Publications

• Testing for integer integration in functional time series. Accepted at Journal of the American Statistical Association. With Han Lin Shang. [R code]

• Optimal linear prediction with functional observations: Why you can use a simple post-dimension reduction estimator. Accepted at Journal of Time Series Analysis. [R code] 

• Nonlinear temperature sensitivity of residential electricity demand: Evidence from a distributional regression approach (2026). Energy Economics, 153. With Kyungsik Nam. 

• Functional instrumental variable regression with an application to estimating the impact of immigration on native wages (2025). Econometric Theory 41(6). With Dakyung Seong. [R code]

• Fractionally integrated curve time series with cointegration (2024). Electronic Journal of Statistics, 18(2), 3858-3902. With Han Lin Shang. 

• Functional principal component analysis for cointegrated functional time series (2023). Journal of Time Series Analysis, 45(2), 320-330. [R code]

• Cointegration and representation of cointegrated autoregressive processes in Banach spaces (2023). Econometric Theory, 39(4), 737-788.
  - The working paper version at https://arxiv.org/abs/1712.08748v1 contains unpublished, but possibly useful, results on linear operator pencils and an example of I(∞) processes.  

• Fredholm inversion around a singularity: application to autoregressive time series in Banach space (2023). Electronic Research Archive, 31(8), 4925-4950.

• Inference on the dimension of the nonstationary subspace in functional time series (2023). Econometric Theory, 39(3), 443-480. With Morten Nielsen and Dakyung Seong.

• Tail behavior of stopped Lévy processes with Markov modulation (2022). Econometric Theory, 38(5), 986-1013. With Brendan Beare and Alexis Akira Toda. [Corrigendum]

• Representation of I(1) and I(2) autoregressive Hilbertian processes (2020). Econometric Theory, 36(5), 773-802. With Brendan Beare.
  - Co-winning article of the 2020 Tjalling C. Koopmans Econometric Theory Prize.

• Cointegrated linear processes in Bayes Hilbert space (2019). Statistics & Probability Letters, 147, 90-95. With Brendan Beare.

• Cointegrated linear processes in Hilbert space (2017). Journal of Time Series Analysis 38(6), 1010-1027. With Brendan Beare and Juwon Seo.

Working papers 

• Inference on common trends in functional time series. With Morten Nielsen and Dakyung Seong. (Revise and Resubmit at Econometric Theory)

• Inversion of an analytic operator function through Fredholm quotients and its application. (Revise and Resubmit at Results in Mathematics)

• Functional linear projection and impulse response analysis. With Dakyung Seong. (Revise and Resubmit at Journal of Business and Economic Statistics)

• Functional regression with nonstationarity and error contamination: Application to the economic impact of climate change. With Kyungsik Nam. (Reject and Resubmit at Journal of the American Statistical Association) 

• Sectoral vulnerability to climate change: Distributional evidence from spatially heterogeneous economies. With Kyungsik Nam

• 2026 S1: ECMT6002/6702  (Econometric Applications) 

• 2025 S2: ECMT6002/6702 (Econometric Applications) / ECMT2130 (Financial Econometrics) 

• 2024 S1-S2: ECMT6002/6702 (Econometric Applications)