A Graph-Theoretic Approach to Randomization Tests of Causal Effects Under General Interference, with G Basse, A Feller, and P Toulis (2019).
R package under development.
* Chicago Booth Review article.
Financial Literacy and Economic Outcomes, with R Puelz (2019).
Regularization and Confounding in Linear Regression for Treatment Effect Estimation, with J He, PR Hahn, and C Carvalho, Bayesian Analysis (2018).
A Symmetric Prior for Multinomial Probit Models, with LH Burgette and PR Hahn, Bayesian Analysis (to appear).
Monotonic Effects of Characteristics on Returns, with J Fisher and C Carvalho, Annals of Applied Statistics (to appear).
Portfolio Selection for Individual Passive Investing, with PR Hahn and C Carvalho, Applied Stochastic Models in Business and Industry (2020).
Variable Selection in Seemingly Unrelated Regressions with Random Predictors, with PR Hahn and C Carvalho, Bayesian Analysis (2017).
Regularization in Econometrics and Finance, dissertation (2018).
Review of: “Firearm Purchasing and Firearm Violence in the First Months of the Coronavirus Pandemic in the United States”, with J Fisher, Rapid Reviews: COVID-19 (to appear).
Randomization Tests of Causal Effects Under General Interference. Arizona State University (forthcoming) / The University of Chicago Booth School of Business - Econometrics and Statistics Seminar (2019) / Atlantic Causal Inference Conference - McGill University (2019) / International Conference on the Design of Experiments - University of Memphis (2019) / Society for Political Methodology Annual Meeting - MIT (2019) / Design and Analysis of Experiments - UT Knoxville (2019) / Advances with Field Experiments - Chicago Economics (2019).
A Flexible Model for Returns. Seminar on Bayesian Inference in Econometrics and Statistics - Brown University (2019) / Eastern Asia ISBA Conference - Kobe University (Japan, 2019) / The University of Chicago Booth School of Business - Research Workshop (2018).
Posterior Summarization in Finance. International Society for Bayesian Analysis World Meeting - University of Edinburgh (2018).
Regret-based Selection. Seminar on Bayesian Inference in Econometrics and Statistics - Washington University in St. Louis (2017).
Decoupling Shrinkage and Selection. Goldman Sachs. New York, NY (2016).
The ETF Tangency Portfolio. Seminar on Bayesian Inference in Econometrics and Statistics - Washington University in St. Louis (2015).
Betting Against β: A State-space Approach. UT McCombs. Austin, TX (2014).
Machine Learning in Finance. Quantitative Investing Strategies. Spring 2016.
Beauty and Teaching. Pedagogy. Spring 2016.
Mean-variance Portfolios. Quantitative Investing Strategies. Spring 2016.
Betting Against β and The CAPM. Quantitative Investing Strategies. Spring 2015.