Publications:

• Improved density and distribution function estimation (with Richard J. Smith). Electronic Journal of Statistics, Vol. 13 (2019), No. 2, pp. 3943–3984; doi: 10.1214/19-EJS1619; preprint version available at arXiv:1711.04793v2

• Exact mean integrated squared error and bandwidth selection for kernel distribution function estimators. Communications in Statistics - Theory and Methods , To Appear, (2019). doi: 10.1080/03610926.2018.1563182; preprint version available at arXiv:1606.06993v3

• Kernel density estimation for time series data (with Andrew C. Harvey). International Journal of Forecasting , Vol. 28, Issue 1, (Jan-Mar. 2012), pp. 3-14. doi: 10.1016/j.ijforecast.2011.02.016
  Supplementary materials:

  • Replication files ( Matlab code and data); ZIP archive .

  • Video illustrating evolution of the filtered time-varying density and quantiles of NASDAQ returns .

  • Video illustrating evolution of the time-varying density and quantiles of NASDAQ returns estimated using moving blocks of data .

• Does foreign ownership matter for enterprise training? Empirical evidence from transition countries. In Global Exchange And Poverty: Trade, Investment and Migration , edited by Robert E. B. Lucas, Lyn Squire, and T. N. Srinivasan. Edward Elgar. (2010, Feb). doi: 10.4337/9781781000601.00019

Unpublished Working Papers:

• Tests for seasonal factorisations in time series models (with Richard J. Smith and Andrew R. Tremayne)

• Indirect maximum entropy bandwidth. arXiv:1607.03698 [stat.ME], Jul. 2016.

• Generalised empirical likelihood-based kernel density estimation. (with Richard J. Smith ) University of Oxford Department of Economics Discussion Paper Series No. 662 (July 2013). URL: www.economics.ox.ac.uk/materials/papers/12745/paper662.pdf

  • Replication files (Matlab code and data): ZIP archive.

• How do perceived resource-based constraints affect active consideration and pursuit of internationalisation? (with Paul A. Kattuman and Carsten Zimmermann) MICRO-DYN Working Paper No. 39/10.

• Social capital and serial entrepreneurship (with Martin Papadatos and Paul A. Kattuman ) MICRO-DYN Working Paper No. 55/10.

Ph.D Dissertation:

Title: ‘ Essays in Econometrics ’ (JEL codes: C14, C22, C23, C45, F21); URL: www.dspace.cam.ac.uk/handle/1810/237249

• ECON60502 Econometric Theory (University of Manchester MSc in Econometrics)

  • Lecture Notes 2017/18

• ECON31012 Financial Econometrics (University of Manchester BA(Econ)&BEconSci)

  • Lecture Notes 2017/18

  • EViews scripts 2017/18

• Advanced Econometrics 1: Moment Condition Models (University of Oxford M.Phil in Economics, Michaelmas 2012)

  • Lecture Notes

  • Appendix C: Some results from matrix algebra

  • Matlab code for GEL