About

I am a professor at the Vancouver School of Economics at the University of British Columbia.

I came to UBC in 2005 after completing my Ph.D. at Yale University. 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 (accepted)
• Inference on Individual Treatment Effects in Nonseparable Triangular Models (with Jun Ma and Zhengfei Yu)
  Journal of Econometrics, 2023 WP
• Monotonicity-Constrained Nonparametric Estimation and Inference for First-Price Auctions (with Jun Ma, Artyom Shneyerov, and Pai Xu)
  Econometric Reviews, 2021 WP
• Limit Theorems for Network Dependent Random Variables (with Denis Kojevnikov and Kevin Song)
  Journal of Econometrics, 2021 WP

Unpublished work

• 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)