REFEREED PUBLICATIONS
[19] The Efficacy of Ability Proxies for Estimating the Returns to Schooling: A Factor Model-Based Evaluation (with Xiaoxiao Li, Linh Nguyen, and Evan Totty), 2024, Journal of Applied Econometrics 39, 3-21.
[18] Multistep Forecast Averaging with Stochastic and Deterministic Trends (with Linh Nguyen and Xuewen Yu), 2023, Econometrics 11(4):28.
[17] Revisiting the Democracy-Growth Nexus: New Evidence from a Dynamic Common Correlated Effects Approach (with Haiqing Zhao), to appear in A Festschrift in Honor of Professor Nityananda Sarkar (edited by Anil K. Bera and Srikanta Kundu), Springer International.
[16] A Two Step Procedure for Testing Partial Parameter Stability in Cointegrated Regression Models (with Pierre Perron and Xuewen Yu), 2022, Journal of Time Series Analysis 43, 219-237.
[15] Generalized Forecast Averaging in Autoregressions with a Near Unit Root (with Xuewen Yu), 2021, Econometrics Journal 24, 83-102. [Winner of the Denis Sargan Econometrics Prize]
[14] Bootstrap Procedures for detecting Multiple Persistence Shifts in Heteroskedastic Time Series (with Xuewen Yu and Pierre Perron), 2020, Journal of Time Series Analysis 41, 676-690.
[13] Multidimensional Skills and the Returns to Schooling: Evidence from an Interactive Fixed Effects Approach and a Linked Survey-Administrative Dataset (with Xiaoxiao Li and Evan Totty), 2020, Journal of Applied Econometrics 35, 548-566. [Accepted: 2019]
[12] A Robust Sequential Procedure for Estimating the Number of Structural Changes in Persistence, 2020, Oxford Bulletin of Economics and Statistics 82, 669-685. [Accepted: 2019]
[11] On the Power of Bootstrap Tests for Stationarity: A Monte Carlo Comparison (with Sevan G. Gulesserian), 2014, Empirical Economics 46, 973-998.
[10] Breaks, Trends and Unit Roots in Commodity Prices: A Robust Investigation (with Atanu Ghoshray and Mark Wohar), 2014, Studies in Nonlinear Dynamics and Econometrics 18, 23-40.
[9] Unit Roots, Level Shifts and Trend Breaks in Per Capita Output: A Robust Evaluation (with Claude Lopez), 2013, Econometric Reviews 32, 892-927.
[8] Wald Tests for detecting Multiple Structural Changes in Persistence (with Pierre Perron and Jing Zhou), 2013, Econometric Theory 29, 289-323.
[7] A Note on Estimating a Structural Change in Persistence (with Pierre Perron), 2012, Economics Letters 117, 932-935.
[6] A Sequential Procedure to Determine the Number of Breaks in Trend with an Integrated or Stationary Noise Component (with Pierre Perron), 2010, Journal of Time Series Analysis 31, 305-328.
[5] Testing for Multiple Structural Changes in Cointegrated Regression Models (with Pierre Perron), 2010, Journal of Business and Economic Statistics, 28, 503522.
[4] Tests for a Mean Shift with Good Size and Monotonic Power, 2009, Economics Letters 102, 78-82.
[3] The Limit Distribution of the Estimates in Cointegrated Regression Models with Multiple Structural Changes (with Pierre Perron), 2008, Journal of Econometrics 146, 59-73.
[2] Data Dependent Rules for the Selection of the Number of Leads and Lags in the Dynamic OLS Cointegrating Regression (with Pierre Perron), 2008, Econometric Theory 24, 1425-1441.
[1] Cointegration with Structural Breaks: An Application to the Feldstein-Horioka Puzzle, 2008, Studies in Nonlinear Dynamics and Econometrics 12, Article 3.
WORKING PAPERS/CURRENT PROJECTS
[5] Inference in Mildly Explosive Autoregressions under Unconditional Heteroskedasticity (with Xuewen Yu), conditionally accepted at Econometric Theory.
[4] Improved Methods to Retrospectively Date the Emergence and Collapse of Bubbles, (with Linh Nguyen and Pierre Perron).
[3] Human Capital, Signaling, or Ability Bias? - A Factor Model-based Decomposition of the Returns to Schooling (with Xiaoxiao Li and Evan Totty).
[2] Testing for Multiple Bubbles (with Pierre Perron and Xuewen Yu).
[1] The Nature of Persistence in Euro Area Inflation: A Reconsideration [Permanent Working Paper]