Research

Publications: 

2024+: 

1. Statistical Inference For Noisy Matrix Completion Incorporating Auxiliary Information, Shujie Ma, Po-Yao Niu, Yinchu Zhu, Journal of the American Statistical Association T&M, forthcoming. arXiv version. 

2. Improving Estimation Efficiency via Regression-Adjustment in Covariate-Adaptive Randomizations with Imperfect Compliance, with Liang Jiang, Oliver B. Linton, and Haihan Tang, Review of Economics and Statistics, forthcoming. arXiv version. 

3. Covariate Adjustment in Experiments with Matched Pairs, with Yuehao Bai, Liang Jiang, Joseph P. Romano, and Azeem M. Shaikh, Journal of Econometrics, 2024, Vol 241, No. 1, 105740. arXiv version. 

4. Wild Bootstrap for Instrumental Variable Regressions with Weak and Few Clusters, with Wenjie Wang, Journal of Econometrics, 2024, Vol 241, No. 1, 105727. Best Paper Award, 2021 Delhi Winter School, Econometric Society. arXiv version. 

5. Bootstrap Inference for Quantile Treatment Effects in Randomized Experiments with Matched Pairs, with Liang Jiang, Xiaobin Liu, and Peter C.B. Phillips,  Review of Economics and Statistics, 2024, Vol 106, No 2, 542-556.  arXiv version. 

6. A Conditional Linear Combination Test with Many Weak Instruments, with Dennis Lim and Wenjie Wang, Journal of Econometrics, 2024, Vol 238, No. 2, 105602. arXiv version. 

2023: 

7. Informational Content of Factor Structures in Simultaneous Binary Response Models, with Shakeeb Khan and Arnaud Maurel, Advances in Econometrics, 2023, Essays in Honor of Joon Y. Park: Econometric Methodology in Empirical Applications, Volume 45B.  arXiv version. 

8. Regression-Adjusted Estimation of Quantile Treatment Effects under Covariate-Adaptive Randomizations, with Liang Jiang, Peter C.B. Phillips, and Yubo Tao.  Journal of Econometrics, 2023, Vol 234, No 2, 758-776. Cowles Discussion Paper version,  arXiv version. 

2022: 

9. Estimation of Conditional Average Treatment Effects with High-Dimensional Data, with Qingliang Fan, Yu-Chin Hsu, and  Robert Lieli, Journal of Business & Economic Statistics, 2022, Vol 40, No.1, 313-327.  arXiv version. 

10. Quasi-Bayesian Inference for Production Frontiers, with Xiaobin Liu and Thomas Tao Yang, Journal of Business & Economic Statistics, 2022, Vol 40, No. 3, 1334-1345. arXiv version. 

11. Unconditional Quantile Regression with High Dimensional Data, with Yuya Sasaki and Takuya Ura, Quantitative Economics,  2022, Vol 13, No 3, 955-978.  arXiv version. 

12. Detecting Latent Communities in Network Formation Models, with Shujie Ma and Liangjun Su, Journal of Machine Learning Research, 2022, Vol 23 (310):1−61. arXiv version. 

2021: 

13. Determining the Number of Communities in Degree-corrected Stochastic Block Models, with Shujie Ma and Liangjun Su, Journal of Machine Learning Research, 2021, Vol 22, No. 69, 1-63.  arXiv version. 

2020:

14. Strong Consistency of Spectral Clustering for Stochastic Block Models, with Liangjun Su and Wuyi Wang, IEEE Transactions on Information Theory, 2020, Vol. 66, No. 1, 324-338. arXiv version. 

15. Estimating Selection Models without Instrument with Stata, with Xavier D’Haultfœuille, Arnaud Maurel, and Xiaoyun Qiu, Stata Journal, 2020, Vol. 20, No. 2, 297-308. Working paper version.  

16. Quantile Treatment Effects and Bootstrap Inference under Covariate-Adaptive Randomization, with Xin Zheng, Quantitative Economics, 2020, Vol. 11, No. 3, 957–982. arXiv version.

2019:

17. M-estimators of U-processes with a Change-point due to a Covariate Threshold, with Lili Tan, Journal of Business & Economic Statistics, 2019, Vol. 37, No. 2, 248-259. Working paper version. Supplement.

18. Non-separable Models with High-dimensional Data, with Liangjun Su and Takuya Ura, Journal of Econometrics, 2019, Vol. 212, No. 2, 646-677. arXiv version. 

2018:

19. Root-n Consistency of the Binary Response Model under Tail Restrictions, with Lili Tan, Econometric Theory, 2018, Vol. 34, No. 6, 1180-1206. Working paper version. Supplement. 

20. Extremal Quantile Regressions for Selection Models and the Black-White Wage Gap, with Xavier D’Haultfœuille and Arnaud Maurel, Journal of Econometrics, 2018, Vol. 203, No. 1, 129-142. Working paper version. Supplement. Stata package. 

21. Extremal Quantile Treatment Effects, The Annals of Statistics, 2018, Vol. 46, No. 6B, 3707-3740. Working paper version. Supplement.

Working papers:

1. Low-rank Panel Quantile Regression: Estimation and Inference, with Yiren Wang and Liangjun Su. 

2. Adjustment with Many Regressors Under Covariate-Adaptive Randomizations, with Liang Jiang, Liyao Li, and Ke Miao. 

3. Robust Inference in Locally Misspecified Bipartite Networks, with Luis E. Candelaria.