Textbooks forthcoming:
- Econometrics, Volume 1: Main Theory and Topics for Cross-Section Data. To be published by Scientific World, August 2025, 800 pages.
- Econometrics, Volume 2: Topics in Time Series. To be published by Scientific World, August 2025, 800 pages.
“An Improved Procedure for Retrospectively Dating the Emergence and Collapse of Bubbles,” (with Mohitosh Kejriwal and Linh Nguyen), forthcoming on the Journal of Time Series Analysis.
“Theory of Low Frequency Contamination from Nonstationarity and Misspecification: Consequences for HAR Inference,” (with Alessandro Casini and Taosong Deng), forthcoming in Econometric Theory.
“Continuous Record Asymptotics for Change-Point Models,” (with Alessandro Casini), forthcoming on the Journal of Time Series Analysis.
