Research
Publications
Semiparametric Estimation of Dynamic Binary Choice Panel Data Models, with Tao Yang, Econometric Theory, 2024. [doi, arXiv].
Inference on Semiparametric Multinomial Response Models, with Shakeeb Khan and Elie Tamer, Quantitative Economics, 2021. [doi].
Semiparametric Identification and Estimation of Discrete Choice Models for Bundles, with Tao Yang and Hanghui Zhang, Economics Letters, 2020. [doi].
Working Papers
Revisiting Panel Data Discrete Choice Models with Lagged Dependent Variables, with Christopher Dobronyi and Tao Yang, R&R in Journal of Business & Economic Statistics [arXiv].
High Dimensional Binary Choice Model with Unknown Heteroskedasticity or Instrumental Variables, with Tao Yang, R&R in Journal of Econometrics [arXiv].
Semiparametric Discrete Choice Models for Bundles, with Tao Yang, under review [arXiv].
Inference on Semiparametric Multinomial Choice Models with Rank-Order Property [new draft coming soon].
Work in Progress
Another Look at a One Covariate at a Time Multiple Testing Approach to Variable Selection in Linear Models, with Tao Yang.
Nonparametric Density Estimation with Large Dimensional Data, with Guo Yan.
Distribution-Free Estimation of Multi-Index Models with Aggregate Data, with Tao Yang.
Does Social Capital Attenuate Negative Mental Health Shocks? Evidence From a Natural Experiment, with Jonas Fooken, Xinyang Li, and KK Tang.
The Impact of Filial Piety on Women's Health in China, with Xinyang Li and KK Tang.
Demand-Driven User Innovation—Innovation and Team Formation after China Joined the WTO, with Xiaoshu Bei.