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Detecting Giver and Receiver Spillover Groups in Large Vector Autoregressions
Journal of Business and Economic Statistics, 2026, 44:1, 297-308.
DOI: 10.1080/07350015.2025.2526430
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Performance of Empirical Risk Minimization For Linear Regression with Dependent Data
with
Christian Brownlees
Econometric Theory, 2025, 41:2, 391-420.
DOI: 10.1017/S0266466623000348
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Community Detection in Partial Correlation Network Models
with
Christian Brownlees
and
Gabor Lugosi
Journal of Business and Economic Statistics, 2022, 40:1, 216-226.
DOI: 10.1080/07350015.2020.1798241
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Detecting Groups in Large Vector Autoregressions
with
Christian Brownlees
Journal of Econometrics, 2021, 225:1, 2-26.
DOI: 10.1016/j.jeconom.2021.03.012
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