Preprints

• Piecewise Constant Hazard Estimation with the Fused Lasso
  Joint work with Jan Beyersmann and Manuel Rosenbaum
  Paper and R code

• CCE Estimation of High-Dimensional Panel Data Models with Interactive Fixed Effects
  Joint work with Oliver Linton and Christopher Walsh
  Paper and R package

• Multiscale Comparison of Nonparametric Trend Curves
  Joint work with Marina Khismatullina
  Paper

• Locally Stationary Multiplicative Volatility Modelling
  Joint work with Christopher Walsh
  Forthcoming in Journal of Business & Economic Statistics
  Paper and Supplementary Material