Research
Working Papers
- “Quantile mixture models: Estimation and Inference”, with Victor Orestes.
- Awarded best Econometrics paper at the 2023 Brazilian Econometric Society meeting.
- Presentation at the FEA-USP seminar series (in Portuguese).
“Corporate Effects of Monetary Policy: Evidence from the Central Bank facility lines”, with Victor Orestes and Thiago Silva.
“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.
- “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.
- “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.
“Approximate Bayesian Computation for structural models” (new draft coming soon; 2023 LAMES slides).
“A maximal inequality for local empirical processes under weakly dependent data”, with Cristine Pinto.
“Inference in Difference-in-Differences with Few Treated Units and Spatial Correlation”, with Bruno Ferman.
“Extensions for Inference in Difference-in-Differences with Few Treated Clusters”, with Bruno Ferman.
- “Randomization Inference Tests for Shift-Share Designs”, with Bruno Ferman and Raoni Oliveira.
Publications
- “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.
- “The interpretation of 2SLS with a continuous instrument: a weighted LATE representation”, with Rodrigo Toneto, published at Economics Letters, April 2024. Supplemental Appendix.