Research Interests

  • Causal inference and identification
  • Modern computational algorithm and inference
  • Applications of statistical decision theory

Recent Publications

  • Monotone Equilibrium in Matching Markets with Signaling, (with Seungjin Han and Alex Sam), Journal of Economic Theory, 216, Article 105801, 2024 [journal] [arXiv]
  • Fast Inference for Quantile Regression with Tens of Millions of Observations, (with Sokbae Lee, Yuan Liao, and Myung Hwan Seo), Journal of Econometrics, Forthcoming, 2023+ [journal] [arXiv]
  • SGMM: Stochastic Approximation to Generalized Method of Moments, (with Xiaohong Chen, Sokbae Lee, Yuan Liao, Myung Hwan Seo, and Myunghyun Song), Journal of Financial Econometrics, Forthcoming, 2023+ [journal] [arXiv]
  • Predictive Quantile Regression with Mixed Roots and Increasing Dimensions: The ALQR Approach, (with Rui Fan and Ji Hyung Lee), Journal of Econometrics, 237(2), Part C, Article 105372, 2023 [journal] [arXiv]
  • Fast and Robust Online Inference with Stochastic Gradient Descent via Random Scaling, (with Sokbae Lee, Yuan Liao, Myung Hwan Seo), Proceedings of the 36th AAAI Conference on Artificial Intelligence, 36(7), 2022, pp. 7381-7389 [journal] [arXiv]
  • Recent Working Papers

  • Monotone Equilibrium Design for Matching Markets with Signaling , (with Seungjin Han and Alex Sam), Under Review, June 2024 [arXiv]
  • Statistical Treatment Rules under Social Interaction, (with Seungjin Han and Julius Owusu), November 2022 [arXiv]
  • A full list of my research papers is available at Research. My curriculum vitae can be downloaded from CV.

    Contact Information

    Department of Economics, KTH 440
    McMaster University
    1280 Main Street West
    Hamilton, Ontario, Canada
    L8S 4M4

    Updated: 2024/06/08