Publication

• 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

• Safe Collaborative Filtering
  with Riku Togashi, Naoto Ohsaka, Tetsuro Morimura, June 2023
  Working Paper

• 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

Research Grants

• 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.