Research:

Published and accepted papers:

1. Regularized Generalized Covariance (RGCov) Estimator ( with Francesco Giancaterini, Alain Hecq, and Joann Jasiak, The Econometrics Journal) 

2. GCov-Based Portmanteau Test ( with Joann Jasiak, Econometric Reviews)

Working papers:

3. Bubble Detection with Application to Green Bubbles: a Noncausal Approach  ( with Francesco Giancaterini, Alain Hecq, and Joann Jasiak, R&R Energy Economics) 

4. Generalized Covariance Estimator under Misspecification and Constraints

5. Shrinkage Regularization for (Non)Linear Serial Dependence Test  ( with Francesco Giancaterini, Alain Hecq, and Joann Jasiak)

Work in Progress: 

6. Sample-Splitting Portmanteau Test for Multivariate Nonlinear Time Series

7. Forward-Looking Versus Backward-Looking Autoregressive Process

Conference Presentations:

• 46th International Symposium on Forecasting (Montreal), June 2026.

• Statistics Society of Canada Annual Meeting (Hamilton), June 2026.

• Canadian Economics Association Annual Meeting (Vancouver), May 2026.

•  CFE-CMStatistics (London),  December 2025.

• Canadian Econometrics Study Group (CESG) (Ottawa),  October 2025.

• James Mackinnon Workshop (Kingston), September 2025.

• Annual Conference of the International Association for Applied Econometrics (IAAE) (Torino), June 2025.

•  Non-Causal Econometrics workshop (Paris), June 2025.

• Canadian Economics Association Annual Meeting (Montreal), May 2025.

• Statistics Society of Canada Annual Meeting (Saskatoon), May 2025. [Best PhD Oral Presentation in the Business & Industrial Statistics subgroup]

• The Thirteenth Annual Canadian Statistics Student Conference (Saskatoon), May 2025. [3rd Place for Best PhD Oral Presentation]

•  CFE-CMStatistics (London),  December 2024.

• Canadian Econometrics Study Group (CESG) (Toronto),  October 2024.

• European winter meeting of The Econometric Society (Manchester), December 2023.

• Canadian Economics Association Annual Meeting (Winnipeg), May 2023.