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As a financial econometrician, I study how to make empirical economic analysis more reliable in complex settings. My research develops econometric methods for high-dimensional data, strategic environments, and imperfect measurement, with applications in experimental economics, industrial organization, and finance.
A central theme of my work is improving the reliability and interpretability of empirical results when standard assumptions break down, such as in the presence of measurement error, complex treatment assignment, or large sets of covariates. My research has been published in leading journals including the Journal of Political Economy, the Journal of Financial Economics, The Econometrics Journal, and Economic Theory. I teach undergraduate and graduate courses in econometrics, data analysis, and finance and advise the Claremont Student Quantitative Finance Club. Current Work in Progress
Selected Publications
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