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:
Visualizing Convergence in Probability and the Law of Large Numbers
How to visualize convergence in probability and the weak law of large numbers directly and honestly Continue reading Visualizing Convergence in Probability and the Law of Large Numbers
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