AE of Australian & New Zealand Journal of Statistics, 2023.3-
Deputy Director of Research, Department of Econometrics and Business Statistics, Monash University, 2024.1-
Treasury, Australian and New Zealand Association of Econometricians, 2024-
ARC Discovery Projects DP210100476 (with W. Yao and J. Westerlund), 2021-2025.
ARC Discovery Projects DP250100063 (with J. Gao, S. Shi, W. Wei, T. Neal, P. Phillips, O. Linton), 2025-2027.
Estimation of Grouped Time-Varying Network Vector Autogressive Models (with D. Li, S. Tang and W. B. Wu). [Matlab Code], [Climate Data and R Code]
A Robust Residual-Based Test for Structural Changes in Factor Models (with L. Su and Y. Yan), Journal of Econometrics (2025), 251, 106042.
Inference on Time-Varying Vector Error-Correction Models (with J. Gao and Y. Yan), Journal of Econometrics (2025), 251, 106035.
Interactive Effects Panel Data Models with General Factors and Regressors (with L. Su, J. Westerlund and Y. Yang), Econometric Theory (2025), 41, 472-488. [Matlab Code]
Asymptotics for Time-Varying Vector MA(∞) Processes (with Y. Yan and J. Gao), Econometric Theory (2025), 41, 584-616.
Higher-Order Expansions and Inference for Panel Data Models (with J. Gao and Y. Yan), Journal of the American Statistical Association (2024), 119, 2760-2771. [Matlab Code]
Time-Varying Multivariate Causal Process (with J. Gao, W. B. Wu and Y. Yan), Journal of Econometrics (2024), 240, 105671.
Estimation, Inference and Empirical Analysis for Time-Varying VAR Models (with J. Gao and Y. Yan), Journal of Business & Economic Statistics (2024), 42, 310-321.
A Nonparametric Panel Model for Climate Data with Seasonal and Spatial Variation (with J. Gao and O. Linton), Journal of the Royal Statistical Society: Series A (2024), 187, 158-177. [R Code for Data Cleaning]
Binary Response Models for Heterogeneous Panel Data with Interactive Fixed Effects (with J. Gao, F. Liu and Y. Yan), Journal of Econometrics (2023), 235, 1654-1679. [Matlab Code]
An Integrated Panel Data Approach to Modelling Economic Growth (with G. Feng and J. Gao), Journal of Econometrics (2022), 228, 379-397. [Matlab Code, R Code for Data Cleaning]
On Income and Price Elasticities for Energy Demand: A Panel Data Study (with J. Gao and R. Smyth), Energy Economics (2021), 96, 105168.
Time-Varying Income Elasticities of Healthcare Expenditure for the OECD and Eurozone (with I. Casas, J. Gao and S. Xie), Journal of Applied Econometrics (2021), 36, 328-345. [Matlab Code]
Nonparametric Estimation of Large Covariance Matrices with Conditional Sparsity (with H. Wang, D. Li and C. Leng), Journal of Econometrics (2021), 223,53-72. [R Code]
A Weighted Sieve Estimator for Nonparametric Time Series Models with Nonstationary variables (with C. Dong and O. Linton), Journal of Econometrics (2021), 222, 909-932.
Varying-Coefficient Panel Data Models with Nonstationarity and Partially Observed Factor Structure (with C. Dong and J. Gao), Journal of Business & Economic Statistics (2021), 39,700-711.
Inference on a Semiparametric Model with Global Power Law and Local Nonparametric Trends (with J. Gao and O. Linton), Econometric Theory (2020), 36, 223-249. [Matlab Code]
Semiparametric Single-Index Panel Data Models with Interactive Fixed Effects: Theory and Practice (with G. Feng, L. Su and T. T. Yang), Journal of Econometrics (2019), 212, 607-622. [Matlab Code]
Estimation in a Semiparametric Panel Data Model with Nonstationarity (with C. Dong and J. Gao), Econometric Reviews (2019), 38, 961-977. [Matlab Code]
Productivity and Efficiency at Bank Holding Companies in the U.S.: A Time-varying Heterogeneity Approach (with G. Feng and X. Zhang), Journal of Productivity Analysis (2017), 48, 179-192.
Variable Selection for a Categorical Varying-Coefficient Model with Identifications for Determinants of Body Mass Index (with J. Gao, Z. Ren and X. Zhang), Annals of Applied Statistics (2017), 11, 1117-1145. [Matlab Code]
A Varying-Coefficient Panel Data Model with Fixed Effects: Theory and an Application to US commercial banks (with G. Feng, J. Gao and X. Zhang), Journal of Econometrics (2017), 196, 68-82. [Matlab Code]
Semiparametric Single-Index Panel Data Models with Cross-Sectional Dependence (with C. Dong and J. Gao), Journal of Econometrics (2015), 188, 301-312. [Matalb and R Code]