This research grant commenced in July 2018 and concluded in June 2022. This page, updated periodically, collects the outputs and activities funded by the ESRC, whose support is gratefully acknowledged.
Published and accepted research outputs
Networks and information in credit markets, with Sotirios Kokas, Alex Michaelides and Raoul Minetti, Journal of Corporate Finance, 94 (2025), 102840
Consistent specification testing under spatial dependence, with Xi Qu, Econometric Theory, 40 (2024), 278-319
(This paper was awarded the Cem Ertur Prize at the 17th Spatial Econometrics and Statistics Workshop, Dijon, May 2018)
Household sorting in an ancient setting, with Jonathan Halket, Journal of Urban Economics, 135 (2023), 103548
Nonparametric prediction with spatial data, with Javier Hidalgo, Econometric Theory, 39 (2023), 950-988
Efficient closed-form estimation of large spatial autoregressions, Journal of Econometrics, 232 (2023), 148-167
Order selection and inference with long memory dependent data, with Javier Hidalgo, Journal of Time Series Analysis, 40 (2019), 425-446.
ESRC workshop
A workshop on 'Methods and Applications for Network Data' was held at the University of Essex on June 1st, 2022. The programme can be found here.