David Puelz  

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Research | Teaching
CV | Google Scholar

Welcome to my website! I am the director of policy analytics for the Salem Center for Policy and a clinical assistant professor at the University of Texas at Austin. I am also a visiting researcher at the University of Chicago. My research develops computational methods for applied data analysis, especially in busines and social/behavioral sciences.

My identical twin is an Assistant Professor at Baylor College of Medicine. His website can be found here.

Papers


Causal inference and randomizations

A Graph-Theoretic Approach to Randomization Tests of Causal Effects Under General Interference, with G Basse, A Feller, and P Toulis (2020).
* R package under development.
* Chicago Booth Review video (below) and article.


Financial Literacy and Perceived Economic Outcomes, with R Puelz (2021).

Regularization and Confounding in Linear Regression for Treatment Effect Estimation, with J He, PR Hahn, and C Carvalho, Bayesian Analysis (2018).

Bayesian methods

A Symmetric Prior for Multinomial Probit Models, with LH Burgette and PR Hahn, Bayesian Analysis (2021).

Monotonic Effects of Characteristics on Returns, with J Fisher and C Carvalho, Annals of Applied Statistics (2020).

Portfolio Selection for Individual Passive Investing, with PR Hahn and C Carvalho, Applied Stochastic Models in Business and Industry (2019).

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).

COVID-19 reviews

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 (2020).

Talks


Randomization Tests of Causal Effects Under General Interference. International Indian Statistical Association (forthcoming) / Arizona State University (2020) / 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. Statistical Methods in Finance (forthcoming) / 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).

Dissertation Defense.