Research

Research Interests

Theoretical Econometrics: Cross sectional and panel data models with spatial dependencies; dynamic nonlinear time series models; asymptotic theory for M-estimators, including maximum likelihood and GMM estimators; seemingly unrelated and simultaneous panel data models; robust and adaptive estimation methods; etc.
Applied Econometrics: Determinants of dynamic factor demand, including investment in physical and R&D capital; productivity; econometric modeling and estimation of depreciation rates for capital and R&D; etc.