Research
Publications:
"Shrinkage estimation of network spillovers with factor structured errors", (with A. Higgins), 2023, Journal of Econometrics 233, 66-87. Supplement.
"Adjusted QMLE for the spatial autoregressive parameter" (with G. Hillier), 2020, Journal of Econometrics 219, 488-506. Supplement.
"Exact and higher-order properties of the MLE in spatial autoregressive models, with applications to inference" (with G. Hillier), 2018, Journal of Econometrics 205, 402-422. Supplement.
"Exact likelihood inference in group interaction network models" (with G. Hillier), 2018, Econometric Theory 34, 383-415. Supplement.
"The correlation structure of spatial autoregressions", 2012, Econometric Theory 28, 1373-1391.
"Testing for spatial autocorrelation: the regressors that make the power disappear", 2012, Econometric Reviews 31, 215-240.
"Efficiency of the OLS estimator in the vicinity of a spatial unit root", 2011, Statistics & Probability Letters 81, 1285-1291.
"Spatial circulants, with applications" (with G. Hillier), 2011, Journal of Statistical Planning and Inference 141, 2321–2330.
"Non-testability of equal weights spatial dependence", 2011, Econometric Theory 27, 1369-1375.
"Power properties of invariant tests for spatial autocorrelation in linear regression", 2010, Econometric Theory 26, 152–186.
"Spatial design matrices and associated quadratic forms: structure and properties" (with G. Hillier), 2006, Journal of Multivariate Analysis 97, 1-18.
Working papers (completed):