Publications

Bada, O., Kneip, A., Liebl, D., Mensinger, T., Gualtieri, J., and Sickles R. C. (2022). A wavelet method for panel models with jump discontinuities in the parameters. Journal of Econometrics, Volume 226, Issue 2, February 2022, Pages 399-422

Bada O. and Kneip A. (2014): Parameter Cascading for Panel Models with Unknown Number of Factors: An Application to the Credit Spread Puzzle. Computational Statistics & Data Analysis, Volume 76, August 2014, Pages 95-115.

Bada O. and Liebl D. (2014): The R-package phtt: Panel Data Analysis with Heterogeneous Time Trends. Journal of Statistical Software, Volume 59, Issue 6.

Ongoing Papers

Bada O. (2019): A Robust Sub-sampled Penalty Criterion to Estimate the Number of Time Persistent Common Factors: An Application to Multidimensional Systemic Risk affecting the Technical Efficiency in the Banking Sector. In progress.