Research

I work on panel data econometrics with my supervisors, Eric Renault and Kenichi Nagasawa.

Granular Instrumental Variables (with Eric Renault and Kenichi Nagasawa)

The methodology of Granular Instrumental Variables (GIV) pioneered by Gabaix and Koijen (2022) offers an exciting way to estimate structural parameters on endogenous variables. I research on extending the theory of Granular Instrumental Variables (GIV) for panels with finite cross-sectional units and infinite time dynamics when both common factors and factor loadings in the error term are not available.

Interactive Fixed Effects with Heterogenous Parameters (with Kenichi Nagasawa)

Bai(2009)’s popular Interactive Fixed Effects estimator fails when the parameter of interest varies with individual units. Our research explores the consistent estimation of these heterogenous parameters.