Research

Publications

• “Estimating Coefficient-by-Coefficient Breaks in Panel Data Models,” single-authored (JMP), 2025. Journal of Econometrics.
• “CCE Under Non-Random Heterogeneity,” with Joakim Westerlund, 2024. The Econometrics Journal.
• “Estimation of Panel Data Models with Random Interactive Effects and Multiple Structural Breaks when T is fixed,” with Joakim Westerlund, 2023. Journal of Business & Economic Statistics, 41, 778-790.
• “CCE in heterogeneous fixed T-panels,” with Joakim Westerlund, 2022. The Econometrics Journal, 25, 719-738.

Working Papers

• “Estimating Multi-Dimensional Group Structures In Panel Data Models With An Application To Asset Pricing,” with Joakim Westerlund. Under review.
• “On Robustness to Random Breaks in Panel Data,” with Joakim Westerlund. Under review.
• “Regime Similarity,” with Joakim Westerlund. Working paper available soon (proofs and simulations done → rough draft).

Work in Progress

• “Estimation of Clusters in Panel Factor Models when T is fixed,” with Ali Meherabani and Joakim Westerlund. Working paper available soon (proofs and simulations done → rough draft).
• “Imputation in panel data models,” with Tilman Bretschneider and Joakim Westerlund.
• “High-Dimensional Testing in Panel Data Models,” with Rosnel Sessinou. (early stages)
• “High-Dimensional Break Detection,” with Rosnel Sessinou and Stephan Smeekes. (early stages)
• “Multidimensional Clustering.” (early stages)