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C. Alan Bester
Associate Professor of Econometrics and Statistics
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C. Alan Bester studies estimation and interference in dynamic econometric models and applications to finance. He is a referee for a number of journals, including, the Journal of Econometrics, the Journal of Business and Economic Statistics, and Journal of Financial Econometrics. Research papers include "Random Field and Affine Models for Interest Rates: An Empirical Comparison," "Bond and Option Pricing in Random Field Models," and "Bias Correction for Frequentist and Bayesian Estimators" with Christian Hansen. He has presented research at Carnegie Mellon University, University of Toronto (Rotman), and 2005 SAMSI Financial Mathematics Workshop.
Bester formerly worked as an economics research analyst and a futures analyst for AG Edwards & Sons in St. Louis. He also was an instructor at Duke University and Albion College. At Duke, Bester won both the Dean's Award for Excellence in Teaching and an Outstanding Instructor Award, based on student evaluations.
Bester joined the faculty in 2004. He has won the Chicago Booth's Emory Williams Award in recognition of accessibility, enthusiasm, and innovation in teaching.
Bester was educated at Duke University, where he received a bachelor's degree in economics and mathematics in 1999 and a PhD in economics in 2004.
Selected Publications
"Random Field and Affine Models for Interest Rates: An Empirical Comparison" (working paper).
"Bias Reduction for Frequentist and Bayesian Estimators" (working paper).
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Courses
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| 41000 |
Business Statistics |
2009(Fall) |
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Other Interests
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| Baseball, college basketball, cooking, reading. |
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