Publications:

1. "Self-weighted Estimation for Local Unit Root Regression with Applications", (with Zhishui Hu, Peter C.B. Phillips, and Qiying Wang), Econometric Theory, accepted.

2. "Uniform Inference for Nonparametric Panel Model with Fixed Effects", (with Yanbo Liu), Econometric Theory, forthcoming.

3. "Estimation and Inference for Causal Functions with Multiway Clustered Data", (with Yanbo Liu and Yuya Sasaki), Journal of Econometrics, 2026 (253). 

4. "Robust Uniform Nonparametric Inference for Time Series", (with Yanbo Liu), Economics Letters, 2026 (259).

5. "Some Finite-Sample Results on the Hausman Test", (with Jinyong Hahn, Zhipeng Liao, and Shuyang Sheng), Economics Letters, 2024 (238). 

6. "Significance test in nonstationary logit panel model with serially correlated dependent variable", (with Chia-Shang J. Chu and Lina Zhang), Economics Letters, 2017 (159).

7. "Significance test in nonstationary multinomial logit model",  (with Chia-Shang J. Chu and Lina Zhang), Economics Letters, 2016 (143).

Working Papers:

1. "Robust Inference for Time-varying Predictability: A Sieve-IVX Approach", (with Yanbo Liu, Peter C.B. Phillips, and Yajie Zhang).

2. "Uniform Inference for Quantile Predictability", (with Yanbo Liu and Zhijie Xiao).

3. "Nonparametric Uniform Inference in Binary Classification and Policy Values", (with Yanbo Liu, Yuya Sasaki, and Yuanyuan Wan).

4. "Econometric Inference Using Hausman Instruments",  (with Jinyong Hahn, Zhipeng Liao, and Ruoyao Shi).

5. "Root-n Asymptotically Normal Maximum Score Estimation", (with Yanbo Liu, Yuya Sasaki, and Yuanyuan Wan).