Causal State-Dependent Local Projections, joint with Joel M. David, Raffaella Giacomini, Xiyu Jiao
From Vector Autoregressions to AI-based Time Series Forecasting: A Review, joint with Likai Chen
Transformer-based CoVaR: Systemic Risk in Textual Information, joint with, Lingwei Kong, Tom Boot and Junyu Chen, R&R, Journal of financial Econometrics
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
Inference on many jumps in nonparametric panel regression models, joint with Likai Chen, Georg Keibar and Liangjun Su, R&R
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
Plausible GMM via Avenue Bayes, joint with Victor Chernozhukov, Christian B. Hansen and Lingwei Kong,
Work in progress
Rank assist network regression, joint with Aureo de Paula and Yingxing Li.