Research
PUBLICATIONS
Consistent specification testing under spatial dependence, with Xi Qu, Econometric Theory, 40 (2024), 278-319
(This paper was awarded the Cem Ertur Prize at the 17th Spatial Econometrics and Statistics Workshop, Dijon, May 2018)
Nonparametric prediction with spatial data, with Javier Hidalgo, Econometric Theory, 39 (2023), 950-988
Robust inference on infinite and growing dimensional time series regression, with Myung Hwan 'Matt' Seo, Econometrica, 91 (2023), 1333-1361
Household sorting in an ancient setting, with Jonathan Halket, Journal of Urban Economics, 135 (2023), 103548
Efficient closed-form estimation of large spatial autoregressions, Journal of Econometrics, 232 (2023), 148-167.
Order selection and inference with long memory dependent data, with Javier Hidalgo, Journal of Time Series Analysis, 40 (2019), 425-446.
Estimation of spatial autoregressions with stochastic weight matrices, Econometric Theory, 35 (2019), 417-463. (Supplementary appendix)
Nonparametric specification testing via the trinity of tests, Journal of Econometrics, 203 (2018), 169-185.
Autoregressive spatial spectral estimates, Journal of Econometrics, 203 (2018), 80-95. (Supplementary appendix)
Pseudo maximum likelihood estimation of spatial autoregressive models with increasing dimension, with Peter M. Robinson, Journal of Econometrics, 202 (2018), 92-107. (Supplementary appendix)
Inference on higher-order spatial autoregressive models with increasingly many parameters, with Peter M. Robinson, Journal of Econometrics, 186 (2015), 19-31.
WORKING PAPERS AND WORK-IN-PROGRESS
Networks and information in credit markets, with Sotirios Kokas, Alex Michaelides and Raoul Minetti