About
I am a Professor of Economics at UC San Diego Department of Economics, specializing in econometrics. I obtained my Ph.D. in Economics from Yale University in 2002. My research spans several areas of econometrics, including time series, panel data, and high-frequency financial data. Previously, I focused on developing robust inference methods in the presence of temporal, spatial, and spatio-temporal dependence of unknown forms. My current work explores econometric inference in nonparametric and semiparametric models, particularly in connection with machine learning and causal inference.
My publications appear in leading journals, including Econometrica, Journal of Econometrics, Econometric Theory, Journal of Business & Economic Statistics, and Review of Economics and Statistics.
Key areas: Time series econometrics • Panel data • High-frequency financial data • Robust inference under dependence • Nonparametric & semiparametric methods • Machine Learning • Causal inference.
Editorial Positions and Journal Awards
- Joint Editor-in-Chief, Econometric Theory
- Associate Editor, Journal of Econometrics
- Associate Editor, Journal of Business & Economic Statistics
- Fellow, Journal of Econometrics
- Best Associate Editor Award, Journal of Econometrics (2020, 2021)
- Plura Scripsit Award, Econometric Theory (2019)
- Multa Scripsit Award, Econometric Theory (2007)