Research

Working Papers

  1. “Quantile mixture models: Estimation and Inference”, with Victor Orestes.
  2. “Corporate Effects of Monetary Policy: Evidence from the Central Bank facility lines”, with Victor Orestes and Thiago Silva.

  3. “Inference on model parameters with many L-moments” (new draft coming soon; earlier version), revision requested by the Journal of Econometrics, with Chang Chiann and Pedro Morettin.

  4. “The learning effects of subsidies to bundled goods: a semiparametric approach”, with Ciro Biderman.
    • Earlier version awarded best Econometrics paper at the 2022 Brazilian Econometric Society meeting.
  5. “Homophily in preferences or meetings? Identifying and estimating an iterative network formation model” (new draft coming soon; earlier version), with Cristine Pinto and Vladimir Ponczek.
    • Awarded best Econometrics paper at the 2019 Brazilian Econometric Society meeting.
  6. “Approximate Bayesian Computation for structural models” (new draft coming soon; 2023 LAMES slides).

  7. “A maximal inequality for local empirical processes under weakly dependent data”, with Cristine Pinto.

  8. “Inference in Difference-in-Differences with Few Treated Units and Spatial Correlation”, with Bruno Ferman.

  9. “Extensions for Inference in Difference-in-Differences with Few Treated Clusters”, with Bruno Ferman.

  10. “Randomization Inference Tests for Shift-Share Designs”, with Bruno Ferman and Raoni Oliveira.

Publications

  1. “On ‘Imputation of Counterfactual Outcomes when the Errors are Predictable’: Discussions on Misspecification and Suggestions of Sensitivity Analyses”, with Bruno Ferman, invited discussion at the Journal of Business & Economics Statistics, October 2024.
  2. “The interpretation of 2SLS with a continuous instrument: a weighted LATE representation”, with Rodrigo Toneto, published at Economics Letters, April 2024. Supplemental Appendix.