Research Papers
Research Papers
6. Bayesian Estimation of Cohort-Time-Stratum Specific Effects in Staggered Difference-in-Differences, Working paper, 2026 (with Siddhartha Chib)
5. Estimating Discrete Choice Demand Models with Sparse Market-Product Shocks, Working paper, 2025 (with Zhentong Lu)
4. Scalable Estimation of Multinomial Response Models with Random Consideration Sets, Accepted, Journal of the American Statistical Association, 2026 (with Siddhartha Chib)[Code, Arxiv, Replication]
3. Semiparametric Bayesian Estimation of Dynamic Discrete Choice Models, Journal of Econometrics, 2024 (with Andriy Norets) [Arxiv, Replication]
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]