Short Vita

I am a predoctoral fellow in the Centre for Innovative Data in Economics (CIDE) at the University of British Columbia in Vancouver. I had worked in Bank of Canada before joining CIDE.

I am interested in industrial organization, macroeconomics, and microeconometrics.

My complete C.V. can be found here.

Working Papers

Robust optimal transfer program design for welfare maximization [code]
(previously circulated as "Optimal transfer program design and counterfactual welfare effects")
CESG 2019 / UBC 2020 (planned)

Software

SimpleDifferentialOperators.jl (QuantEcon)
A Julia package for solving differential equations by numerical discretization.

rMSWITCH (with Hiroyuki Kasahara and Katsumi Shimotsu)
An R package for estimation & statistical test for the number of regimes of Markov regime-switching models.

normalregMix (with Hiroyuki Kasahara and Katsumi Shimotsu)
An R package for estimation & statistical test for the number of components of normal mixture (regression) models.

qcpanel (with Heng Chen)
An R package for dynamic quantile regression models in repeated cross-sectional data. Available upon request.

mixPanel
An R package for estimation of linear mixture dynamic panel data models.

Work in Progress

Discrete heterogeneity in treatment effects with many regressors (with Hiro Kasahara)

Estimating dynamic quantile regression models under repeated cross-sections (with Heng Chen)

Structural breaks and regimes in distribution

Other Writings

Derivations and Applications for SimpleDifferentialOperators.jl (with Jesse Perla)

Testing for homogeneity in panel data models with discrete unobserved heterogeneity (December 2016)


Moonglow