My research relies heavily on computational methods. I primarily work with R and C++, using Rcpp to integrate the two efficiently. This combination allows me to implement structural models, optimization routines, and simulation-based estimation at scale.

I have been involved in the following open source projects:

  • mopt: Parallel derivative-free moment optimization in R.
  • EconR: A collection of methods to implement economic models in R and C++/Fortran.
  • parallelTest: Test for parallel computation across different HPC systems.