I am a Lecturer (Assistant Professor) at the Department of Econometrics and Business Statistics at Monash University.
My research interests are high-dimensional inference, forecasting, and semi-parametric Bayesian inference.
Department of Econometrics and Business Statistics
Level 8, Menzies Building, Clayton Campus
20 Chancellors Walk, Melbourne, VIC 3800, Australia
Scalable Bayesian estimation in the multinomial probit model, with Ruben Loaiza-Maya, forthcoming in Journal of Business and Economic Statistics.
Subspace methods, with Tom Boot, In P. Fuleky (Ed.), 2020 Macroeconomic Forecasting in the Era of Big Data: Theory and Practice (pp. 269-291). (Advanced Studies in Theoretical and Applied Econometrics; Vol. 52). Cham: Springer.
What do Professional Forecasters actually predict? with Richard Paap and Michel van der Wel, International Journal of Forecasting, Volume 34, Issue 2, April–June 2018, Pages 288-311.