Data science/Econometrics

Interests

I am interested in the deep concepts of causality and identification. My research has primarily focused on developing methods for defining, identifying, and estimating treatment effects in a dynamic context. 

Peer-reviewed journal articles

Nonparametric Instrumental Variable Methods for Dynamic Treatment Evaluation, (with Gerard J. van den Berg and Enno Mammen) the Review of Economics and Statistics, 2020, 102(2): 1–13 , DOI: https://doi.org/10.1162/rest_a_00843

Projection properties of constrained nonparametric instrumental variable estimators, Applied Economics Letters, 2020, DOI: 10.1080/13504851.2020.1722791

Methods for strengthening a weak instrument in the case of a persistent treatment", Studies in Nonlinear Dynamics and Econometrics, 2019, 23:1,  DOI: https://doi.org/10.1515/snde-2015-0094

Does the constraint matter? A note on the asymptotic properties of nonparametric instrumental variable estimation under monotonicity shape constraint, Applied Economic Letters, 2017, 25:9, 588-591, DOI: 10.1080/13504851.2017.1349281, ONLINE APPENDIX.

Working papers

Nonparametric identification in nonseparable duration models with unobserved heterogeneity, under review

Work in progress

A nonlinear difference in differences approach for estimating treatment effects on a duration variable

The causal language of dynamic treatment evaluation 

Unpublished Manuscripts

Nonmonotone Effect of Class Size on School Performance: Evidence from Nonparametric Instrumental Variable Methods.

The effect of standardization on innovation: a new Machine Learning approach (with Maddalena Agnoli)