Research

PUBLICATION

Counterfactual: An R Package for Counterfactual Analysis
with Victor Chernozhukov, Iván Fernández-Val, and Blaise Melly
The R Journal, Volume 9, Issue 1, June 2017, pp. 370-384

A Comparative Study of Causal Reward Design
with Xinlei Pan
Causal Machine Learning Workshop (ICML 2018)
*
Spotlight Presentation

WORKING PAPERS 

Nonlinear Factor Models for Network and Panel Data (with Iván Fernández-Val (BU) and Martin Weidner (UCL) )

* Older version is “Nonlinear Panel Models with Interactive Effects”

Estimation of Nonlinear Panel Models with Multiple Unobserved Effects 

*Co-Winner of LABOUR Prize, Seventh Italian Congress of Econometrics and Empirical Economics (ICEEE 2017)

*First mentioned by Professor William Greene, in class teaching here

*Chapter One of  My Thesis, Honorable Mention for Arnold Zellner Thesis Award Competition, Journal of Business and Economic Statistics, 2017

Quantile Graphical Models: Prediction and Conditional Independence with Applications to Systemic Risk  (with Alexandre Belloni (Duke) and Victor Chernozhukov (MIT))

“Dating Structural Breaks using Lasso-Type Estimators” (with Pierre Perron (BU) ) 

WORK IN PROGRESS 

“Consumer Payment Choice: Heterogeneity in Transaction-Level Data” (with Marc Rysman)
“Bayesian Inference for Nonlinear Panel Data Models with Interactive Fixed Effects”

COMPUTATION
Rearrangement: Rearrangement in R” (with Wesley Graybill, Victor Chernozhukov, Iván Fernández-Val and Alfred Galichon)
R package
March 2016

Counterfactual Analysis in R” (with Victor Chernozhukov, Iván Fernández-Val and Blaise Melly)
R package
September 2016

REFEREE EXPERIENCE
Journal of Econometrics (6), Journal of Business & Economic Statistics (5), Econometric Reviews, Econometric Theory (4), Statistica Sinica, Annals of Economics and Statistics, Economic Inquiry, Econometrics and Statistics, Biometrika, Journal of the American Statistical Association, Review of Economics and Statistics (3), Annal of Statistics

GRANT APPLICATIONS REVIEWING REQUESTED
The Netherlands Organisation for Scientific Research VENI grant
ERC Consolidator Grant