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,
23(1),
2025, pp. nbad027
[journal]
[arXiv]
Monotone Equilibrium in Matching Markets with Signaling,
(with Seungjin Han and Alex Sam),
Journal of Economic Theory,
216,
2024, Article 105801
[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,
In Press,
2024, Article 105673
[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
The Evolution of Unobserved Skill Returns in the U.S.: A New Approach Using Panel Data,
(with Lance Lochner and Youngmin Park),
January 2025
[arXiv]
Monotone Equilibrium Design for Matching Markets with Signaling ,
(with Seungjin Han and Alex Sam),
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.
Address:
Department of Economics, KTH 440
McMaster University
1280 Main Street West
Hamilton, Ontario, Canada
L8S 4M4
Updated: 2025/01/29
