Recent developments in the probabilistic and statistical analysis of probability density
functions are reviewed. Density functions are treated as data objects for which suitable …

This thesis consists of four essays which address key problems in nonparametric and
highdimensional econometrics. The first essay proposes a bound approach to …

In this paper I present an analysis of methods for automated solution of heterogeneous
agent models with continuously distributed heterogeneity and aggregate shocks based on …