Research Papers

5. A Bayesian Approach to Demand Estimation for Differentiated Products, Working paper, 2024 (with Zhentong Lu)

4. Scalable Estimation of Multinomial Response Models with Uncertain Consideration Sets, Reject & Resubmit, Journal of the American Statistical Association (with Siddhartha Chib)

3. Semiparametric Bayesian Estimation of Dynamic Discrete Choice Models, Journal of Econometrics, 2024 (with Andriy Norets) [Arxiv, Replication code]

2. Asymptotic Properties of Bayesian Inference in Linear Regression with a Structural Break, Journal of Econometrics, 2023 [Arxiv]

1. Bayesian Approaches to Shrinkage and Sparse Estimation, Foundations and Trends in Econometrics, 2022 (with Dimitris Korobilis) [Arxiv, Matlab code]