Estimation of Heterogeneous Panel Data Models with an Application to Program Evaluation, Econometric Theory, accepted. (with Xun Lu and Liangjun Su)
"Dynamic Spatial Panel Data Models with Interactive Fixed Effects: M-Estimation and Inference under Fixed or Relatively Small T." Econometric Reviews, 45(2), 112–147.(with Liyao Li and Zhenlin Yang)
"High Dimensional Discrete Choice Models with Interactive Fixed Effects Applied to Causal Inference." Journal of Applied Econometrics 108–126. (with Ye Chen and Liangjun Su)
"Adjustments with many regressors under covariate-adaptive randomizations", 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)
"On Alternating Least Squares for Factor Models" (with Liangjun Su and Fa Wang), 2023.
Heterogeneous Panel Data Models with Regime Switching, (with Wenxin Huang and Liangjun Su) Econometric Theory, Revise and Resubmit, 2026.
"Large Dimensional Factor Models with Many Latent Groups" (with Wenxin Huang, Liyao Li, and Liangjun Su) , Econometric Theory, Revise and Resubmit, 2025.