Working Papers
"Misclassification in Binary Quantile Regression, with an Application to Uncovering Hidden Harmony", with Yingyao Hu and Ning Yu.
"Functional Coefficient Regression Models for Panel Data", with Xiao Huang.
"Adjusting for Peer-Influence in Propensity Scoring When Estimating Treatment Effects", with Matt Jackson and Ning Yu.
"Endogeneity in Games with Incomplete Information: U.S. Cellphone Service Deployment", with Xun Tang and Mo Xiao.
"Ordered Discrete Choices with Heterogeneous Peer Effects'', with Xiaodong Liu and Ning Yu.
"Sequential Semiparametric Estimation of Discrete Games", with Wenxin Guo and Karen Yan.
Publications
"Social Interactions with Endogeneity", with Xun Tang, Accepted at Journal of Business & Economic Statistics.
"Peer Effects with Sample Selection", with Xin Gu, Haizheng Li and Xun Tang, Accepted at Empirical Economics.
"Endogenous Treatment Models with Social Interactions: An Application to the Impact of Exercise on Self-Esteem", with Frank Vella, Accepted at Journal of Political Economy.
"Imputing Missing Waves for Pseudo Panels: A Generalized Scoring and Matching Method", with Essie Maasoumi, Forthcoming at Advanced Studies in Theoretical and Applied Econometrics.
"Quantile Effects in Discrete Choice with Social Interactions", Forthcoming at The Review of Economics and Statistics.
"Binary Choice with Misclassification and Social Interactions, with an Application to Peer Effects in Attitude", with Yingyao Hu, 2024, Journal of Econometrics 238(1).
"A Multiplex Interdependent Durations Model", with Ruixuan Liu, 2021, Econometric Theory 37(6), 1238-1266.
“Local Composite Quantile Regression Smoothing: A Flexible Data Structure and Cross-validation”, with Xiao Huang, 2021, Econometric Theory 37(3), 613-631.
"Uncovering Heterogeneous Social Effects from Binary Choices", with Xun Tang and Ning Yu, 2021, Journal of Econometrics 222(2), 957-973.
“Estimation of Social-Influence-Dependent Peer Pressures in a Large Network Game”, with Haiqing Xu, 2017, The Econometrics Journal 20(3), S86-S102.
“Estimation of Panel Data Partly Specified Tobit Regression with Fixed Effects”, with Chunrong Ai, Hongjun Li and Meixia Meng, 2015 Journal of Econometrics 188(2), 316-326.
“Testing Purchasing Power Parity Hypothesis: A Semiparametric Varying Coefficient Approach”, with Hongjun Li and Cheng Hsiao, 2015, Empirical Economics 48(1), 427-438.
“Local Linear Estimation of a Nonparametric Cointegration Model”,with Zhongwen Liang and Cheng Hsiao, 2014, Econometric Reviews, 34, 881-905.
“A Consistent Nonparametric Test of Parametric Regression Functional Form in Fixed Effects Panel Data Models”, with Qi Li and Yiguo Sun, 2014, Journal of Econometrics 178(1), 167-179.
“China’s Internal Borders: Evidence from Business-Cycle Correlations Across Chinese Cities”, with Ying Fang and Li Qi, 2013, The Chinese Economy 46(3), 41-60.