Methodology
Conditional nonparametric variable screening by neural factor regression, joint with Yue zhao and Jianqing Fan
Policy Choice in Time Series by Empirical Welfare Maximization, joint with Toru Kitagawa and Mengshan Xu.
Beta sorted Portfolio, joint with Matias Cattaneo and Richard Crump, see the NBER presentation, https://www.youtube.com/watch?v=jeV3hcdfRAs, Revion Requested, American Economic Review
Uniform Inference on High-dimensional Spatial Panel Networks, joint with Victor Chernozhukov and Chen Huang, Revise & Resubmit to JBES
Inference on many jumps in nonparametric panel regression models, joint with Likai Chen, Georg Keibar and Liangjun Su
Arellano-Bond LASSO Estimator, joint with Victor Chernozhukov, Huang Chen, and Ivan Fernandez-val, Revion Requested, Quantitative Economics
Dynamics of Natural Rate of Unemployment: A Structural Forward Looking Approach, joint with Wei Cui and Wolfgang Haerdle
Linear-in-Means Social Interactions and Club Selections of a Unique Online Fishing Game , joint with Ren Rui, Ya Qian and Francis de Vericourt
A projection based approach for interactive fixed effects panel data models, joint with Georg Keilbar, Juan M. Rodriguez-Poo, Alexandra Soberon ,under revision.
Work in progress
Plausible GMM via Avenue Bayes, joint with Victor Chernozhukov, Christian B. Hansen and Lingwei Kong,
Rank assist network regression, joint with Aureo de Paula and Yingxing Li
Nonlinearity in Dynamic Causal Effects: Making the Bad to the Good, the Good to the Great? ,joint with Toru Kitagawa and Mengshan Xu, invited discussion to JBES