand system with no interactions. Stata code to estimate EASI demand system with interactions.

Jacks, David and Krishna Pendakur, 2009, "Global Trade and the Maritime Transport Revolution", Review of Economics and Statistics, forthcoming.

Pendakur, Krishna, Ravi Pendakur and Simon Woodcock; 2008.  "A Representation Index: Measuring the Representation of Minorities in Income Distributions", Berkeley Electronic Journal for Economic Analysis and Policy: ADVANCES

Stata code to estimate representation index. Stata code to estimate severity index.

Pendakur, Krishna and Stefan Sperlich, 2009, Semiparametric Estimation of Demand Systems in Real Expenditure", Journal of Applied Econometrics, forthcoming.

Lewbel, Arthur and Krishna Pendakur, 2008, "Estimation of Collective Household Models with Engel Curves", Journal of Econometrics, Dec. 2008, 147, 350-358.

Pendakur, Krishna and Simon Woodcock, 2009 "Glass Ceilings or Glass Doors: Wage Disparity Within and Between Firms", Journal of Business and Economic Statistics, Jan 2010, Vol. 28, No. 1: pp. 181-189..

Supplementary Tables.

Lewbel, Arthur and Krishna Pendakur, 2007 "New Palgrave (2nd Edition) entry on Equivalence Scales".

Pendakur, Krishna and Ravi Pendakur, 2007, "Colour My World", reprinted in "Interrrogating Race and Racism", Vijay Agnew (ed), University of Toronto Press, forthcoming.

Pendakur, Krishna and Ravi Pendakur; 2007.  "Minority Earnings Disparity Across the Distribution", forthcoming, Canadian Public Policy

Allen, Douglas W., Krishna Pendakur and Wing Suen.  2006.  "No-Fault Divorce and the Compression of Marriage Ages", Economic Inquiry, Vol 44, No 3.

Donaldson, David and Krishna Pendakur, 2006, "The Identification of Fixed Costs From Consumer Behaviour", Journal of Business and Economic Statistics, 24(3) pp 255-265.

Donaldson, David and Krishna Pendakur.  2005.  Children's Goods and Expenditure-Dependent Equivalence Scales, Journal of Public Economics .

Pendakur, Krishna.  2005.  "Semiparametric Estimation of Lifetime Child Costs". Journal of Applied Econometrics, Vol. 20, No. 4, 2005, pp. 487-507.

Crossley, Thomas and Krishna Pendakur.  2003.  "Consumption Inequality". in Green, David (ed) Dimensions of Inequality in Canada, forthcoming.

Pendakur, Krishna and Ravi Pendakur.  2002.  "Colour My World: Has the Minority-Majority Earnings Gaps Changed Over Time?" Canadian Public Policy December 2002, 28(4), pages 489-512.

Donaldson, David and Krishna Pendakur.  2004.  Equivalent Expenditure Functions and Expenditure-Dependent Equivalence Scales, Journal of Public Economics, 88(1-2) pp 175-208.

Pendakur, Krishna.  2001.  "Consumption Poverty in Canada 1969 to 1998", Canadian Public Policy, June 2001, 27(2) pages 125-149.

Pendakur, Krishna.  2001.  "Taking Prices Seriously in the Measurement of Inequality", Journal of Public Economics, October 2002, 86(1), pp47-69..

Pendakur, Krishna and Ravi Pendakur.  2002.  "Speaking in Tongues: Language Knowledge as Human Capital and Ethnicity" International Migration Review, Spring 2002, 36 (1), 147-178.

Pendakur, Krishna.  1999.  "Estimates and Tests of Base-Independent Equivalence Scales", Journal of Econometrics 88(1), pp 1-40.

Blundell, Richard, Alan Duncan and Krishna Pendakur.  1998.  "Semiparametric Estimation of Consumer Demand", Journal of Applied Econometrics 13, pp 435-461.

Pendakur, Krishna and Ravi Pendakur.  1998.  The Colour of Money: Earnings Differentials Across Ethnic Groups in Canada , Canadian Journal of Economics 31(3), pp 518-548.

Pendakur, Krishna and Ravi Pendakur.  1998.  Speak and Ye Shall Receive: Language Knowledge as Human Capital, in Economic Approaches to Language and Bilingualism (ed)
Albert Breton, Ottawa, Department of Public Works and Government Services Canada.

Pendakur, Krishna.  1998.  Changes in Canadian Family Income and Family Consumption Inequality Between 1978 and 1992, Review of Income and Wealth 44(2), pp 259-283.

Barrett, Garry and Krishna Pendakur.  1995.  Asymptotic Distributions for the Generalised Gini Family of Inequality and Welfare Indices, Canadian Journal of Economics 28(4b), pp 1043-
1055.

Pendakur, Krishna, Michael Scholz and Stefan Sperlich, 2008, Semiparametric Indirect Utility and Consumer Demand", under review.

Pendakur, Krishna and Ravi Pendakur; 2008.  "Aboriginal Incomes in Canada", under review.

Pendakur, Krishna, 2005,  "Visible Minorities in Canada's Workplaces".

Pendakur, Krishna, 2005,  "Visible Minorities and Aboriginals in Vancouver's Labour Market".

Pendakur, Krishna and Ravi Pendakur; 2005.  "Ethnic Identity and the Labour Market", under review.

Eaton, B. Curtis, Krishna Pendakur and Clyde Reed.  2006. "Socializing, Shared Experience and Popular Culture", under review.