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
- A high-dimensional multinomial choice model
- Panel Forecasting with Asymmetric Grouping, with Richard Paap
- Inference in high-dimensional linear regression models, with Tom Boot
- A Bayesian Infinite Hidden Markov Vector Autoregressive Model, with Richard Paap and Michel van der Wel
- Forecasting using Random Subspace Methods, with Tom Boot, Journal of Econometrics, Volume 209, Issue 2, April 2019, Pages 391-406
- 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