I am a Ph.D. candidate in Economics at Vanderbilt University. I hold a M.A. in Economics from Queen’s University in Canada, and a B.S. in International Trade from the Beijing Institute of Technology in China. My dissertation focuses on combining localized time-frequency information in wavelet coefficients and local modeling strategy to estimate the local average treatment effect (LATE), which is identified under a discontinuous or a kink incentive assignment mechanism without imposing independence conditions.
I am now on the economics job market and will be available for interviews.
Research
Fields of Specialization
- Econometric Theory, Applied Econometrics
- [Job Market Paper]
- Local Polynomial Wavelet Estimation of the Local Average Treatment Effect
- In this paper, we introduce a new class of jump size estimators in a nonparametric regression model and apply it to the estimation of the local average treatment effect (LATE). We refer to members of this class as local polynomial (constant) wavelet estimators, and show that all existing jump size estimators, including estimators constructed from differencing two nonparametric estimators and partial linear estimators, belong to the class. We establish asymptotic properties of local polynomial wavelet estimators, and show that they attain the optimal convergence rate even under the presence of slope or higher-order derivative discontinuities. In addition to estimating jump size in level, our method automatically leads to estimators of jump sizes in both slope and higher-order derivatives. The finite sample performance of the proposed estimators is investigated via a comprehensive Monte Carlo simulation.
Professional Activities
Upcoming and recent presentations:
- XXXVI Spanish Economic Association, Málaga, Spain, December, 2011
- Midwest Econometric Group, University of Chicago, October, 2011
- Econometric Workshop, Vanderbilt University, September, 2011
- Graduate Research Symposium, Vanderbilt University, March, 2010