Publications:

• Wongsa-art, P., Kim, N., Xia, Y. and Moscone, F., 2024. Varying coefficient panel data models and methods under correlated error components: Application to disparities in mental health services in England. Regional Science and Urban Economics. 

• Wongsa-art, P., Kim, N., and Xia, Y., 2024. A generalized dynamic count process. Journal of Statistical Planning and Inference.

• Kim, N., Wongsa-art, P. and Bateman, I.J., 2023. A New Model for Agricultural Land-Use Modeling and Prediction in England Using Spatially High-Resolution Data. In Essays in Honor of Joon Y. Park: Econometric Methodology in Empirical Applications (Vol. 45, pp. 291-317). Emerald Publishing Limited.

• Wongsa-art, P., and Xia, Y., 2022. Functional time series approach to analyzing returns co-movements. Journal of Econometrics, 229(1), pp.127-151. 

• Gao, J., Kim, N. and Wongsa-art, P., 2020. On endogeneity and shape invariance in extended partially linear single index models. Econometric Reviews, 39(4), pp.415-435. 

• Wongsa-art, P., Jiang, H. and Xia, Y., 2016. Asymmetric Conditional Correlations in Stock Returns. The Annals of Applied Statistics, 10(2), 989-1018.

• Gao, J., Kim, N.H. and Wongsa-art, P., 2015. A misspecification test for multiplicative error models of non-negative time series processes. Journal of Econometrics, 189(2), pp.346-359. 

• Wongsa-art, P., Gao, J. and Allen, D.E., 2015. Semiparametric autoregressive conditional duration model: Theory and practice. Econometric Reviews, 34(6-10), pp.849-881.

• Wongsa-art, P., Gao, J. and Kim, N.H., 2014. Semiparametric methods in nonlinear time series analysis: a selective review. Journal of Nonparametric Statistics, 26(1), pp.141-169.  

• Wongsa-art, P. and Ward, B.D., 2004. Ward–Modelling Monetary Policy in a Small Open Economy: Evidence from a New Zealand Svar Model. Economia Internazionale/International Economics, 57(1), pp.77-115.