working papers

Feasible GLS for Time Series Regression” (with Emilio González-Coya), Revised November 2022, submitted.

“Anthropogenic influence on global increase in extreme heat and precipitation with implications for risk hotspots,” (with Francisco Estrada and Yohei Yamamoto), submitted.

Estimation in the Presence of Heteroskedasticty of Unknown Form: A Lasso-based Approach,” (with Emilio González-Coya), March 2022, submitted.

Prewhitened Long-Run Variance Estimation Robust to Nonstationarity,” (with Alessandro Casini), Revised August 2022, submitted. 

Theory of Low Frequency Contamination from Nonstationarity and Misspecification: Consequences for HAR Inference,” (with Alessandro Casini and Taosong Deng), Revised August 2022, submitted.

Simultaneous Bandwidths Determination for DK-HAC Estimators and Long-Run Variance Estimation in Nonparametric Settings” (with Federico Belotti, Alessandro Casini, Leopoldo Catania, Stefano Grassi), Revised September 2022, submitted.

Continuous Record Asymptotics for Change-Point Models,” (with Alessandro Casini), November 2017; Revised October 2022, submitted.

Trigonometric Trend Regressions of Unknown Frequencies with Stationary or Integrated Noise,” (with Mototsugu Shintani and Tomoyoshi Yabu), January 2020, to be revised.

Forecasting in the Presence of In and Out of Sample Breaks,” (with Jiawen Xu), Revised October 2021, submitted.

Change-Point Analysis of Time Series with Evolutionary Spectra,” (with Alessandro Casini), Revised December 2021, submitted.