“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.
“Synergies Between Observed Warming and ENSO Episodes on Extreme Events” (with Francisco Estrada and Yohei Yamamoto), forthcoming in the Annals of the New York Academy of Sciences.
