Currently, I work at Open Analytics. I am also finishing my graduate econometrics studies in Université catholique de Louvain, Belgium.
I am a free and open-source software enthousiast.
Some projects that I have been previously or currently working on:
functionalIVimplementing various estimators for functional linear instrumental models. It's currently undergoing some refactoring.
R. A faster version with
C++code for Kalman filtering and EM-algorithm steps is in progress.