**Email**: danbm (at) huji (dot) ac (dot) il

**Education **

PhD, Economics, UCLA, 2012

MS, Financial Mathematics, Stanford University, 2005

BA, Economics, Mathematics, Stanford University, 2004

**Papers**

Identification of Joint Distributions in Dependent Factor Models (2018), Econometric Theory

*We identify and estimate joint distributions in a factor model with subsets of arbitrarily dependent unobservables. Identification extends a result by Kotlarski (1967) from a single factor model to a multiple factor model.*

Identification of Additive and Polynomial Models of Mismeasured Regressors Without Instruments (2017), with Xavier D’Haultfœuille and Arthur Lewbel, Journal of Econometrics

*We identify the nonparametric function g in the model Y = g(X*) + h(Z) + U, E[U|X*,Z]=0 where X* is measured with error and without any side information. Similarly, we identify the polynomial P in the model Y=P(X*,Z) + U, E[U|X*,Z]=0 .*

Identification of Linear Regressions with Errors in all Variables

*We provide necessary and sufficient conditions for identification of the linear errors-in-variables model, extending Reiersol (1950) from the single regressor model to the multiple regressor model. We introduce a new estimator for the coefficients using second derivatives of the empirical log characteristic function.*