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, 2026, 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.

Estimation and inference in models with multiple behavioural equilibria, version 1, Dec 2025, joint with Davide Raggi.

Local Gaussian copula inference with structural breaks: testing dependence predictability, version 1, Mar 2026, joint with Tatsushi Oka and Dominik Wied.

PhD thesis.

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