Publication

• Safe Collaborative Filtering
  with Riku Togashi, Naoto Ohsaka, Tetsuro Morimura
  International Conference on Learning Representations (ICLR) 2024, forthcoming,
  Working Paper

• Bivariate Distribution Regression with Application to Insurance Data  
  with Yunyun Wang and Dan Zhu
  Insurance: Mathematics and Economics, 2023, 113, pp. 215-232
  IME | Working Paper  

• Heterogeneous Impact of the Minimum Wage: Implications for Changes in Between- and Within-Group Inequality  
  with Ken Yamada
  Journal of Human Resources, 2023, 58(1), pp. 335-362.
  Journal of Human Resources | Working Paper

• The Effect of Human Mobility Restrictions on the COVID-19 Transmission Network in China 
  with Wei Wei and Dan Zhu
  PLoS One, July 2021

• Inference Related to Common Breaks in a Multivariate System with Joined Segmented Trends with Applications to Global and Hemispheric Temperatures  
  with Francisco Estrada, Dukpa Kim, Pierre Perron
  Journal of Econometrics, January 2020, 214(1), pp. 130-152.
  Journal of Econometrics | Working Paper

• Indirect Inference with a Non-Smooth Criterion Function  
  with David Frazier and Dan Zhu
  Journal of Econometrics, October 2019, 212(2), pp. 623-645.
  Journal of Econometrics | Working Paper

• Quantile Treatment Effects in Difference in Differences Models under Dependence Restrictions and with only Two Time Periods  
  with Brantly Callaway and Tong Li
  Journal of Econometrics, October 2018, 206(2), pp. 395-413.
  Journal of Econometrics | Working Paper | R-package

• Testing for Common Breaks in a Multiple Equations System  
  with Pierre Perron
  Journal of Econometrics, May 2018, 204(1) pp. 66–85.
  Journal of Econometrics |Working Paper

• The Cross-Quantilogram: Measuring Quantile Dependence and Testing Directional Predictability between Time Series 
  with Heejoon Han, Oliver Linton and Yoon-Jae Whang
  Journal of Econometrics, July 2016, 193(1), pp. 251-270.
  Journal of Econometrics | Working Paper | R-package

• Set Identification of the Censored Quantile Regression Model for Short Panels with Fixed Effects 
  with Tong Li
  Journal of Econometrics, October 2015, 188(2), pp. 363–377.
  Journal of Econometrics | Working Paper

• Divorce Law Reforms and Divorce Rates in the U.S.: An Interactive Fixed Effects Approach 
  with Dukpa Kim
  Journal of Applied Econometrics, March 2014, 29(2), pp. 231-245.
  Journal of Applied Econometrics | Working Paper

• Estimating Structural Changes in Regression Quantiles 
  with Zhongjun Qu
  Journal of Econometrics, June 2011, 162(2), pp. 248-267.
  Journal of Econometrics | Working Paper | R-code    

Working Papers

• Distributional Vector Autoregression: Eliciting Macro and Financial Dependence
  with Yunyun Wang and Dan Zhu, Feb 2023
  Working Paper 

• Semiparametric Single-Index Estimation for Average Treatment Effects
  with Difang Huang and Jiti Gao, June 2022
  Working Paper 

• Estimation of Heterogeneous Treatment Effects Using Quantile Regression with Interactive Fixed Effects
  with Ruofan Xu, Jiti Gao and Yoon-Jae Whang, August 2022
  Working Paper

• Inflation Target at Risk: A Time-Varying Parameter Distributional Regression
  with Yunyun Wang and Dan Zhu, Mar 2024
  Working Paper 

Research Grants

• Grant-in-Aid for Research Activity Start-up, 2023-2024

• Australian Research Council (ARC) Discovery Projects (with Pierre Perron and Zhongjun Qu), 2021-2024.

• Australian Research Council (ARC) Discovery Projects (with Tong Li), 2019-2022.

• Academic Research Fund (Tier 1), Ministry of Education, Singapore,  2016-2019.

• Academic Research Fund (Tier 1), Ministry of Education, Singapore,  2013-2016.