Current Appointments & Affiliations
Assistant Professor of Economics
·
2022 - Present
Economics,
Trinity College of Arts & Sciences
Recent Publications
The local to unity dynamic Tobit model
Journal Article Journal of Econometrics · April 1, 2024 This paper considers highly persistent time series that are subject to nonlinearities in the form of censoring or an occasionally binding constraint, such as are regularly encountered in macroeconomics. A tractable candidate model for such series is the dy ... Full text CiteCOINTEGRATION IN LARGE VARS
Journal Article Annals of Statistics · June 1, 2022 The paper analyzes cointegration in vector autoregressive processes (VARs) for the cases when both the number of coordinates, N, and the number of time periods, T, are large and of the same order. We propose a way to examine a VAR of order 1 for the presen ... Full text CiteTime Series Approach to the Evolution of Networks: Prediction and Estimation
Journal Article Journal of Business and Economic Statistics · January 1, 2022 The article analyzes nonnegative multivariate time series which we interpret as weighted networks. We introduce a model where each coordinate of the time series represents a given edge across time. The number of time periods is treated as large compared to ... Full text CiteEducation, Training & Certifications
Yale University ·
2019
Ph.D.