Publications

(2019). Indirect Inference with a Non-Smooth Criterion Function. Journal of Econometrics.

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(2019). Indirect Inference With(Out) Constraints. Quantitative Economics.

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(2019). Robust Approximate Bayesian Inference with Synthetic Likelihood.

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(2019). Model Misspecification in ABC (Consequences and Diagnostics).

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(2019). Indirect Inference for Locally Stationary Models.

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(2019). Indirect Inference":" Which Moments to Match. Econometrics.

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(2019). Auxiliary Likelihood-Based Approximate Bayesian Computation in State Space Models. Journal of Computational and Graphical Statistics.

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(2019). Approximate Bayesian Forecasting. International Journal of Forecasting.

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(2018). Indirect Inference with Endogenously Missing Exogenous Variables.. Journal of Econometrics.

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(2018). Asymptotic Properties of Approximate Bayesian Computation. Biometrika.

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(2018). Simple Semiparametric Z-Estimation for Bundled Parameter Models. Econometric Theory.

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(2017). Efficient Two-Step Estimation via Targeting. Journal of Econometrics.

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(2016). A New Approach to Risk-return Trade-off Dynamics via Decomposition. Journal of Economic Dynamics and Control.

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