Assistant Professor of Economics

Boston University

I am an Assistant Professor in Economics at Boston University. My research focuses on Econometrics. Curriculum Vitae

Interests

  • Econometrics
  • Macroeconometrics
  • Industrial Organization

Education

  • PhD in Economics, 2018

    Columbia University, USA

  • MA in Economics and Statistics, 2012

    ENSAE Paris, France

  • MSc in Management, 2012

    HEC Paris, France

Research

Working Papers

  • Noisy, Non-Smooth, Non-Convex Estimation of Moment Condition Models (pdf)
  • Estimation and Inference by Stochastic Optimization (pdf)
  • Detecting Identification Failure in Moment Condition Models (pdf)
  • A Scrambled Method of Moments (pdf)

Papers

  • A Sieve-SMM Estimator for Dynamic Models (pdf) Accepted at Econometrica
  • Estimation and Inference by Stochastic Optimization: Three Examples (pdf | code) (with Serena Ng, 2021) in AEA Papers and Proceedings, Vol. 111, p. 626-630
  • The ABC of Simulation Estimation with Auxiliary Statistics (pdf | code) (with Serena Ng, 2018) in the Journal of Econometrics, vol. 205, no 1, p. 112-139.
  • A Likelihood-Free Reverse Sampler of the Posterior Distribution (pdf | code) (with Serena Ng, 2016) in Advances in Econometrics Vol 36, p.389-415.

Teaching

Past & Current

  • EC709: Advanced Econometrics 2 (PhD, co-instructor), Fall 2021
  • EC304: Empirical Economic Analysis 2 (Undergraduate), Fall 2021
  • EC508: Econometrics (MA), Spring 2019-2021, Spring 2023
  • EC711: Advanced Topics in Econometrics (PhD, co-instructor), Fall 2018, Spring 2020-2021, Spring 2023

Office Hours

  • Location: Office 415D, 270 Bay State Road

Contact