Education:

Ph.D. Economics, McGill University, 2015

M.A. Economics, Hitotsubashi University, 2009

B.A. Economics, Kyoto University, 2007

Research Interests: Econometrics

Working papers:

Robust permutation tests in linear instrumental variables regression

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.

Publications:

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.

Regression discontinuity designs, white noise models, and minimax

Journal of Econometrics, (2020), 218, 2, 587-608.