Publications

• Quasi-maximum Likelihood Estimation of Multivariate Diffusions
• Nonparametric Estimation in Large Panel under Cross-Section Dependence
• Quasi-maximum Likelihood Estimation of Discretely Observed Diffusions
• Panel Vector Autoregression under Cross Sectional Dependence

Presentations

• Econometrics Seminar - Dynamic Panels, Cross Sectional Correlation, and Arbitrage in Equities Market
• 2012 Meetings of the Midwest Econometrics Group - Dynamic panels with Cross Sectional Correlation
• 2011 North American Summer Meeting of the Econometric Society - Estimation of Multivariate Jump-Diffusions with Strong Approximations
• Brown Bag presentation - Quasi-maximum Likelihood Estimation of Multivariate Diffusions
• The 2010 International Symposium on Econometric Theory and Applications (SETA2010) - Estimation of Multivariate Jump Diffusions with Strong Approximations