Short Biographical Sketch
Joined the Institute in September 2011 from Stanford University, where he held a position as Assistant Professor of Economics. He was previously Assistant Professor of Economics at Brown University. His research interests are in the areas of econometrics, including forecasting, the econometrics of high frequency data and financial volatility, multiple comparisons and model selection. He is Associate Editor of the Journal of Applied Econometrics and the Journal of Econometric Methods, and his research has been published in international journals such as Econometrica, the Journal of Econometrics, the Journal of Applied Econometrics, the Journal of Business and Economy Statistics.