Selected Publications

• Instrumental Variable Estimation of Dynamic Linear Panel Data Models with Defactored Regressors and a Multifactor Error Structure (with Norkuté, M., Sarafidis, V., Yamagata, T., Cui, G), Journal of Econometrics
• A heteroskedasticity robust Breusch–Pagan test for Contemporaneous correlation in dynamic panel data models (with Andreea Halunga, Chris D. Orme), Journal of Econometrics, Vol. 198, Issue 2, pp. 209-230, 2017.
• Panel unit root tests in the presence of a multifactor error structure, (with M. Hashem Pesaran, L. Vanessa Smith), Journal of Econometrics, Vol. 175, Issue 2, pp. 94-115, 2013.
• The spatial and temporal diffusion of house prices in the UK, (with Sean Holly, M. Hashem Pesaran), Journal of Urban Economics, Vol. 69, Issue 1, pp. 2-23, 2011.
• Testing slope homogeneity in large panels, (with M. Hashem Pesaran), Journal of Econometrics, Vol. 142, Issue 1, pp. 50-93, 2008.