Research

Journal Articles

 

Working Papers

 

Work in Progress

  • “Bootstrap inference on deterministic trends in the presence of heteroskedastic and possibly integrated errors”, with A. M. Robert Taylor.
    Abstract
     
  • “Bootstrap simultaneous confidence bands for time-varying coefficient models”, with Marina Friedrich.
    Abstract
     
  • “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.
    Abstract
     
  • “Nonlinear heterogeneity in cointegrated panels”, with Peter Pedroni and Jean-Pierre Urbain.
    Abstract