New website: https://zhengmetrics.github.io
Debiased Machine Learning: Identification, Estimation, and Shape Constraints (with Qihui Chen and Ka Yan Cheng).
Debiased Bayesian Inference for High-dimensional Regression Models (with Qihui Chen and Ruixuan Liu).
Implementing an Improved Test of Matrix Rank in Stata (with Qihui Chen and Xun Huang).
Optimal Plug-in Estimators of Directionally Differentiable Functionals.
A Simple Nonparametric Approach for Estimation and Inference of Conditional Quantile Functions.
Econometric Theory, Vol. 39(2), 2023, 290--320 (with Qi Li and Xueqing Yan).
Inference for Large-Scale Linear Systems with Known Coefficients. [Working paper version, R package]
Econometrica, Vol. 91(1), 2023, 299--327 (with Andres Santos, Azeem M. Shaikh, and Alexander Torgovitsky).
A Projection Framework for Testing Shape Restrictions That Form Convex Cones. [Supplement, Working paper version, Code]
Econometrica, Vol. 89(5), 2021, 2439--2458 (with Juwon Seo).
Refinements of the Kiefer-Wolfowitz Theorem and a Test of Concavity. [Working paper version]
Electronic Journal of Statistics, Vol. 13(2), 2019, 4596--4645.
Improved Inference on the Rank of a Matrix. [Working paper version, Stata command]
Quantitative Economics, Vol. 10(4), 2019, 1787--1824 (with Qihui Chen).
Inference on Functionals under First Order Degeneracy. [Working paper version]
Journal of Econometrics, Vol. 210(2), 2019, 459--481 (with Qihui Chen).
Inference on Directionally Differentiable Functions. [Working paper version]
Review of Economic Studies, Vol. 86(1), 2019, 377--412 (with Andres Santos).
Weak Convergence of the Least Concave Majorant of Estimators for a Concave Distribution Function.
Electronic Journal of Statistics, Vol. 11(2), 2017, 3841--3870 (with Brendan K. Beare).