Research Interest
Econometric Theory and Applied Econometrics
Econometric theory, and Applied econometrics
Current Research Themes
Non/Semiparametrics, Spatial Econometrics, Instrumental Variables
Empirical Analysis of Health, Environmental Economic and Financial Data
High-Dimensional Econometrics
Machine Learning, and Functional Data Analysis
Current Research Themes
Analysis of Causal Effects using Machine Learning, Applications of Functional Data Analysis to Discrete Longitudinal Data
Spatial Dependence in Functional Data Analysis
Publications
A Dynamic Count Process. Journal of Statistical Planning and Inference, 2024, (with P. Wongsaart and Y. Xia)
Varying Coefficient Panel Data Models and Methods Under Correlated Error Components: Application to Disparities in Mental Health Services in England. Regional Science and Urban Economics, 2024 (with P. Wongsaart, Y. Xia and F. Mascone)
A new model for agricultural land use modelling and prediction in England using spatially high-resolution data. Advances in Econometrics, 2023 (with I. Bateman and P. Wongsaart)
On Endogeneity and Shape Invariance in Extended Partially Linear Single Index Models. Econometric Reviews, 2020, 39(4), 415-435. (with J. Gao and P. Wongsaart)
A Note on Regularization Approach to Biased Two-Stage Least Squares Estimation. Oxford Bulletin of Economics and Statistics, 2016, 78(6), 915-924. (with W. Pohlmeier).
A Misspecification Test for Multiplicative Error Models of Non-negative Time Series Processes. Journal of Econometrics, 2015, 189(2), 346-359. (with J. Gao and P. Wongsaart)
Semiparametric Methods in Nonlinear Times Series Analysis. Journal of Nonparametric Statistics, 2014, 26(1), 141-169. (with J, Gao and P. Wongsaart)
Working Papers
(Copies of working papers are available upon request)
A Ridge-Regularized 2SLS IV Estimation in the Presence of Weak and/or Many Instruments
A Varying Coefficient Panel Data Model with Random Individual Effect and Time-Varying Spatial Errors (with P. Wongsaart)
The Dynamic Roles of Nonpharmaceutical Interventions and Country-specific Effects in Explaining Covid19: A Spatial Functional Data Analysis Approach (with P. Dolton and P. Wongsaart)
Analysis of Air Pollution via Phase Difference (with Y. Xia)
Estimation in partially linear model semiparametric models with parametric and/or nonparametric endogeneity (with P. Wongsaart)
Understanding spatial heterogeneity in GB agricultural land-use for improved policy targeting (with P. Wongsaart and I. Bateman)