“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.
