Estimation and Inference for Unbalanced Panel Data Models with Interactive Fixed Effects (with Liangjun Su and Fa Wang), Journal of Econometrics, 255, 2026. SSRN
Panel Data Models with Time-Varying Latent Group Structures (with Peter C.B. Phillips and Liangjun Su), Journal of Econometrics, 240.1, 2024. arXiv version.
“Low-rank Panel Quantile Regression: Estimation and Inference" with Liangjun Su and Yichong Zhang [PDF].
“Clustering for Block Correlation Models" with Han Chen, Yijie Fei, and Jun Yu [PDF].
“Real-time Monitoring in Panel Quantile Regression Models with an Application to Global Inflation" with Hongqi Chen and Liangjun Su