2025
- Summer Research Meeting, Institute for New Economic Thinking, Oxford, June 2025. Research group update presented to institute-wide audience.
2023
- Econometric Society European Meeting (ESEM), Barcelona, August 2023. Outlier Testing in Robust Two Stage Least Squares (2SLS) Models. (accepted; not presented)
- International Association for Applied Econometrics (IAAE), Oslo, June 2023. Outlier Testing in Robust Two Stage Least Squares (2SLS) Models.
- Dynamic Econometrics Conference, London, April 2023. Outlier Testing in Robust 2SLS Regressions.
2022
- International Symposium on Forecasting (ISF), Oxford, July 2022. Super Saturation to Jointly Model Structural Breaks and Outliers.
2021
- Econometric Society European Meeting (ESEM), virtual, August 2021. Outlier Testing in Robust Two Stage Least Squares Regressions.
- Econometrics and Statistics (EcoSta), virtual, June 2021. An Asymptotic Study of the False Outlier Detection Rate in Robust 2SLS Regressions.
- Royal Economic Society (RES) Annual Meeting, virtual, April 2021. An Asymptotic Study of the False Outlier Detection Rate in Robust 2SLS Regressions.
2020
- Computational and Financial Econometrics (CFE), virtual, December 2020. An Asymptotic Study of the False Outlier Detection Rate in Robust 2SLS Regressions.
2019
- Computational and Financial Econometrics (CFE), London, December 2019. Modelling Emissions by Saturation Estimation.
- 3rd Oxford Workshop on Global Priorities Research, Global Priorities Institute, Oxford, December 2019. Modelling Structural Breaks to Improve Forecasting.