Published Papers:
Inference for Large Dimensional Factor Models under General Missing Data Patterns (with Liangjun Su), Journal of Econometrics 250, 2025 [SSRN]
Estimation and Inference for High Dimensional Factor Model with Regime Switching (with Giovanni Urga), Journal of Econometrics 241, 2024 [SSRN] [MATLAB]
Maximum Likelihood Estimation and Inference for High Dimensional Generalized Factor Models with Application to Factor-augmented Regressions, Journal of Econometrics 229, 180-200, 2022 [SSRN] [MATLAB]
Estimating and Testing High Dimensional Factor Models with Multiple Structural Changes (with Badi Baltagi and Chihwa Kao), Journal of Econometrics 220, 349-365, 2021 [SSRN] [MATLAB]
Fixed Effects Likelihood Approach for Large Panels (with Chihwa Kao), Panel Data Econometrics, 2019 [SSRN]
Identification and Estimation of a Large Factor Model with Structural Instability (with Badi Baltagi and Chihwa Kao), Journal of Econometrics 197, 87-100, 2017 [SSRN] [MATLAB]
Asymptotic Power of the Sphericity Test under Weak and Strong Factors in a Fixed Effects Panel Data Model (with Badi Baltagi and Chihwa Kao), Econometric Reviews 36, 853-882, 2017 [SSRN]
Working Papers:
Estimation and Inference for Unbalanced Panel Data Models with Interactive Fixed Effects (with Liangjun Su and Yiren Wang), Revise&Resubmit, 2025 [SSRN]Â
On Alternating Least Squares for Factor Models (with Ke Miao and Liangjun Su), Revise & Resubmit, 2024
Post-Regularization Inference for Matrix Completion (with Liangjun Su), 2024
Nowcasting and Turning Points Detection with Regime Switching Mixed Frequency Factor models (with Giovanni Urga), 2023
Nowcasting China's PPI Inflation Using Low Frequency and Mixed Frequency Dynamic Factor Models (with Run Liang and Jiawen Xu), 2020
Testing Multiple Structural Changes with Generally Nonstationary Regressors (with Giovanni Urga), 2020
Change Point Estimation in Large Heterogeneous Panels (with Badi Baltagi and Chihwa Kao), 2015