Selected publications:
Beyhum, J., & Lapenta, E. & Lavergne, P. (2025). One-step smoothing splines instrumental regression. The Econometrics Journal 28(2), 176–197 (Editor's choice article)
Tedesco, L., Beyhum, J., & Van Keilegom, I. (2025). Instrumental variable estimation of the proportional hazards model by presmoothing. Electronic Journal of Statistics, 19(1), 656 - 717
Beyhum, J., & Striaukas, J. (2024). Testing for sparse idiosyncratic components in factor-augmented regression models. Journal of Econometrics 244(1), 105845. Arxiv.
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.