Research

Submitted Working Papers:

Double Robust Bayesian Inference on Average Treatment Effects, with Christoph Breunig and Zhengfei Yu, 2024, revised and resubmitted to Econometrica. 

Quasi-Bayesian Estimation and Inference with Control Functions, with Zhengfei Yu, 2024, submitted.

Semiparametric Estimation and Inference of High Dimensional Single-index Models, with Jing Tao, 2023, revise and resubmit at Journal of Business and Economic Statistics.

Publications (Google Scholar Page):

11.  “Simple Semiparametric Estimation of Ordered Response Models,” with Zhengfei Yu, Econometric Theory, 40: 1-36, 2024 (lead article). 

10. “Sample Selection Models with Monotone Control Functions,” with Zhengfei Yu, Journal of Econometrics, 226: 321-342, 2022.

9. “A Multiplex Interdependent Durations Model,” with Zhongjian Lin, Econometric Theory, 37: 1238–1266, 2021.

8. "A Competing Risks Model with Time-varying Heterogeneity and Simultaneous Failure," Quantitative Economics, 11: 535-577, 2020. 

7. “Accelerated Failure Time Models with Log-concave Errors,” with Zhengfei Yu, Econometrics Journal, 23: 251-268, 2020.

6. "Partial Identification and Inference in Censored Quantile Regression," with Yanqin Fan, Journal of Econometrics, 206: 1-38, 2018 (lead article). 

5. "Inference for the Correlation Coefficient Between the Potential Outcomes in Gaussian Switching Regime Models," with Heng Chen and Yanqin Fan, Journal of Econometrics, 195: 255-270, 2016. 

4. "Consistent Model Specification Tests Based On K-Nearest-Neighbor Estimation Method," with Hongjun Li and Qi Li, Journal of Econometrics, 194: 187-202, 2016.

3. "A Direct Approach to Inference in Nonparametric and Semiparametric Quantile Models," with Yanqin Fan, Journal of Econometrics, 191: 196-261, 2016 (Arnold Zellner Award Best Theoretical Paper Published in 2016–2017).

2. "Inference for Optimal Split Point in Conditional Quantiles," with Yanqin Fan and Dongming Zhu, Frontiers of Economics in China, 11: 40-59, 2016. 

1. "Symmetrized Multivariate k-NN Estimators," with Yanqin Fan, Econometric Reviews, 34:  827-847, 2015.