"Dynamic Spatial Panel Data Models with Interactive Fixed Effects: M-Estimation and Inference under Fixed or Relatively Small T." Econometric Reviews, forthcoming. (with Liyao Li and Zhenlin Yang)
"High Dimensional Discrete Choice Models with Interactive Fixed Effects Applied to Causal Inference." Journal of Applied Econometrics, forthcoming. (with Ye Chen and Liangjun Su)
"On Factor Models with Random Missing: EM Estimation, Inference, and Cross Validation", Journal of Econometrics, 2025, 249, 105991 (with Liang Jiang, Liyao Li, and Yichong Zhang)
"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)
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
2024. Heterogeneous Panel Data Models with Regime Switching, with (Wenxin Huang and Liangjun Su)