Published and forthcoming (+) papers. 

10 Least squares estimation in nonlinear cohort panels with learning from experience, 2025+, Journal of Business and Economic Statistics, joint with Michael Massmann. [Monte Carlo, Empirical replication]

9 Endogeneity corrections in binary outcome models with nonlinear transformations: identification and inference, 2025+, Oxford Bulletin of Economics and Statistics, joint with Dominik Wied. [Code]

8 Quantile Granger causality in presence of instability, 2025+, Journal of Econometrics, joint with Dominik Wied and Victor Troster. [Code]

7 Asymptotic properties of endogeneity corrections using nonlinear transformations, 2024, The Econonometrics Journal, joint with Jörg Breitung and Dominik Wied. [Code]

6 Consistent estimation of multiple breakpoints in dependence measures, 2024, Journal of Business and Economic Statistics, joint with Marvin Borsch and Dominik Wied. [Code]

5 Two-step estimation in linear regressions with adaptive learning, 2023, Statistics and Probability Letters.

4 Estimation and inference in factor copula models with exogenous covariates, 2023, Journal of Econometrics, joint with Dominik Wied. [Code]

3 Estimation and inference in adaptive learning models with slowly decreasing gains, 2022, Journal of Time Series Analysis.  

2 On the local power of some tests of strict exogeneity in linear fixed effects models, 2022, Econometrics and Statistics.

1 (Consistently) testing strict exogeneity against the alternative of predeterminedness in linear time-series models, 2020, Economics Letters. [Code]

Work in progress.

Identification, estimation, and inference for models with multiple behavioural equilibria, joint with Davide Raggi.

Granger causality in copulas, joint with Tatsushi Oka and Dominik Wied.

PhD thesis.

Testing for exogeneity and an essay on the econometrics of adaptive learning models.