Research
Publication
"High dimensional VAR with common factors", Journal of Econometrics, 2023, 233, 155-183 (with Peter C.B. Phillips and Liangjun Su)
"On Factor Models with Random Missing: EM Estimation, Inference, and Cross Validation", Journal of Econometrics, 2021, 222, 745-777. (with Sainan Jin and Liangjun Su)
"Specification of Fixed Effects in Three-Dimensional Panels", Econometric Reviews, 2021, 40, 867-898 (with Xun Lu and Liangjun Su)
"Panel threshold models with interactive fixed effects", Journal of Econometrics, 2020, 219, 137-170. (with Kunpeng Li and Liangjun Su)
"Panel Threshold Regressions with Latent Group Structures", Journal of Econometrics, 2020, 214, 451-481. (with Liangjun Su and Wendun Wang)
Working Papers
2023. Adjustment with Many Regressors Under Covariate-Adaptive Randomizations, with Liang Jiang, Liyao Li, and Yichong Zhang.
2023. Estimation of Heterogeneous Panel Data Models with an Application to Program Evaluation, with Xun Lu and Liangjun Su
2023. On Alternating Least Squares for Factor Models, with Liangjun Su and Fa Wang