Research Interests

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

Recent Publications

  • Predictive Quantile Regression with Mixed Roots and Increasing Dimensions: The ALQR Approach, (with Rui Fan and Ji Hyung Lee), Journal of Econometrics, Forthcoming, November 2022 [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]
  • Complete Subset Averaging for Quantile Regression, (with Ji Hyung Lee), Econometric Theory, Forthcoming, July 2021 [journal] [arXiv]
  • Factor-Driven Two-Regime Regression, (with Sokbae Lee, Yuan Liao, and Myung Hwan Seo), Annals of Statistics, 49(3), 2021, pp. 1656-1678 [journal] [arXiv]
  • Recent Working Papers

  • Statistical Treatment Rules under Social Interaction, (with Seungjin Han and Julius Owusu), Under Review, November 2022 [arXiv]
  • Fast Inference for Quantile Regression with Tens of Millions of Observations, (with Sokbae Lee, Yuan Liao, and Myung Hwan Seo), Under Review, October 2022 [arXiv]
  • Designing a Competitive Monotone Signaling Equilibrium, (with Seungjin Han and Alex Sam), Revise and Resubmit, Journal of Economic Theory, July 2022 [arXiv]
  • A full list of my research papers is available at Research. My curriculum vitae can be downloaded from CV.

    Contact Information

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

    Phone:
    +1 905-525-9140 x23672

    Updated: November 28, 2022.