Recent Research

Methodology

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

Improved estimation of Dynamic Models of Conditional Means and Variances, joint with Jeffrey Wooldridge, Mengshan Xu, under revision.

A projection based approach for interactive fixed effects panel data models,  joint with Georg Keilbar, Juan M. Rodriguez-Poo, Alexandra Soberon ,under revision.

Uniform Inference on High-dimensional Spatial Panel Networks, joint with Victor Chernozhukov and Chen Huang

Using generalized estimating equations to estimate nonlinear models with spatial data,  joint with Cuicui Lu, Jeffrey Wooldridge and Mengshan Xu, Chaowen Zheng, under revision.

Many Regression Discontinuity Estimators for Panel Data, joint with Likai Chen, Georg Keibar and Liangjun Su

Arellano-Bond LASSO Estimator, joint with  Victor Chernozhukov, Huang Chen, and Ivan Fernandez-val 

Empirical work

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

Work in progress

Testing variable importance in high dimensions with deep neural network(NN), joint with Yue zhao and Jianqing Fan

Plausible GMM via Avenue Bayes, joint with Victor Chernozhukov, Christian B. Hansen, Lingwei Kong,

Rank assist network regression,  joint with Santiago Montoya-blandon and Aureo de Paula