Publication:
7. High Dimensional Discrete Choice Models with Interactive Fixed Effects Applied to Causal Inference with Liangjun Su and Ke Miao (Journal of Applied Econometrics , Accepted, 2025)
6. Seemingly Unrelated Regression Estimation for VAR Models with Explosive Roots with Jian Li and Qiyuan Li(Oxford Bulletin of Economics and Statistics, 2023)
5. Detecting Common Bubbles in a Large-Dimensional Financial System with Shuping Shi and Peter C.B. Phillips (Journal of Financial Econometrics, 2022)
4. Is Stock Price Correlated with Oil Price? Spurious Regressions with Moderately Explosive Processes with Tu Yundong (Oxford Bulletin of Economics and Statistics, 2019).
3. 李剑,陈烨,李崇光.金融化与商品价格泡沫.《管理世界》, 2018(08):84-98.
2. Inference in continuous systems with mildly explosive regressors with Peter C.B. Phillips and Jun Yu ( the Journal of Econometrics, 201(2), (2017): 400-416.).
Optimal Jackknife for Unit Root Models with Jun Yu, (Statistics and Probability Letters,99 (2015):135-142.).
Working Papers:
1. Bubble Mitigation Policies: Counterfactual Analysis and Treatment Effect Inference (Submitted)
2. Mixed Dynamic Factor Modeling applied to Explosive House Prices (Submitted)
3. 中国城市房价调控的政策效应测度及其网络效应分析 (Submitted)
Research Grant:
1. 2019-2021, Analysis of High Dimension Factor Models under the Background of Asset Price Bubbles.National Natural Science Foundation of China (No.71803138), Principal Investigator.
2. 2024-2027, High Dimensional Discrete Choice Model with Interactive Fixed Effects: Theory and Applications （带有交互效应的高维离散选择模型:理论研究及其应用）National Natural Science Foundation of China (No.72373106), Principal Investigator.