Publications (peer reviewed)
14. "Global Cycles and Banks' Non-Core Funding Ratios" with L. Catao and D. te Kaat. Accepted Journal of Money Credit and Banking. working paper
13. "Testing and Estimating Structural Breaks in Time Series and Panel Data in Stata" with Y. Karavias and J. Westerlund. The Stata Journal, 25:3 526-560. Published Version, GitHub page
12. "Multiple Structural Breaks in Interactive Effects Panel Data and the Impact of Quantitative Easing on Bank Lending" with Y. Karavias and J. Westerlund. 2025. Journal of Applied Econometrics, 40(1). Published Version, working paper
11. "Identifying the regional drivers of influenza-like illness in Nova Scotia, Canada, with dominance analysis" with Y. Ayede. 2023.
Nature Scientific Reports 13, 10114. Published Version, working paper
10. "xtnumfac: A battery of estimators for the number of common factors in time series and panel data models" with S. Reese. 2023.
The Stata Journal, 23:2, 438–454 . Published Version
9. "Improved Tests for Granger Non-Causality in Panel Data" with J. Xiao, A. Juodis, Y. Karavias and V. Sarafidis. 2023.
The Stata Journal, 23:1, 230-242. Published Version, working paper (August 2022)
8. "Introducing the Replication Studies section" with P. Elhorst. 2022.
Editorial to Spatial Economic Analysis, 17(1):7-9. Published Version
7. "Spatial and Spatio-Temporal Error Correction, Networks and Common Correlated Effects" with A. Bhattacharjee and S. Holly. 2022.
Essays in Honor of M. Hashem Pesaran: Panel Modeling, Micro Applications, and Econometric Methodology (Advances in Econometrics, Vol. 43B), pages 37-60
Published Version (gated), working paper (January 2021)
6. "Estimating long run effects and the exponent of cross-sectional dependence: an update to xtdcce2". 2021.
The Stata Journal, 21:3, 687-707
Published Version (gated), Bozen Economics & Management Paper Series BEMPS81 (March 2021)
5. "xthst: Testing for slope heterogeneity in Stata" with T. Bersvendsen. 2021.
The Stata Journal, 21:1, 51-80
Published version (gated), working paper (CEERP Working Paper No. 11)
4. "A Theory-based Lasso for Time-Series Data" with A. Ahrens, C. Aitken, E. Ersoy, D. Kohns and M. Schaffer. 2021.
Studies in Computational Intelligence 898: Data Science for Financial Econometrics
3. "Estimating Dynamic Common Correlated Effects in Stata". 2018.
The Stata Journal, 18:3, 585 - 617
Published version (gated), working paper (SEEC Discussion Paper Series No 8, July 2016 - please note, this paper describes a very early version of xtdcce2. For updates see the The Stata Journal article(s) or the help file.)
2. "Cross-country convergence in a general Lotka–Volterra model". 2018.
Spatial Economic Analysis, 13:2, 191 - 211
1. "A Monte Carlo study of the BE estimator for growth regressions" with Erich Gundlach. 2016.
Empirical Economics, 51:31–55
Link on Springer, STATA Code for simulations.
Book Contributions
"The Correlated Random Effects GMM-Level Estimation: Monte Carlo Evidence and Empirical Applications" with M. E. Bontempi. 2025. In: Baltagi, B.H., Mátyás, L. (eds) Seven Decades of Econometrics and Beyond. Advanced Studies in Theoretical and Applied Econometrics, vol 57. Springer [link, arXiv]
Working Paper
"Interactive, Grouped and Non-separable Fixed Effects: A Practitioner's Guide to the New Panel Data Econometrics" with Y. Karavias. [arXiv]
"On Selection of Cross-Section Averages in Non-stationary Environments" with O. Stauskas. [arXiV]. (submitted)
"Dominant Drivers of National Inflation" with F. Ravazzolo [working paper: BEMPS97, arXiv]
"Decomposing the Spillover Effects of Financial Restatements on Corporate Investment" with W. Grieser, P. Hopkins and S. Lusch. [working paper: SSRN]
"Engle-Granger Representation in Spatial and Spatio-Temporal Models" with A. Bhattacharjee and S. Holly.
"Reassessing the Impact of Religion on Economic Growth: Insights from Advanced Panel Data Approaches" with Y. Karavias and V. Sarafidis. (submitted)
"My neighbours neighbour is not my neighbour: Instrumentation and causality in spatial models" with N. Bailey and S. Holly.
Research in Progress
"nwxtregress - Network Regressions in Stata" with W. Grieser and M. Zekhnini [GitHub Page]
Media Articles
"Flight shame: flying less plays a small but positive part in tackling climate change" with Erkal Erosy. October 2019. The Conversation. Link
"Venezuela's economic collapse is laid bare when you look at how little energy the country is consuming" with Antonio Carvalho. March 2019. The Conversation. Link
Full list of publications (pdf).
My publications on IDEAS.