Estimation and Inference by Stochastic Optimization(pdf) Accepted at the Journal of Econometrics
Detecting Identification Failure in Moment Condition Models(pdf) (2024) in the Journal of Econometrics, vol. 238, no 1.
A Sieve-SMM Estimator for Dynamic Models(pdf) (2023) in Econometrica, vol. 93, no 3, p. 943-977.
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
EC304: Empirical Economic Analysis 2 (Undergraduate), Fall 2021
EC508: Econometrics (MA), Spring 2019-2021, Spring 2023, Spring 2024
EC709: Advanced Econometrics 2 (PhD, co-instructor), Fall 2021, Fall 2023
EC711: Advanced Topics in Econometrics (PhD, co-instructor), Fall 2018, Spring 2020-2021, Spring 2023