Publications:
Publications:
Robust inference on correlation under general heterogeneity (2024). Journal of Econometrics, 240(1), 105691. Joint with Giraitis, L. and Phillips, P. C. (paper link)
Unlocking Regression Space (2026). Econometric Theory. Joint with Giraitis, L., Kapetanios, G., and Ventouri, A.)(paper link)
Partial Time-varying Regression Modelling under General Heterogeneity. Accepted by Journal of Time Series Analysis. Joint with Giraitis, L., Kapetanios, G., and Nguyen, T. C.(Pre-print)
Are Intraday Returns Autocorrelated? (with Liudas Giraitis and Genaro Sucarrat). (Pre-print)
Augmented Dynamic Regression (with Liudas Giraitis, George Kapetanios, and Edward Hill).
Model Selection under Structural Change (with Liudas Giraitis).