Assistant Professor

I am on Study Leave, Fall 2019.

Research Interests

• Econometrics
• Time Series Econometrics
• Financial Econometrics
• Industrial Organization

Education

• Ph.D., Economics, Boston University, Boston, US, May 2015

Teaching

• EC9A3: Advanced Econometric Theory

PhD Students

• Zizhong Yan
• Nikolas Kuhlen

Research

• Estimation of Nonlinear Panel Models with Multiple Unobserved Effects
• Quantile Graphical Models: Prediction and Conditional Independence with Applications to Financial Risk Management (with Alexandre Belloni (Duke) and Victor Chernozhukov (MIT))
• Nonlinear Panel Models with Interactive Effects (with Ivan Fernandez-Val (BU) and Martin Weidner (UCL))
  
• Analysis of Networks via the Sparse β-Model (with Kengo Kato (Cornell) and Chenlei Leng (Warwick))

• Co-organizer, Turing workshop on "Statistics of Network Analysis", 29-30 May 2018, sponsored by the Alan Turing Institute.
• (Co-)organizer, Econometrics Seminars and Workshop Series at Warwick, 2015 - present
  • Link for 2016
    Theme: High Dimensional Econometrics/Statistics
    Masterclasses delivered by Victor Chernozhukov (MIT), topics on Machine Learning in Econometrics
  • Link for 2017
    Theme: Panel Data
    Masterclasses delivered by Bo Honoré (Princeton), topics on Panel Data Models
  • Link for 2018
    Theme: Network Analysis
    Masterclasses to be delivered by Bryan Graham (UC Berkeley), topics on Econometrics Analysis of Network Data
• Junior Hiring Committee, 2015-2017