Estimation and Inference by Stochastic Optimization(pdf) in the Journal of Econometrics, vol. 238, no 2.
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, Spring 2025