Panel Data
Forecasting with a Panel Tobit Model (with Laura Liu and Frank Schorfheide)
(Paper), Quantitative Economics, 14, 117-159, (2023)
Forecasting with Dynamic Panel Data Models (with Laura Liu and Frank Schorfheide)
(Paper), Econometrica, 88, 171-201, (2020)
Many IVs Estimation of Dynamic Panel Regression Models with Measurement Error (with Nayoung Lee and Qiankun Zhou)
(Paper), Journal of Econometrics, 200, 251-259, (2017)
Dynamic Linear Panel Regression Models with Interactive Fixed Effects (with Martin Weidner)
(Paper), (Omitted Technical Appendix), Econometric Theory, 33, 158-195, (2017)
Linear Regression for Panel with Unknown Number of Factors as Interactive Fixed Effects (with Martin Weidner)
(Paper), (Omitted Technical Appendix), Econometrica, 83, 1543-1579, (2015)
Point Optimal Panel Unit Root Tests with Serially Correlated Errors (with Benoit Perron and Peter C. B. Phillips)
(Paper), Econometrics Journal, 17, 338-372, (2014)
Incidental Parameters and Dynamic Panel Modeling (with Benoit Perron and Peter C. B. Phillips) (2014)
(Paper), Oxford Handbook of Panel Data, Chapter 4, (2015)
Peter C.B. Phillips's Contributions to Panel Data Methods (with Benoit Perron)
(Paper), Econometric Theory, 30, 882-893, (2014)
Large-N and Large-T Properties of Panel Data Estimators and the Hausman Test (with Seungchan Ahn)
(Paper), Festschrift in honor of Peter Schmidt, ed. W. Horrace, (2014)
Analysis of Interactive Fixed Effects Dynamic Linear Regression with Measurement Error (with Nayoung Lee and Martin Weidner)
(Paper), Economics Letters, 117, 239-242, (2012)
Beyond Panel Unit Root Tests: Using Multiple Testing to Determine Nonstationarity Proporties of Individual Series (with Benoit Perron)
(Paper), Journal of Econometrics, 169, 29-33, (2012)
Asymptotic Local Power of Pooled t-ratio Tests for Unit Roots in Panels with Fixed Effects (with Benoit Perron)
(Paper), Econometrics Journal, 11, 80-104, (2008)
Incidental Trends and the Power of Panel Unit Root Test (with Benoit Perron and Peter C. B. Phillips)
(Paper), (Omitted Technical Appendix), Journal of Econometrics, 141, 416-459, (2007)
An Empirical Analysis on Nonstationarity in Panels of Interest Rates with Factors (with Benoit Perron)
(Paper), Journal of Applied Econometrics, 22, 383-400, (2007)
On the Breitung Test for Panel Unit Roots and Local Asymptotic Power (with Benoit Perron and Peter C. B. Phillips)
(Paper), Econometric Theory, 22, 1179-1190, (2006)
Testing for a Unit Root in Panels with Dynamic Factors (with Benoit Perron)
(Paper), Journal of Econometrics, 122, 81-126, (2004)
GMM Estimation of Autoregressive Roots Near Unity with Panel Data (with Peter C. B. Phillips)
(Paper), Econometrica, 72, 467-522, (2004)
How to Estimate Autoregressive Roots Near Unity (with Peter C. B. Phillips and Zhijie Xiao)
(Paper), Econometric Theory, 17, 29–69, (2001)
Estimation of Autoregressive Roots near Unity using Panel Data (with Peter C. B. Phillips)
(Paper), Econometric Theory, 16, 927–997, (2000)
Nonstationary Panel Data Analysis: An Overview of Some Recent Developments (with Peter C. B. Phillips)
(Paper), Econometric Reviews, 19, 263–286, (2000)
Linear Regression Limit Theory for Nonstationary Panel Data (with Peter C. B. Phillips)
(Paper), Econometrica, 67, 1057-1111, (1999)
Maximum Likelihood Estimation in Panels with Incidental Trends (with Peter C. B. Phillips)
(Paper), Oxford Bulletin of Economics and Statistics, 61, 771-748, (1999)