The influential paper by Reinhart and Rogoff (Reinhart, CM, and KS Rogoff. 2010.“Growth in
a Time of Debt.” The American Economic Review 100: 573–578.) has triggered a debate …

In this article, we consider a high-dimensional quantile regression model where the sparsity
structure may differ between two sub-populations. We develop ℓ1-penalized estimators of …

We consider a variable selection problem for the prediction of binary outcomes. We study
the best subset selection procedure by which the covariates are chosen by maximizing …

In this article, we are trying to determine the threshold point for the social phenomenon of
divorce, through a two-stage estimation model (Heckman). In order to obtain consistent …

In statistical modelling, it is often of interest to evaluate non‐negative quantities that capture
heterogeneity in the population such as variances, mixing proportions and dispersion …

This thesis develops theoretical tools for the stylised facts of multivariate volatility processes
and stock returns in financial markets. The first essay of this thesis contributes to the …

The reliability of a high-throughput biological experiment relies highly on the settings of the
operational factors in its experimental and data-analytic procedures. Understanding how …

This thesis is composed of three essays on time-varying parameters and time series
networks where each essay deals with specific aspects thereof. The thesis starts with …