Published & Working papers
Precision Least Squares: Estimation and Inference in High-Dimensional Linear Regression Models, with L. Margaritella (Journal of Business & Economic Statistics)
Robust Inference in Large Panels and Markowitz Portfolios, with D. Ardia (submitted)
Validating a Selected Model (submitted)
Gaussian Pivotal Inference in Cointegrated Systems, with L. Margaritella and Etienne Wijler
Contribution to book chapter
Are French small- and mid-cap stocks an alternative profitable asset class in periods of financial crisis? with Sébastien Laurent and Christelle Lecourt, 2022