Research
Published Papers
"Normality Testing after Outlier Removal,"
with Bent Nielsen
Accepted at Econometrics and Statistics
(Working paper version: here)
"A model where the Least Trimmed Squares estimator is maximum likelihood,"
with Søren Johansen and Bent Nielsen
Journal of the Royal Statistical Society, Series B, 85, 3, 886-912, 2023
“Heteroscedastcity Testing after Outlier Removal,”
with Ines Wilms
Econometric Reviews, 40, 51-85, 2021
“Cumulated Sum of Squares Statistics for Non-linear and Non-stationary Regressions,”
with Bent Nielsen
Econometric Theory, 36, 1-47, 2020
“Summability of Stochastic Processes: A Generalization of Integration for Non-linear Processes,”
with Jesús Gonzalo
Journal of Econometrics, 178, 331-341, 2014
“Regime Shifts in Stock-Flow I(2)-I(1) Systems: The Case of US fiscal Sustainability,”
with Josep Lluís Carrión-i-Silvestre
Journal of Applied Econometrics, 26, 298-321, 2011
“Testing for Multicointegration in Panel Data with Common Factors,”
with Josep Lluís Carrion-i-Silvestre
Oxford Bulletin of Economics and Statistics, 68, 721-739, 2006
Other Working Papers
"Uniform Consistency of Marked and Weighted Empirical Distributions of Residuals,"
with Søren Johansen and Bent Nielsen
“The Analysis of Marked and Weighted Empirical Processes of Estimated Residuals,”
with Søren Johansen and Bent Nielsen
"Co-summability: From linear to nonlinear co-integration"
with Jesus Gonzalo