sample of publications

• articles 

  • Estimation of heterogeneous panels with systematic slope variations.  Journal of Econometrics.  220:399-415. 2021
  • A moment-based notion of time dependence for functional time series.  Journal of Econometrics.  212. 2019
  • Lagrange multiplier type tests for slope homogeneity in panel data models.  Econometrics Journal.  19:166-202. 2016
  • Modeling and forecasting interval time series with threshold models.  Advances in Data Analysis and Classification.  9. 2015

• working papers 

  • (Structural) VAR Models with Ignored Changes in Mean and Volatility 2020
  • A dynamic functional factor model for yield curves: identification, estimation and prediction 2019
  • On testing Sshock induced asymmetries in time series 2017