Selected working papers:

1. Bruneel-Zupanc, C. & Beyhum, J. (2024). Identification with possibly invalid IVs. arXiv preprint arXiv:2401.03990.

2. Beyhum, J., & Striaukas, J. (2023). Testing for sparse idiosyncratic components in factor-augmented regression models. arXiv preprint arXiv:2307.13364. (R&R Journal of Econometrics)

3. Beyhum, J., & Striaukas, J. (2023). Sparse plus dense MIDAS regressions and nowcasting during the COVID pandemic. arXiv preprint arXiv:2306.13362.

4. Beyhum, J., & Lapenta, E. & Lavergne, P. (2023). One-step nonparametric instrumental regression using smoothing splines. arXiv preprint arXiv:2307.14867. (R&R Econometrics Journal)