Research

Journal Articles

 

Working Papers

 

Work in Progress

  • “Real-time estimation of unemployment with dynamic factor and state space models”, with Caterina Schiavoni, Jan van den Brakel and Franz C. Palm.
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  • “SPECS: An automated approach towards sparse single-equation cointegration modelling”, with Etienne Wijler.
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  • “GLS estimation and confidence sets for the date of a single break in models with trends.”, with Eric Beutner and Yicong Lin.
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  • “Observation and simulation of ethane at 23 FTIR sites”, with E. Mahieu, B. Franco, A. Pozzer, D. Taraborrelli, W.M.J. Bader, M. Prignon, C.P. Servais, M. De Maziere, C. Vigouroux, G. Gizaw, G. Sufa, J. Mellqvist, T. Blumenstock, F. Hase, M. Schneider, R. Sussmann, T. Nagahama, K. Sudo, J.W. Hannigan, I. Ortega, I. Morino, H. Nakajima, D. Smale, M. Makarova, A.V. Poberovsky, I. Murata, M. Grutter de la Mora, C.A. Guarin, W. Stremme, Y. Té, P. Jeseck, J. Notholt, M. Palm, S.A. Conway, E. Lutsch, K. Strong, D.W.T. Griffith, N.B. Jones, C. Paton-Walsh and Marina Friedrich.
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  • “Nonparametric estimation and bootstrap inference on the recent trends in atmospheric ethane (C2H6) above Europe”, with Whitney Bader, Bruno Franco, Marina Friedrich, Bernard Lejeune, Emmanuel Mahieu, Hanno Reuvers and Jean-Pierre Urbain.
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  • “Nonlinear heterogeneity in cointegrated panels”, with Peter Pedroni and Jean-Pierre Urbain.
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  • “Bootstrap inference on deterministic trends in the presence of heteroskedastic and possibly integrated errors”, with A. M. Robert Taylor.
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