Research

• 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.
  

• Ranking Policies Under Loss Aversion and Inequality Aversion, with Martyna Kobus and Radosław Kurek.
• Partitioned Wild Bootstrap for Panel Data Quantile Regression, with Antonio Galvao and Carlos Lamarche.

Teaching

• ECON 422: Microeconometric Analysis, Winter 2026, Winter 2024
• ECON 221: Statistics for Economists, Fall 2025, Winter & Fall 2024
• ECON 600: Mathematics for Economists, Fall 2025  —  here are the notes for the class, if you didn't come to them from Learn
• ECON 600: Mathematics for Economists, Fall 2025 Economists, Winter & Fall 2024
• ECON 673: Econometric Methods for High-Dimensional Data, Winter 2023, Winter 2024
• ECON 721: Econometrics II, Winter 2023, Winter 2024