Research

My work develops estimators for panel data models that relax functional-form assumptions on unobserved heterogeneity, and applies them to questions about innovation and firm productivity.

Job market paper

Job Market Paper

Semiparametric Panel Data Models with Interactive Fixed Effects

Emma Kate Henry

Methods for estimation and inference in semiparametric panel data models with both correlated random effects and interactive fixed effects are developed, combining a Mundlak-style projection for the time-invariant heterogeneity with a local-linear filter for the time-varying component. Augmenting the partially linear regression with cross-sectional averages yields a Robinson-style estimator that requires no iteration, principal components, or knowledge of the number of factors. Asymptotic properties are established under joint large-N, large-T asymptotics and illustrated with an application to innovation activity.

Draft available on request — email me.

Publications

Published

Contests with Ambiguous Prizes

with Cary Deck, Aidan Hathaway, Tigran Melkonyan, and Sam Redinger

Journal of Risk and Uncertainty, 2026

Published

Nonparametric Correlated Random-Effects Models

with Daniel J. Henderson and Alexandra Soberón

Advanced Studies in Theoretical and Applied Econometrics, vol. 57, 289–307, 2025.
Badi H. Baltagi and László Mátyás (eds.)

Published

Evaluation of Reasonableness of Fees for Life Care Plan Services in Vaccine Act Cases

with Timothy R. Owen

Journal of Life Care Planning, 17(4), 31–37, 2019

Under revision

Revise & Resubmit

Nonlinear Panel Data Models with Robust Correlated Random Effects

with Daniel J. Henderson and Andros Kourtellos

Economics Letters

Conference presentations

Computational and Financial Econometrics — Berlin, Germany2026
Southern Economic Association — Houston, Texas2026
Midwest Econometrics Group — Cincinnati, Ohio2026
International Association for Applied Econometrics — Carcavelos, Portugal2026
European Workshop on Efficiency and Productivity Analysis — Munich, Germany2026
Conference of Southern Graduate Schools, 3MT Competition — Baton Rouge, Louisiana2026

Research experience

Faculty Research Scholar — University of Alabama

2022 – 2023

Built data analysis methods for Google advertising cost data at both aggregate and segmented levels, and contributed to machine learning algorithms using high-frequency, GPS-enabled imaging to identify urban blight.

Research Assistant — Owen Vocational Rehabilitation Services

2018 – 2022

Conducted healthcare cost analysis forecasting lifetime care expenses for individuals with catastrophic injuries in litigation, and assisted in preparing expert witness testimony.

Research Assistant — University of St Andrews

2020

Developed agent-based models of economic policy coordination, examining fiscal, monetary, macro-prudential, and trade policy effects, with a literature review comparing game-theoretic and agent-based approaches to policy cooperation.

References

Daniel J. Henderson (chair) — Robert and Mary Cobb Endowed Professor, University of Alabamadjhenderson1@ua.edu
Robert Hammond — Rick and Elaine Horsley Faculty Fellow, University of Alabamarghammond@ua.edu
Andros Kourtellos — Department Chair, University of Cyprusandros@ucy.ac.cy