Research Interests

• Econometric Theory (Factor Models, Panel Data, Quantile Regressions)

• Applied Econometrics

Previous Employment

• 2020 to 2025: Assistant Professor, Peking University HSBC Business School

• 2016 to 2020: Assistant Professor, Shanghai University of Finance and Economics

• 2013 to 2016: Postdoctral Research Fellow, Nuffield College, University of Oxford

Education

• 2007 to 2013:  Ph.D in Economics, Universidad Carlos III de Madrid

• 2003 to 2007:  B.S. in Economics, Huazhong University of Science and Technology

Publications​

• Faster uniform convergence rates for deconvolution estimators from repeated measurements, with M. Zhang, Econometric Theory, 41.5 (2025): 1196-1228.

• Common correlated effects estimation of nonlinear panel data models, with M. Zhang, The Econometrics Journal, 28.2 (2025): 295-317.

• Two-step estimation of quantile panel data models with interactive fixed effects, Econometric Theory, 40.2 (2024): 419-446.

• Heterogeneous predictive association of CO2 with global warming, with J. J. Dolado, J. Gonzalo and A. Ramos, Economica, 90.360 (2023): 1397-1421. 

• A simple estimator for quantile panel data models using smoothed quantile regressions, with Y. Huo, The Econometrics Journal 24 (2021): 247-263.

• Quantile factor models, with J. J. Dolado and J. Gonzalo, Econometrica 89.2 (2021): 875-910. [Correction]​

• Set identification of panel data models with interactive effects via quantile restrictions, Economics Letters 137 (2015): 36-40.

• Estimating the common break date in large factor models, Economics Letters 131 (2015): 70-74.

• Detecting big structural breaks in large factor models, with J. J. Dolado and J. Gonzalo, Journal of Econometrics 180.1 (2014): 30-48.

Working Papers

• Estimation of characteristic-based quantile factor models, with J. J. Dolado, J. Gonzalo and H. Pan.

• Nonparametric quantile regressions for panel data models with large T, PHBS Working Paper No20210104.