Honest confidence sets in nonparametric IV regression and other ill-posed models, Econometric Theory, 2020.
Commercial and Residential Mortgage Defaults: Spatial Dependence with Frailty, joint with Xi Chen and Eric Ghysels, Journal of Econometrics, 2019.
The ET interview: Jean-Pierre Florens, joint with Eric Ghysels, Econometric Theory, 2019.
Isotonic regression discontinuity designs, joint with Rohit Kumar, 2020.
Estimation and HAC-based Inference for Machine Learning Time Series Regressions, joint with Eric Ghysels and Jonas Striaukas, 2019.
Are unobservables separable?, joint with Jean-Pierre Florens, 2020.
Is completeness necessary? Estimation in non-identified linear models (coming soon), joint with Jean-Pierre Florens, 2020.
Economic sources of time-varying correlations between financial assets, joint with Eric Ghysels and Peter Hansen, 2019.
Continuous-time nonparametric MIDAS regression joint with Jean-Pierre Florens and Eric Ghysels, 2018.
Convolution models on networks, joint with Jean-Pierre Florens, 2020.
Forecasting discrete outcomes, 2020.