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Panel data analysis; semiparametric Inference
I am a theoretical econometrician, and most of my research is focused on developing methodologies that help analyzing micro-econometric data, i.e., data on many economic agents.
My previous research was focused on mathematically characterizing the amount of information contained in various econometric models and variables. This kind of research is helpful in developing the optimal econometric methodology. It can also be helpful in identifying an economic variable, if any, that is useless for certain research objectives.
My recent research includes analysis of panel data models. When each agent's behavior is observed over a period of time, a panel data structure arises. Such data structure may help resolving problems of heterogeneity of individual tastes, etc., yet it also raises methodological challenges, which my research tries to overcome.