List of research outcomes
This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!
| Publication | Date of Publication | Type |
|---|---|---|
| We modeled long memory with just one lag! Journal of Econometrics | 2023-08-18 | Paper |
| Probabilistic forecasting of bubbles and flash crashes Econometrics Journal | 2022-06-22 | Paper |
| Robust cointegration testing in the presence of weak trends, with an application to the human origin of global warming Econometric Reviews | 2022-06-07 | Paper |
| ROBUST INFERENCE IN STRUCTURAL VECTOR AUTOREGRESSIONS WITH LONG-RUN RESTRICTIONS Econometric Theory | 2020-03-03 | Paper |
| Learning can generate long memory Journal of Econometrics | 2020-02-11 | Paper |
| Perpetual learning and apparent long memory Journal of Economic Dynamics and Control | 2018-08-13 | Paper |
| Generating univariate fractional integration within a large VAR(1) Journal of Econometrics | 2018-04-18 | Paper |
Research outcomes over time
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