Published & Working papers
Precision Least Squares: Estimation and Inference in High-Dimensional Linear Regression Models, with L. Margaritella (Journal of Business & Economic Statistics)
Encompassing and Progression Testing in High Dimensions (Journal of Business & Economic Statistics, Accepted)
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