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 |
|---|---|---|
| Nonparametric predictive regression for stock return prediction Econometric Reviews | 2026-02-10 | Paper |
| Asymptotics for time-varying vector \(\mathrm{MA}(\infty\)) PROCESSES Econometric Theory | 2026-01-15 | Paper |
| Higher-Order Expansions and Inference for Panel Data Models Journal of the American Statistical Association | 2024-12-10 | Paper |
| Estimation, Inference, and Empirical Analysis for Time-Varying VAR Models Journal of Business and Economic Statistics | 2024-03-06 | Paper |
| Binary response models for heterogeneous panel data with interactive fixed effects Journal of Econometrics | 2023-06-29 | Paper |
| Binary response models for heterogeneous panel data with interactive fixed effects Journal of Econometrics | 2023-06-29 | Paper |
| Factor-augmented forecasting regressions with threshold effects Econometrics Journal | 2022-06-22 | Paper |
| Regime switching panel data models with interactive fixed effects Economics Letters | 2019-04-18 | Paper |
Research outcomes over time
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