“GLS-IV for Time Series Regressions with Application to the “New Keynesian Phillips Curve“” (with Marco Olivari), September 2024.
“Uncovering Bias in Uncovered Interest Parity Tests,” (with Emilio González-Coya), September 2024.
“Feasible GLS for Time Series Regression” (with Emilio González-Coya), Revised August 2024, re-submitted.
“Trigonometric Trend Regressions of Unknown Frequencies with Stationary or Integrated Noise,” (with Mototsugu Shintani and Tomoyoshi Yabu), January 2020, to be revised.
“mbreaks: R Package for Estimating and Testing Multiple Structural Changes in Linear Regression Models,” (with Linh Nguyen and Yohei Yamamoto), January 2023.
