I am an Associate Professor of Economics at the Department of Economics at Simon Fraser University. My research interests are in theoretical and applied econometrics, in particular in methods for panel data. I teach statistics and econometrics at the undergraduate and graduate level.

Working papers

Interval censored regression with fixed effects with Jason Abrevaya Updated: March, 2018. Submitted. data and code

Binarization for Panel Models with Fixed Effects with Irene Botosaru Updated: June, 2017. Submitted. cemmap Working Paper, CWP31/17

Expected utility and catastrophic risk in a stochastic economy-climate model with Masako Ikefuji, Roger Laeven and Jan Magnus Updated: January, 2017. R&R at the Journal of Econometrics.

Efficient GMM estimation with incomplete data slides Updated: July, 2016. R&R at the Review of Economics and Statistics.


Estimation in the fixed effects ordered logit model Review of Economics and Statistics, 99 (3), 465-477, 2017 slides, Stata code

The trade-off between income inequality and carbon dioxide emissions with Nicole Grunewald, Stephan Klasen, and Inmaculada Martinez-Zarzoso Ecological Economics, 142, 249-256, 2017

Model averaging in semiparametric estimation of treatment effects with Toru Kitagawa Journal of Econometrics, 193 (1), 271-289, 2016 slides, R code

Expected utility and catastrophic consumption risk with Masako Ikefuji, Roger Laeven and Jan Magnus Insurance: Mathematics and Economics, 64, 306-312, 2015

Do climate variations explain bilateral migration? A gravity model analysis with Andreas Backhaus and Inmaculada Martinez-Zarzoso IZA Journal of Migration, 4:3, 2015

Pareto utility with Masako Ikefuji, Roger Laeven and Jan Magnus Theory and Decision, 75, 43-57, 2013

Statistical climate-change scenarios with Jan Magnus, Bertrand Melenberg and Martin Wild Journal of Environmental Statistics, 5 (4), 1-18, 2013

Global warming and local dimming: the statistical evidence with Jan Magnus and Bertrand Melenberg Journal of the American Statistical Association, 106, 467-468, 2011 with discussion and rejoinder slides

Specification of variance matrices for panel data models with Jan Magnus Econometric Theory, 26, 301-310, 2010