Assessing Cross-Currency Predictability in Forex Markets: Insights from Limit Order Book Data (with A. Vilhelmsson and L. Norden), 2026, The International Journal of Forecasting, In press.
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.
Firm uncertainty and labor composition dynamics (with L.Neri and E. H. Partsch).
An evolutionary algorithm for extracting common components in panels (with K. Persson).