New Combination Forecasts for Cointegrated Time Series. (with Mohitosh Kejriwal) [PDF]
The Efficacy of Ability Proxies for Estimating the Returns to Schooling: A Factor Model-Based Evaluation. (with Mohitosh Kejriwal, Xiaoxiao Li, and Evan Totty). Journal of Applied Econometrics 39(1), 3-21
Multistep Forecast Averaging with Stochastic and Deterministic Trends. (with Mohitosh Kejriwal and Xuewen Yu). Econometrics 11(4), 28
An Improved Procedure for Retrospectively Dating the Emergence and Collapse of Bubbles. (with Mohitosh Kejriwal and Pierre Perron). Accepted at Journal of Time Series Analysis. [Current version]
mbreaks: R package for Estimating and Testing Multiple Structural Changes in Linear Regression Models. (with Pierre Perron and Yohei Yamamoto). [CRAN official site]. Original [Gauss] code by Pierre Perron; translated [MATLAB] code by Yohei Yamamoto; maintained and bug reports [GitHub]