[
  {
    "title": "Feasible {GLS} for Time Series Regression",
    "author": [
      {
        "given": "Pierre",
        "family": "Perron",
        "role": {},
        "email": {},
        "comment": {}
      },
      {
        "given": "Emilio",
        "family": "González-Coya",
        "role": {},
        "email": {},
        "comment": {}
      }
    ],
    "journal": "Journal of Econometrics",
    "year": "2026",
    "volume": "258",
    "pages": "106346",
    "doi": "10.1016/j.jeconom.2026.106346"
  },
  {
    "title": "Estimation in the Presence of Heteroskedasticity of Unknown Form: A {L}asso-based Approach",
    "author": [
      {
        "given": "Emilio",
        "family": "González-Coya",
        "role": {},
        "email": {},
        "comment": {}
      },
      {
        "given": "Pierre",
        "family": "Perron",
        "role": {},
        "email": {},
        "comment": {}
      }
    ],
    "journal": "Journal of Econometric Methods",
    "year": "2024",
    "volume": "13",
    "number": "1",
    "pages": "29--48",
    "doi": "10.1515/jem-2023-0007"
  },
  {
    "title": "{fgls}: Feasible {GLS} for Serial Correlation and Heteroskedasticity",
    "author": [
      {
        "given": "Emilio",
        "family": "González-Coya",
        "role": {},
        "email": {},
        "comment": {}
      }
    ],
    "year": "2026",
    "note": "R package version 0.1.0",
    "url": "https://github.com/emiliogcs/fgls"
  }
]