Working Papers:
Heterogeneous Grouping Structures in Panel Data, with George Kapetanios
High Dimensional Generalised Penalised Least Squares, with I. Chronopoulos and G. Kapetanios. (The 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)
Forecasting the CoVid-19 pandemic with panel neural networks, with I. Chronopoulos, G. Kapetanios, J. Mitchell, and A. Raftapostolos (Revise & Resubmit at the Econometric Reviews)
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