Faster Uniform convergence rates for deconvolution estimators from repeated measurements (with M. Zhang), Econometric Theory, forthcoming.
 

Common correlated effects estimation of nonlinear panel data models (with M. Zhang), The Econometrics Journal, forthcoming.
 

Two-step estimation of quantile panel data models with interactive fixed effects, Econometric Theory, 40.2 (2024), 419-446.
 

Revisiting the effects of CO2 on global warming: a quantile factor approach (with J.J. Dolado, J. Gonzalo and A. Ramos), Economica, 90.360 (2023): 1397-1421.
 

A simple estimator for quantile panel data models using smoothed quantile regressions (with Y. Huo), The Econometrics Journal, 24 (2021): 247-263.
 

Quantile factor models (with J.J. Dolado and J. Gonzalo), Econometrica, 89.2 (2021): 875-910.
 

Set identification of panel data models with interactive fixed effects via quantile restrictions, Economics Letters, 137 (2015): 36-40.
 

Estimating the common break date in large factor models, Economics Letters, 131 (2015): 70-74.
 

Detecting big structural breaks in large factor models (with J.J. Dolado and J. Gonzalo), Journal of Econometrics, 180.1 (2014): 30-48.

Estimation of characteristic-based quantile factor models (with J.J. Dolado, J. Gonzalo and H. Pan), Revise & Resubmit, Journal of Econometrics.
 

Nonparametric quantile regressions for panel data models with large T.
 

Identification and Estimation of Quantile Effects in Short Panels (with M. Zhang).