Research

My co-authors:

Publications:
  1. Rank Based Cointegration Testing for Dynamic Panels with Fixed T, 
    Empirical Economics (forthcoming).
  2. 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).
  3. Pseudo Panel Data Models with Cohort Interactive Effects, 
    Journal of Business and Economic Statistics (forthcoming).
  4. Fixed T Dynamic Panel Data Estimators with Multi-Factor Errors (with V. Sarafidis), 
    Econometric Reviews (forthcoming).
    Paper (open access)
  5. First Difference Transformation in Panel VAR models: Robustness, Estimation and Inference, Econometric Reviews (forthcoming).
    Paper (open access)
  6. A Note on Bias-corrected Estimation in Dynamic Panel Data Models, Economics Letters (Volume 118, Issue 3, March 2013, Pages 435–438)
    Paper

Working Papers:
  1. On the Robustness of the Pooled CCE Estimator (with H. Karabiyik and J. Westerlund).  (latest update September, 2017).
  2. Optimal Panel Unit Root Testing with Covariates (with J. Westerlund).  (latest update May, 2017). submitted.
  3. A Simple Approach for Short Panels with Common Factors (with V. Sarafidis), (latest update February, 2017). submitted.
  4. Bias Reduction with Backward Filtering in Dynamic Panel Data.  
    (latest update February, 2017). submitted.

Short Notes/Comments:
  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".