Research
Publications- Loss aversion and the welfare ranking of policy interventions with Sergio Firpo, Antonio F. Galvao, Martyna Kobus and Pedro Rosa-Dias, forthcoming at Journal of Econometrics. Code
- Bootstrap inference for panel data quantile regression with Antonio F. Galvao and Zhijie Xiao, Journal of Business and Economic Statistics 42 (2024), 628-639. Code
- Wild Bootstrap Inference for Penalized Quantile Regression for Longitudinal Data, with Carlos Lamarche, Journal of Econometrics 235 (2023), 1799-1826.
- Uniform inference for value functions, with Sergio Firpo and Antonio F. Galvao, Journal of Econometrics 235 (2023), 1680-1699. Code
- Asymptotic Inference for the Constrained Quantile Regression Process, Journal of Econometrics 213 (2019), 174-189. Code
- Finite Sample Distributions of the Wald, Likelihood Ratio and Lagrange Multiplier Test Statistics in the Classical Linear Model, Communications in
Statistics — Theory and Methods 46 (2017), 5195-5202.
- Semiparametric Efficiency for Partially Linear Single-Index Regression Models, with Tao Chen, Journal of Multivariate Analysis 130 (2014),
376-386.
- A Comparison of Alternative Approaches to Sup-Norm Goodness of Fit Tests With Estimated Parameters, Econometric Theory 29 (2013), 969-1008.
Teaching
Class materials are now on Waterloo Learn sites. Current and recent courses:- ECON 673: Econometric Methods for High-Dimensional Data, Winter 2023, Winter 2024
- ECON 721: Econometrics II, Winter 2023, Winter 2024
- ECON 221: Statistics for Economists, Winter & Fall 2024
- ECON 422: Microeconometric Analysis, Winter 2024