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

WORKING PAPERS 

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 Financial Risk Management (with Alexandre Belloni (Duke) and Victor Chernozhukov (MIT))

Nonlinear Panel Models with Interactive Effects (with Iván Fernández-Val (BU) and Martin Weidner (UCL) ),  [arXiv]

“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 (4), Journal of Business & Economic Statistics (4), Econometric Reviews, Econometric Theory (2), Statistica Sinica, Annals of Economics and Statistics, Economic Inquiry, Econometrics and Statistics, Biometrika, Journal of the American Statistical Association