Research
Publications
Publications
Fixed Effects Demeaning in the Presence of Interactive Effects in Treatment Effects Regressions and Elsewhere (with J. Westerlund), 2020, Journal of Applied Econometrics, 35(7), 960-964.
On cointegration between the insurance market and economic activity, 2019, Empirical Economics, 59, 1127-1138.
CCE in Fixed-T Panels (with J. Westerlund and M. Norkute), 2019, Journal of Applied Econometrics, 34(5), 746-761.
Asymptotic Collinearity in CCE Estimation of Interactive Effects Models (with J. Westerlund), 2018, Economic Modelling, 70, 331-337.
Work in progress
Work in progress
The information content in FX order book data (with A. Vilhelmsson).
An evolutionary algorithm for extracting common components in panels (with Kristoffer Persson).