I am an Assistant Professor in the Naveen Jindal School of Management (Marketing Area), at the University of Texas at Dallas. My research areas are Quantitative Marketing, Empirical Industrial Organization, Econometrics and Machine Learning.

I obtained my Ph.D. in Social Sciences (Economics) from the    

California Institute of Technology (Caltech), and my BA in Economics from the University of Cambridge, UK.


 1.   Random Projection Estimation of Discrete-Choice Models with Large Choice Sets

Management Science, Volume 65, No. 1, pp. 256–271, January 2019

Khai Chiong and Matt Shum 

 2.    Estimation of Graphical Models using the L    norm


Econometrics Journal, Volume 21, Issue 3, pages 247-263, October 2018

Khai Chiong and Roger Moon

 3.   Duality in Dynamic Discrete Choice Models
Quantitative Economics, Volume 7, Issue 1, pages 83–115, March 2016 
Khai Chiong, Alfred Galichon, Matt Shum

4.   Estimation of High-Dimensional Seemingly Unrelated Regression Models 

      Accepted at Econometric Reviews

      Lidan Tan, Khai Chiong, Roger Moon



  • Combining Choices and Response Times in the Field: A Drift-Diffusion Model of Mobile Advertisements   (with Ryan Webb, Matt Shum, and Richard Chen)

  • Understanding the Effect of Incentivized Advertising on the Conversion Funnel

       (with Richard Chen and Sha Yang)​

  • Counterfactual Estimation in Semiparametric Discrete-Choice Models

(with Yu-Wei Hsieh, Matt Shum)

  • An Empirical Model of Mobile Advertising Platforms 

(with Richard Chen)

  • On the Consistency of Network Data with Pairwise Stability

  • Robustness in Network Formation Games