1. Giraitis, L., Li, Y., and Phillips, P. C. (2024). Robust inference on correlation under general heterogeneity. Journal of Econometrics, 240(1), 105691. (paper link)
   
   
   

1.  Unlocking Regression Space (with Liudas Giraitis and George Kapetanios), submitted to Econometric Theory . (Pre-print)

2. Partial Time-varying Regression Modelling under General Heterogeneity (with Liudas Giraitis, George Kapetanios, and Tien Chuong Nguyen), submitted to Econometric Theory (under review). (Pre-print) 

3. Are Intraday Returns Autocorrelated?  (with Liudas Giraitis and Genaro Sucarrat),  submitted to Journal of Empirical Finance.  

(Pre-print) 

4. Robust Inference for Dynamic Models with General Heterogeneity (with Liudas Giraitis and George Kapetanios).

5. Model Selection under Structural Change (with Liudas Giraitis).