Ricardo Masini

rmasini[at]ucdavis[dot]edu

About me

I am a statistician, econometrician, and data scientist (and Brazilian) currently serving as an Assistant Professor in the Department of Statistics at the University of California, Davis.

My research is partially supported by NSF DMS-2210561. Thanks for the support!

News

Sep. 2024: A new version of the pre-print Yurinskii's Coupling for Martingales with Matias Cattaneo and William Underwood.
Sep. 2024: Higher-order refinements of small bandwidth asymptotics for density-weighted average derivative estimators with Matias Cattaneo, Max Farrell and Michael Jansson has been accepted for publication in the Journal of Econometrics.
Nov. 2023: Distributional Counterfactual Analysis in High-Dimensional Setup (Job Market paper) has been accepted for publication in the Journal of Econometrics.

Research Interests

I am broadly interested in statistical theory and the creation of innovative methodologies for practical applications. My work predominantly focuses on the following topics.

High Dimensional CLT and Strong Approximation with Dependent Data.
Factor Model and its relation to (Penalized) Sparse Models.
Casual inference with a single (or a few) treated unit.
Higher-order refinements for second-order U-statistics via EE expansions.