Published Papers:
Forecasting with Deep Pooled Panel Neural Networks, with I. Chronopoulos, G. Kapetanios, J. Mitchell, and A. Raftapostolos (Forthcoming at the Econometric Reviews)
Working Papers:
Heterogeneous Grouping Structures in Panel Data, with George Kapetanios
High Dimensional Generalised Penalised Least Squares, with I. Chronopoulos and G. Kapetanios. (Revise & Resubmit at Econometric Theory.) Latest version of the paper can be found here
Deep Neural Network Estimation in Panel Data models, with I. Chronopoulos, G. Kapetanios, J. Mitchell, and A. Raftapostolos (Reject & Resubmit at the Journal of Econometrics)
Work in Progress:
Time Varying Generalised Least Squares, with I. Chronopoulos, Liudas Giraitis, and G. Kapetanios
Uniform Inference in Penalised linear Models, with I. Chronopoulos and G. Kapetanios, and Y. Zhang
Adaptive Bandwidth Selection for Time-Varying Processes, with G. Kapetanios