“An Improved Procedure for Retrospectively Dating the Emergence and Collapse of Bubbles,” (with Mohitosh Kejriwal and Linh Nguyen), May 2024, submitted.
“Synergies Between Current and Future Warming Levels and ENSO Episodes on Extreme Events (with Francisco Estrada and Yohei Yamamoto), May 2024.
“Feasible GLS for Time Series Regression” (with Emilio González-Coya), Revised June 2023, submitted.
“Theory of Low Frequency Contamination from Nonstationarity and Misspecification: Consequences for HAR Inference,” (with Alessandro Casini and Taosong Deng), Revised May 2024, re-submitted.
“Continuous Record Asymptotics for Change-Point Models,” (with Alessandro Casini), Revised April 2024, 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.
