My primary research interests are in econometrics. I work on methods for both cross-sectional and time series data, including spatial models. I also have an interest in economic history, urban and spatial economics and financial networks.
Networks and information in credit markets, with Sotirios Kokas, Alex Michaelides and Raoul Minetti, Journal of Corporate Finance, 2025, 94, 102840
Consistent specification testing under spatial dependence, with Xi Qu, Econometric Theory, 2024, 40, 278-319
Nonparametric prediction with spatial data, with Javier Hidalgo, Econometric Theory, 2023, 39, 950-988
Robust inference on infinite and growing dimensional time series regression, with Myung Hwan ‘Matt’ Seo, Econometrica, 2023, 91, 1333-1361
Household sorting in an ancient setting, with Jonathan Halket, Journal of Urban Economics, 2023, 135, 103548
Efficient closed-form estimation of large spatial autoregressions, Journal of Econometrics, 2023, 232, 148-167
Order selection and inference with long memory dependent data, with Javier Hidalgo, Journal of Time Series Analysis, 2019, 40, 425-446
Estimation of spatial autoregressions with stochastic weight matrices, Econometric Theory, 2019, 35, 417-463
Autoregressive spatial spectral estimates, Journal of Econometrics, 2018, 203, 80-95
Nonparametric specification testing via the trinity of tests, Journal of Econometrics, 2018, 203, 169-185
Pseudo maximum likelihood estimation of spatial autoregressive models with increasing dimension, with Peter M. Robinson, Journal of Econometrics, 2018, 202, 92-107
Inference on higher-order spatial autoregressive models with increasingly many parameters, with Peter M. Robinson, Journal of Econometrics, 2015, 186, 19-31