"High Dimensional Binary Choice Model with Unknown Heteroskedasticity or Instrumental Variables," 2025, Journal of Econometrics, with Thomas T. Yang [arXiv].
"Revisiting Panel Data Discrete Choice Models with Lagged Dependent Variables," 2025, Journal of Business & Economic Statistics, with Christopher Dobronyi and Thomas T. Yang [arXiv].
"Semiparametric Estimation of Dynamic Binary Choice Panel Data Models," 2025, Econometric Theory, with Thomas T. Yang [arXiv].
"Inference on Semiparametric Multinomial Response Models," 2021, Quantitative Economics, with Shakeeb Khan and Elie Tamer [online appendix].
"Semiparametric Identification and Estimation of Discrete Choice Models for Bundles," 2020, Economics Letters, with Thomas T. Yang and Hanghui Zhang [online appendix].
"Semiparametric Discrete Choice Models for Bundles," with Thomas T. Yang [arXiv].
"Dimension Reduction for Conditional Density Estimation with Applications to High-Dimensional Causal Inference," with Jianhua Mei and Thomas T. Yang [arXiv].
"Are Different Risky Behaviours Complements or Substitutes? Evidence from Smoking and Drinking," with Tianyi Li and KK Tang [SSRN].
"Uncovering Sparse Financial Networks with Information Criteria," with Thomas T. Yang and Wenying Yao [coming soon].
"Does Social Capital Attenuate Negative Mental Health Shocks? Evidence From a Natural Experiment," with Jonas Fooken, Xinyang Li, and KK Tang [coming soon].
"A Simple Approach for Discovering (Exact) Sparsity Structure in Nonparametric Regression," with Jianhua Mei and Thomas T. Yang.
"Deep Neural Network Estimation of Semiparametric Multi-Index-Single-Crossing Models," with Yiran Xie, Thomas T. Yang, Nan Ye.
"Dimension-Reduced Doubly Robust DiD Estimation in High-Dimensional Settings," with Xinyang Li and KK Tang.