Identify latent group structures in panel data using the Classifier-LASSO method (Su, Shi, Phillips 2016), revealing that the pooled democracy-growth effect of +1.055 masks a +2.151 effect in 57 countries and a -0.936 effect in 41 countries.
Dynamic panel Bayesian Model Averaging with the Bayesian Dynamic Systems Modeling (BDSM) R package, applied to cross-country economic growth determinants --- handling reverse causality through lagged dependent variables, fixed effects, and weak exogeneity.
Bayesian Model Averaging and Double-Selection LASSO applied to the Environmental Kuznets Curve using synthetic panel data with a known answer key, demonstrating how both methods recover the true predictors of CO2 emissions.
Three principled approaches to variable selection---BMA, LASSO, and WALS---applied to synthetic cross-country CO2 emissions data with known ground truth, demonstrating methodological triangulation for robust inference.