Assistant Professor at the Economics Department
“Semiparametric Inference in Dynamic Binary Choice Models,” pdf, with Xun Tang (3d revision requested by the Review of Economic Studies). An extension of the proposed method to dynamic multinomial choice models is here: pdf.
“Bayesian Regression with Nonparametric Heteroskedasticity,” 2011, (resubmitted to the Annals of Statistics), pdf.
“Posterior Consistency in Kullback-Leibler Divergence with Applications to Misspecified Infinite Dimensional Models,” 2012, pdf.
“Implementation of Bayesian Inference in Dynamic Discrete Choice Models,” 2008, pdf.
“Posterior Consistency in Conditional Density Estimation by Covariate Dependent Mixtures,” 2011, with Justinas Pelenis, accepted by Econometric Theory, pdf, link to replication code for simulation exercises.
“Estimation of Dynamic Discrete Choice Models Using Artificial Neural Network Approximations,” pdf, 2012, Econometric Reviews, Volume 31, Issue 1, pp. 84–106.
“Approximation of Conditional Densities by Smooth Mixtures of Regressions,” pdf, 2010, Annals of Statistics, 38(3), pp. 1733-1766.
“Continuity and Differentiability of Expected Value Functions in Dynamic Discrete Choice Models,” pdf, Quantitative Economics 1 (2010), pp. 305–322.