Research Interests
- Causal inference and identification
- Modern computational algorithm and inference
- Applications of statistical decision theory
Recent Publications
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),
2023
[journal]
[arXiv]
Complete Subset Averaging for Quantile Regression,
(with Ji Hyung Lee),
Econometric Theory,
39(1),
2023, pp. 146-188
[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]
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
Monotone Equilibrium in Matching Markets with Signaling,
(with Seungjin Han and Alex Sam),
Revise and Resubmit,
Journal of Economic Theory,
November 2023
[arXiv]
Fast Inference for Quantile Regression with Tens of Millions of Observations,
(with Sokbae Lee, Yuan Liao, and Myung Hwan Seo),
Revise and Resubmit,
Journal of Econometrics,
October 2023
[arXiv]
Optimal Delegation in Markets for Matching with Signaling,
(with Seungjin Han and Alex Sam),
March 2023
[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.
Address:
Department of Economics, KTH 440
McMaster University
1280 Main Street West
Hamilton, Ontario, Canada
L8S 4M4
Phone:
+1 905-525-9140 x23672
Updated: 2023/11/09
