Publications
Chapter 5 - In-fill Asymptotic Theory and Applications in Financial Econometrics – Theory and Applications, Cambridge University Press, 2025, ISBN: 9781108843294.
Robust testing for explosive behavior with strongly dependent errors (with Peter C.B. Phillips and Jun Yu, Journal of Econometrics, 2024, 238(2), 10565.)
The Grid Bootstrap for Continuous Time Models (with Weilin Xiao and Jun Yu, Journal of Business \& Economic Statistics, 2022, 40(3), 1390-1402.)
Mildly-explosive Autoregression with Anti-persistent Errors (with Weilin Xiao and Jun Yu, Oxford Bulletin of Economics and Statistics, 2021, 83(2), 518-539.)
Working Papers
Limit Theory for Mildly Explosive Time Series When Initialization is in the Infinite Past (with Xuewen Yu)
Structural Change Estimator for Models with Episodic Explosiveness and Strongly Dependent Errors (with Shuyao Ke)
Time Series Regression with Mildly Stationary Errors (with Yijie Fei and Jun Yu)
Time Varying High Dimensional Granger Causality: An Exploration of Global Housing Connectivity (with Arafat Rahman and Shuping Shi)
Counterfactual Analysis and Inference in Continuous-Time Models (with Yijie Fei and Jun Yu)