About Me
I am a tenure track Assistant Professor (W1) of Econometrics and Statistics at the Institute of Finance and Statistics at the Department of Economics at the University of Bonn.
I hold a PhD in econometrics from Universitat Pompeu Fabra, Barcelona.
Research
Research interests: I am interested in developing practical statistical methods with a focus on unobserved heterogeneity.
Why should we care? Unobserved heterogeneity is pervasive in economics and business:
- Heterogeneous treatment effects and other parameters
- Explanatory variables not captured by data
- Unobserved “fundamental” characteristics of agents
- Measurement error
Ignoring this heterogeneity in non-experimental settings may lead to crippling bias and invalid inference. Accordingly, we need methods that can handle this issue.
Blog
I occasionally blog about data, statistics, and programming. Check out some recent posts:
Why Simultaneous (Joint) Tests Instead of Adjusted Multiple Tests?
Why simultaneous hypothesis tests are better — but not always — than adjusted multiple tests Continue reading Why Simultaneous (Joint) Tests Instead of Adjusted Multiple Tests?
Why Adding Fixed Effects May Increase Bias
Why adding (more) fixed effects is not a silver bullet for the problem of unobserved heterogeneity and 3 things you can do about it. Continue reading Why Adding Fixed Effects May Increase Bias
How to Add a Progress Bar for Matlab parfor Loops
An easy way to track progress in parallel for loops in Matlab Continue reading How to Add a Progress Bar for Matlab parfor Loops