2026

February

Optimal bandwidth selection for forecasting under parameter instability

Estimating smooth structural change in cointegrated system with nearly or mildly integrated regressors

2025

June

BAE302: Time Series Analysis

MFT103: Econometrics

February

Local GMM Estimation for Nonparametric Time-Varying Coefficient Moment Condition Models

2024

December

BAE406: Research Methods in Finance and Economics

2023

June

Mean group instrumental variable estimation of time-varying large heterogeneous panels with endogenous regressors

2022

July

Macroeconomic forecasting in a multi-country context

2017

October

A Monte Carlo comparison of GMM and QMLE estimators for short dynamic panel data models with spatial errors