Research
Published Papers:
Wild Bootstrap for Instrumental Variables Regression with Weak and Few Clusters with Yichong Zhang (Best Paper Award, 2021 Delhi Winter School, Econometric Society) Journal of Econometrics (2024), 241(1): 105727, working paper version, slides
A Conditional Linear Combination Test with Many Weak Instruments with Dennis Lim and Yichong Zhang, Journal of Econometrics (2024), 238(2): 105602, working paper version, slides
Forecasting Singapore's Economy Using Statistical Learning and Factor Models, with Benedict Foo, Deng Yao Koh, and Juan Pang Tan, Singapore Economic Review (2023), 68(2): 319-353
Default Effect versus Active Decision: Evidence from a Field Experiment in Los Alamos, with Takanori Ida and Hideki Shimada, European Economic Review (2020), 128: 103498, working paper version
On the Inconsistency of Nonparametric Bootstraps for the Subvector Anderson-Rubin Test, Economics Letters (2020), 191: 109157, working paper version
On Bootstrap Inconsistency and Bonferroni-Based Size-Correction for the Subset Anderson-Rubin Test under Conditional Homoskedasticity, with Firmin Doko Tchatoka, Journal of Econometrics (2018), 207(1): 188-211, working paper version
On Bootstrap Validity for Specification Testing with Many Weak Instruments, with Maximilien Kaffo, Economics Letters (2017), 157: 107-111, working paper version
Bootstrap Inference for Instrumental Variable Models with Many Weak Instruments, with Maximilien Kaffo, Journal of Econometrics (2016),192(1): 231-268, working paper version
Bootstrap-Based Selection for Instrumental Variable Models, with Qingfeng Liu, Economics Bulletin (2015), 35(3): 1886-1896
A Field Experiment for Demand Response, with Takanori Ida, Energy and Resource (2015), 36(3): 15-19 (in Japanese)
Papers under R&R or Submission:
Size-Corrected Wild Bootstrap Tests after Pretesting for Exogeneity with Heteroskedastic or Clustered Data (2023), with Firmin Doko Tchatoka
Working papers and Work in Progress:
A Valid Anderson-Rubin Test with Both Fixed and Diverging Number of Weak Instruments (2023), with Dennis Lim and Yichong Zhang
Estimating Panel Data Models with Common Factors: A Mundlak Projection Approach (2023), with Qu Feng, Wei Wang, and Mengyin Yuan
Wild Bootstrap for Instrumental Variables Quantile Regression with Weak and Few Clusters (2022), with Yichong Zhang
Uniform Inference with Locally Misspecified Moment Conditions (2021), with Firmin Doko Tchatoka
Inference after Multiple Hypothesis Testing (2021), with Andreas Dzemski and Ryo Okui
Wild Bootstrap Validity for the Test of Overidentifying Restrictions with Many Instruments and Heteroskedasticity (2021)
Transdisciplinary Econometrics and Data Sciences Seminar Series
Conference and Seminar Presentations:
2024
The 2024 Kansai Econometrics Meeting
2023
The 2023 North American Winter Meeting of the Econometric Society (ASSA), The 2023 Asian Meeting of the Econometric Society (Beijing, Singapore), The 6th International Conference on Econometrics and Statistics (EcoSta), The 31st Australia New Zealand Econometric Study Group Meeting
2022
The 5th International Conference on Econometrics and Statistics (EcoSta), The 16th International Symposium on Econometric Theory and Applications (SETA), The 11th Internatinoal Symposium of Quantitative Economics, University of Connecticut, National University of Singapore
2021
The Annual Conference of the International Association for Applied Econometrics; Asian Meeting of the Econometric Society; China Meeting of the Econometric Society; Australasian Meeting of the Econometric Society; Econometric Society European Meeting; The 37th Canadian Econometric Study Group Meeting; 2021 Delhi Winter School
2019
Australasian Meeting of the Econometric Society; The 15th International Symposium on Econometric Theory and Applications
2018
The 2018 HU-HUE-SMU Tripartite Conference on Econometrics, Singapore, March; The 4th Annual International Conference on Applied Econometrics in Hawaii, Hawaii, September.
2017
The 2017 HU-HUE-SMU Tripartite Conference on Econometrics, Singapore, March; The 2017 Asian Meeting of the Econometric Society (AMES), Hong Kong, June; The 4th Annual Meeting of the International Association of Applied Econometrics (IAAE), Sapporo, June; The 2017 Training Workshop of Econometrics Faculty in China, Xiamen, July; The 2017 Summer Workshop on Economic Theory (SWET), Otaru, August.
2016
The 12th International Symposium on Econometric Theory and Applications (SETA), Hamilton, February; The 2016 HU-HUE-SMU Tripartite Conference on Econometrics, Singapore, March; Statistics Seminar of the Radiation Effects Research Foundation, Hiroshima, June; The 2016 China Meeting of the Econometric Society (CMES), Chengdu, June; The 2016 Hiroshima University-National Chengchi University Workshop in Business and Economics, Taipei, December.
2015
The 22th Annual Conference of the Kansai Econometric Study Group, Osaka, January;The 2015 Annual Conference of the Royal Economic Society, Manchester, March; The 4th Annual AERE (Association of Environmental and Resources Economists) Summer Conference, San Diego, June; U.S.-Japan Collaborative Smart Grid Project Workshop, Santa Ana Pueblo, October; The 9th Annual Conference of the Association of Behavioral Economics and Finance, Osaka, November; Seminar of the Statistical Science Research Core of Hiroshima University, Hiroshima, December.
Research Grants:
2022-2025 Tier 1 Grant, Ministry of Education Singapore, PI
2020-2023 Tier 1 Grant, Ministry of Education Singapore, PI
2018-2021 Start-Up Grant, Nanyang Technological University, PI
2017-2020 KAKENHI Grant-in-Aid for Young Scientists, No.17K13716, Japan Society for the Promotion of Science, PI (Terminated in May 2018 because the PI moved to a foreign research institution)
2010-2012 KAKENHI Grant-in-Aid for Research Fellows, No.10J06394, Japan Society for the Promotion of Science, PI
