Publications
THEORETICAL PAPERS
Efficiency bounds for moment condition models of mixed identification strength, with P. Dovonon and Y. F. Atchade. Forthcoming at the Journal of Econometrics
Exogeneity tests and weak identification in IV regressions: asymptotic theory and point estimation, With Jean-Marie Dufour. Conditionally accepted at the Journal of Econometrics
Revisiting the macroeconomic effects of monetary policy shocks, with Haque, Q. Forthcoming at The Economic Record
On bootstrapping tests of equal forecast accuracy for nested models, with Qazi Haque, 2023. The Journal of Forecasting.
Relevant moment selection under mixed identification strength, with Prosper Dovonon and Michael Aguessy, 2023. Econometric Theory.
Are Internally Consistent Forecasts Rational? With J. Tian and T. Goodwin, 2022. Journal of Forecasting.
Maximum Entropy Evaluation of Asymptotic Hedging Error under a Generalized Jump-Diffusion Model, with F. Alavi Fard and S. Sriananthakumar, 2021. J. Risk Financial Manag.
Exogeneity tests, incomplete models, weak identification and non-Gaussian distributions: Invariance and finite-sample distributional theory, with Jean‐Marie Dufour, 2020. Journal of Econometrics.
On Bootstrap inconsistency and Bonferroni-based size-correction for the subset Anderson–Rubin test under conditional homoskedasticity, with W. Wang, 2018. Journal of Econometrics.
Subset Hypotheses Testing And Instrument Exclusion In The Linear IV Regression, 2015. Econometric Theory.
On bootstrap validity for specification tests with weak instruments, 2015. Econometrics Journal.
Identification‐robust inference for endogeneity parameters in linear structural models, with Jean‐Marie Dufour, 2014. Econometrics Journal.
Instrument endogeneity and identification-robust tests: Some analytical results, with Jean-Marie Dufour, 2008. Journal of Statistical Planning and Inference.
APPLIED PAPERS
Towards a climatic classification of the world’s wine regions, with German Puga, Kym Anderson, and Wendy Umberger, 2022. OENO One.
Oil Extraction and Spillover effects into Local Labour Market: Evidence from Ghana, with A. Ampofo and T. Cheng, 2022. Energy Economics.
Stock returns in the time of COVID-19 pandemic, with J. Puellbeck and V. Masson, 2022, Applied Economics.
Neighbourhood, school zoning and the housing market: Evidence from New South Wales, With V. Varvaris, 2021. Journal of Housing Economics.
Empowering the powerless: Financial inclusion in developing Africa and Asia, in "Financial Inclusion in Asia and Beyond: Measurement, Development Gaps, and Economic Consequences," Routledge, edited by Cavoli, T. & Shrestha, R., 2021.
Linkages between oil price shocks and stock returns revisited, with Virginie Masson and Sean Parry, 2019. Energy Economics.
Reducing Public‐Private Sector Pay Differentials: The Single Spine Pay Policy As A Natural Experiment In Ghana, with A. Ampofo, 2019. Economic Inquiry.
The Importance Of Punishment Substitutability In Criminometric Studies, with Eugene Braslavskiy and Virginie Masson, 2019. Bulletin of Economic Research.
Using multiple correspondence analysis for finance: A tool for assessing financial inclusion, with Mardi Dungey and Maria B. Yanotti, 2018. International Review of Financial Analysis.
Endogeneity in household mortgage choice, wirth Mardi Dungey and Maria B. Yanotti, 2018. Economic Modelling.
Monetary policy and indeterminacy after the 2001 slump, with Nicolas Groshenny, Qazi Haque and Mark Weder, 2017. Journal of Economic Dynamics and Control.
Mortgage Choice Determinants: The Role of Risk and Bank Regulation, with Mardi Dungey, Graeme Wells and Maria B. Yanotti, 2015. The Economic Record.
Are per capita CO2 emissions increasing among OECD countries? A test of trends and breaks, with Satoshi Yamazaki and Jing Tian, 2014. Applied Economics Letters.