Selected publications:
Beyhum, J., Florens, J. P., Lapenta, E., & Van Keilegom, I. (2024). Testing for homogeneous treatment effects in linear and nonparametric instrumental variable models. Econometric Reviews 43(7), 540–557.
Beyhum, J., & Portier, F. (2024). High-dimensional nonconvex lasso-type M-estimators. Journal of Multivariate Analysis, 202.
Beyhum, J., Centorrino, S., Florens, J. P., & Van Keilegom, I. (2024). Instrumental variable estimation of dynamic treatment effects on a duration outcome. Journal of Business & Economic Statistics, 42(2), 732-742. Preprint.
Beyhum, J., Tedesco, L., & Van Keilegom, I. (2024). Instrumental variable quantile regression under random right censoring. The Econometrics Journal, 27(1), 21-36.
Beyhum, J., & Gautier, E. (2023). Factor and Factor Loading Augmented Estimators for Panel Regression With Possibly Nonstrong Factors. Journal of Business & Economic Statistics, 41(1), 270-281. Accepted manuscript.
Beyhum, J., El Ghouch, A., Portier, F., & Van Keilegom, I. (2022). On an extension of the promotion time cure model. The Annals of Statistics, 50(1), 537-559. Accepted manuscript. Supplement.
Beyhum, J., Florens, J. P., & Van Keilegom, I. (2022). Nonparametric instrumental regression with right censored duration outcomes. Journal of Business & Economic Statistics, 40(3), 1034-1045. Accepted manuscript.