Assistant Professor of Economics
Department of Economics
4700 Keele Street
M3J 1P3, Canada
Ph.D. Economics, McGill University, 2015
M.A. Economics, Hitotsubashi University, 2009
B.A. Economics, Kyoto University, 2007
Research Interests: Econometrics
"Penalized Likelihood Inference with Survey Data" with Joann Jasiak.
"Digital Divide: Empirical Study of CIUS 2020" with Joann Jasiak and Peter MacKenzie.
"A Robust Permutation Test for Subvector Inference in Linear Regressions" with Xavier D’Haultfœuille, resubmitted to Quantitative Economics.
"Robust Permutation Tests in Linear Instrumental Variables Regression" resubmitted to the Journal of the American Statistical Association.
"Partially Maximized Monte Carlo Test, Asymptotic Discontinuity and Weak Identification" with Jean-Marie Dufour.
"Identification-Robust Asymptotic and Bootstrap C(α) Tests for Minimum Distance and Pseudo-Likelihood Models" with Jean-Marie Dufour.
"Doubly Robust GMM Inference" with Stephane Auray and Nicolas Lepage-Saucier.
Model selection criteria in multivariate models with multiple structural changes
with Eiji Kurozumi. Journal of Econometrics, (2011), 164, 218-238.
Limit theory and inference about conditional distributions
with Victoria Zinde-Walsh. Advances in Econometrics, (2014), 33, 397-423.
Generalized C(α) test for estimating functions with serial dependence
with Jean-Marie Dufour and Alain Trognon, (2016), Time Series Methods and Applications: the McLeod Festschrift.
Invariant tests based on M-estimators, estimating functions, and the generalized method of moments
with Jean-Marie Dufour and Alain Trognon. Econometric Reviews, (2017), 36, 1-3, 182-204.
Journal of Econometrics, (2020), 218, 2, 587-608.
2020-2022: Introductory Statistics for Economists II, Financial Econometrics, Econometric Theory
2019-2020: Applied Econometrics (TA), Methods of Program Evaluation, Financial Econometrics, Time Series 2, Big Data Econometrics (one-day course)