Publications
Heteroskedasticity robust specification testing in spatial autoregression (2024), joint with P. C. B. Phillips and F. Rossi, Econometric Theory, forthcoming, Online Supplement
Minimax risk in estimating kink threshold and testing continuity (2023), joint with H. Lee, F.J. Hidalgo and M. H. Seo, Essays in Honor of Joon Y. Park: Econometric Theory, Advances in Econometrics, Vol 45A, Chapter 8, 233-259
Adaptive inference on pure spatial models (2020), joint with P. M. Robinson, Journal of Econometrics, Volume 216, Issue 2, 375-393, Online Appendix
Robust inference for threshold regression models (2019), joint with F. J. Hidalgo and M. H. Seo, Journal of Econometrics, Volume 210, Issue 2, 291-309
Series estimation under cross-sectional dependence (2016), joint with P. M. Robinson, Journal of Econometrics, Volume 190, Issue 1, 1-17, Online Appendix
Panel nonparametric regression with fixed effects (2015), joint with P. M. Robinson, Journal of Econometrics, Volume 188, Issue 2, 346-362
A cusum test for common trends for partial linear models in large panel data sets (2014), joint with F. J. Hidalgo, Advances in Econometrics, Volume 33, Essays in Honour of Peter C. B. Phillips, 303-345