Published & Working papers
Precision Least Squares: Estimation and Inference in High-Dimensional Linear Regression Models, with L. Margaritella (Journal of Business & Economic Statistics) https://doi.org/10.1080/07350015.2024.2440573
Encompassing and Progression Testing in High Dimensions (Journal of Business & Economic Statistics) https://doi.org/10.1080/07350015.2026.2695448
Robust Inference in Large Panels and Markowitz Portfolios, with D. Ardia (submitted)
Gaussian Pivotal Inference in Cointegrated Systems, with L. Margaritella and Etienne Wijler Â