I am an Assistant Professor at CEMFI. I received my Ph.D in Economics and Statistics from MIT in 2021, and my B.A. in Economics and Mathematics from Wellesley College in 2014. Previously I was a Postdoctoral Research Fellow at UC Berkeley, hosted by Professor Avi Feller and Professor Jesse Rothstein. My primary research interests are in Econometrics and Public Economics.

Email: lsun20 [at] cemfi.es

I am also on Google Scholar.

Works in Progress

“Empirical Welfare Maximization with Constraints"

Best Paper: Methodology, NeurIPS Workshop on ML for Economic Policy, virtual, 2020

“A Semiparametric and Doubly Robust Test for Complier Characteristics” (with Rahul Singh)

Presentations: California Econometrics Conference, 2022; NABE Tech Economics Conference, virtual, 2020; Women in Data Science (WiDS), Cambridge, US, 2020; NeurIPS CausalML Workshop, Vancouver, Canada, 2019


“A linear panel model with heterogeneous coefficients and variation in exposure” (with Jesse M. Shapiro), Journal of Economic Perspectives, forthcoming.

NBER Working Paper #29976, Slides, Video series.

Presentations: University of Michigan Two-Way Fixed Effects Econometrics Workshop

“Inference with Many Weak Instruments” (with Anna Mikusheva), Review of Economic Studies, forthcoming.

Supplementary Appendix, Replication code.

“Estimating Dynamic Treatment Effects in Event Studies with Heterogeneous Treatment Effects” (with Sarah Abraham), Journal of Econometrics. 2021 225:2, 175-199.

Preprint, Replication code, Slides. eventstudyinteract is a Stata module that implements the interaction weighted estimator for an event study. Sun and Abraham (2021) proves that this estimator is consistent for the average dynamic effect at a given relative time even under heterogeneous treatment effects. eventstudyweights is a Stata module that estimate weights underlying two-way fixed effects regressions based on Sun and Abraham (2021).

“Weak Instruments in IV Regression: Theory and Practice” (with Isaiah Andrews and James Stock), Annual Review of Economics. 2019 11:1, 727-753.

Appendix, Replication code.

“Implementing valid two-step identification-robust confidence sets for linear instrumental-variables models” Stata Journal 18(4), 803–825.

twostepweakiv is a Stata module that implements the two-step weak-instrument-robust confidence sets based on Andrews (2018) and the refined projection method for subvector inference based on Chaudhuri and Zivot (2011) for linear instrumental-variable (IV) models. Development versions and replication code for the article are available on GitHub.

Other works

“Structural Reforms and Economic Growth: A Machine Learning Approach” (with Anil Ari and Gabor Pula)

IMF Working Paper No. 2022/184

Presentation: IMF European Department Seminar


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