About
I am a professor at the Vancouver School of Economics at the University of British Columbia. My main area of research is econometrics with a focus on estimation and inference for auctions, weak identification, misspecification, non-stationary time series, and inference with network-dependent data.
Recent publications
- Modeling Long Cycles (with Natasha Kang)
Journal of Econometrics, 2024 - Inference on Individual Treatment Effects in Nonseparable Triangular Models (with Jun Ma and Zhengfei Yu)
Journal of Econometrics, 2023 - Monotonicity-Constrained Nonparametric Estimation and Inference for First-Price Auctions (with Jun Ma, Artyom Shneyerov, and Pai Xu)
Econometric Reviews, 2021 - Limit Theorems for Network Dependent Random Variables
Journal of Econometrics, 2021
Working papers
- Managing Procurement Auction Failure: Bid Requirements or Reserve Prices? (with Jun Ma and Pai Xu)
- Identifying Collusion in English Auctions (with Uma Kaplan and Artyom Shneyerov)
- Instrumental Variables Estimation and Weak-Identification-Robust Inference Based on a Conditional Quantile Restriction (with Shinichi Sakata)