[1] Interference Among First-Price Pacing Equilibria: A Bias and Variance Analysis, with Luofeng Liao, Christian Kroer, Sergei Leonenkov, Okke Schrijvers, Liang Shi, and Nicolas Stier-Moses. ICLR 2025.

[2] Occupation Density Estimation for Noisy High-Frequency Data, with Tim Bollerslev and Jia Li.

Journal of Econometrics, Vol 227, 2022, 189-211

[3] Variation and Efficiency of High-Frequency Betas, with Jia Li, George Tauchen and Viktor Todorov. 

Journal of Econometrics, Vol 228, 2022, 156-175 (Supplementary appendix).

[4] Glivenko-Cantelli Theorems for Integrated Functionals of Stochastic Processes, with Jia Li and Yunxiao Liu.

Annals of Applied Probability, Vol 31, 1914-1943, 2021.

[5] Are Recessions Good for Government Hires? The Effect of Unemployment on Public Sector Human Capital, with John M. de Figueiredo.

Economics Letters, 170, 1-5, 2018. (also NBER working paper No. 24538).

[6] Regression Adjustment with Synthetic Controls in Online Experiments, with Dominic Coey, Matt Goldman and Brian Karrer, 2021.

[7] Continuous-Time Volatility Regression in Large Panels. 

[8] Inference for Integrated Volatility Functionals with Bootstrap Bias Correction, with Jia Li