My interest lies in econometric and statistical theory as well as applications, while my PhD research focuses on detecting outliers, predominantly in time series setting. It is motivated by the attempts of many applied economists to obtain robust empirical findings, which should not be invalidated by a tiny set of outliers. In my job market paper, I formalize a heuristic approach frequently used for outlier analysis in empirical IV research.

I am on the 2018/2019 job market and will be available for interviews at the RES PhD Meetings in London and the ASSA Meetings in Atlanta.

Paper: A simple robust procedure in instrumental variables regression

Areas of Expertise: Econometric and Statistical Theory; Time Series; Empirical Processes; Outlier Detection Algorithms.Download Paper