Penalized Leads-And-Lags Cointegrating Regression: A Simulation Study and Two Empirical Applications
David Neto
Empirical Economics, vol. 65, 2023, p. 949-971.

Examining Interconnectedness between Media Attention and Cryptocurrency Markets: A Transfer Entropy Story
David Neto
Economics Letters, vol. 214, 2022, p. 1-6.