Research Interests

Econometrics (Theoretical)
• Heteroskedasticity Consistent Covariance Matrix Estimators (HMMEs),
• Bayesian Inference,
• Robust Regression Techniques,
• Computer Simulation (including resampling methods like bootstrapping, jackkniving),
• Time Series Analysis,

Econometrics (Applied):
• International Trade,
• Inflation and Inflation Uncertainty,
• Optimal Control of Growth,
• Exchange Rate Determination,
• Reinforcement Learning,

Topics in Finance
• Initial Public Offerings,
• Hedge Funds,
• Venture Capital,
• Mergers and Acquisitions,
• Credit Derivatives.