Sequentially Estimating the Structural Equation by Power Transformation (with Jaedo Choi and Jinseo Cho)
(Paper), forthcoming in Econometric Theory (2023)
A Uniform Bound of the Operator Norm of Sub-Gaussian Random Matrices and its Applications (with Grigory Franguridi)
(Paper), Econometric Theory, 38, 1073-1091, (2022)
Estimation of High-Dimensional Seemingly Unrelated Regression Models (with Lidan Tan and Khai Chiong) (2019)
Estimation of Graphical Models Using the L1,2 Norm (with Khai Chiong)
(Paper), (USC INET Working Paper), (arXiv), Econometrics Journal, 21, 247-263, (2018)
Bayesian and Frequentist Inference in Partially Identified Models (with Frank Schorfheide)
(Paper), Econometrica, 80, 755-782, (2012)
Estimation with Overidentifying Inequality Moment Conditions (with Frank Schorfheide)
(Paper), Journal of Econometrics, 153, 136-154, (2009)