Selected Publications
Nonlinear factor models for network and panel data
Factor structures or interactive effects are convenient devices to incorporate latent variables in panel data models. […]
Previous version
Nonlinear factor models for network and panel data
Factor structures or interactive effects are convenient devices to incorporate latent variables in panel data models. […]
Latest version
Counterfactual analysis in R: a vignette
The R package Counterfactual implements the estimation and inference methods of Chernozhukov et al. (2013) for […]
Quantile graphical models: prediction and conditional independence with applications to systemic risk
The understanding of co-movements, dependence, and influence between variables of interest is key in many applications. […]