My co-authors:

  1. A Linear Estimator for Factor-Augmented Fixed-T Panels with Endogenous Regressors (with V. Sarafidis). 
    Journal of Business and Economic Statistics
  2. On the Robustness of the Pooled CCE Estimator (with H. Karabiyik and J. Westerlund). 
    Journal of Econometrics
    Paper (open access)
  3. Optimal Panel Unit Root Testing with Covariates (with J. Westerlund), 
    Econometrics Journal 
    (Volume 22 Issue 1, 2019, Pages 57–72).
    Paper (open access)
  4. Rank Based Cointegration Testing for Dynamic Panels with Fixed T
    Empirical Economics 
    (Volume 55 Issue 2, 2018, Pages 349–389).
    Paper (open access)
  5. Fixed T Dynamic Panel Data Estimators with Multi-Factor Errors (with V. Sarafidis)
    Econometric Reviews 
    (Volume 37 Issue 8, 2018, Pages 893–929).
    Paper (open access)
  6. First Difference Transformation in Panel VAR models: Robustness, Estimation and Inference, Econometric Reviews 
    (Volume 37 Issue 6, 2018, Pages 650–693).
    Paper (open access)
  7. Pseudo Panel Data Models with Cohort Interactive Effects
    Journal of Business and Economic Statistics 
    (Volume 36, Issue 1, January 2018, Pages 47–61).
  8. On Maximum Likelihood Estimation of Dynamic Panel Data Models (with M. Bun and M. Carree)
    Oxford Bulletin of Economics and Statistics 
     (Volume 79, Issue 4, August 2017, Pages 463–494).
  9. A Note on Bias-corrected Estimation in Dynamic Panel Data Models, Economics Letters (Volume 118, Issue 3, March 2013, Pages 435–438).

Working Papers:
  1. A Regularization Approach to Cross-section Average-Augmented Panel Data Models, (latest update February, 2020), submitted. Paper
  2. An Incidental Parameters Free Inference Approach for Panels with Common Shocks (with V. Sarafidis)(latest update February, 2020). R&R Journal of Econometrics.
  3. Quantifying Noise (with S. Kučinskas). (latest update October, 2019)submitted.  Paper
  4. The Incidental Parameters Problem in Testing for Remaining Cross-section Correlation (with S. Reese),  (latest update October, 2019), R&R 
    Journal of Business and Economic Statistics
  5. Partially Heterogeneous Tests for Granger Non-causality in Panel Data (with Y. Karavias). Bank of Lithuania working paper series. Paper

Permanent Working Papers:
  1. Iterative Bias Correction Procedures Revisited: A Small Scale Monte Carlo Study, Paper.

Mphil Thesis. On the Relative Merits of Bias Correction Methods in Panel VAR models, Paper
Notes: some of the material from this thesis was later used in papers: 
a) "First Difference Transformation in Panel VAR models: Robustness, Estimation and Inference", 
b) "Rank Based Cointegration Testing for Panel Data models with Fixed T",
c) "A Note on Bias-corrected Estimation in Dynamic Panel Data Models".