Jad Beyhum

Welcome to my website. I am an Associate Professor in Economics at KU Leuven. Please find my CV and LinkedIn profile here.

I am an econometrician working across the following two general research themes.

I. High-dimensional econometrics. Inspired by recent advances in machine learning, I develop new econometric procedures to handle high-dimensional data where the number of variables is large relative to the sample size. In particular, I study LASSO-type procedures for duration data, factor model approaches and post-clustering inference in panel data, and combining factor models and LASSO-type procedures in high-dimensional models. 

II. Instrumental variables techniques. My research seeks to extend the scope of instrumental variables (IV) techniques. Specifically, I develop new IV techniques for duration data where there is a censoring, and a dynamic treatment, and enhanced approaches avoiding the first step in nonparametric IV regressions. I also work on testing and relaxing the instrumental variables assumptions.