Research

Working Papers:

Heterogeneous Grouping Structures in Panel Data, with George Kapetanios

High Dimensional Generalised Penalised Least Squares,  with I. Chronopoulos and G. Kapetanios (submitted).

Deep Neural Network Estimation in Panel Data models, 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