Panel Stochastic Frontier Models with Latent Group Structures
With Kazuki Tomioka and Xibin Zhang. Journal of Business and Economic Statistics, forthcoming, 2026. Replication package.
Research School of Economics
Associate Professor at The Australian National University, working in econometrics.
Current Position
2024-present, Associate Professor, Research School of Economics, The Australian National University.
Field of Interests
Econometrics.
Past Employment
- 2017-2023, Senior Lecturer, Research School of Economics, The Australian National University.
- 2016, Lecturer, Research School of Economics, The Australian National University.
Education
- 2015, Ph.D. in Economics, Department of Economics, Boston College, USA.
- 2008, M.A. in Economics, Guanghua School of Management, Peking University, PR China.
- 2006, B.S. in Mathematics, School of Mathematical Science, Jilin University, PR China.
Publications and working papers
Research
Publications
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High Dimensional Binary Choice Model with Unknown Heteroskedasticity or Instrumental Variables
With Fu Ouyang. Journal of Econometrics, Vol. 251, 106069, 2025.
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Semiparametric Estimation of Dynamic Binary Choice Panel Data Models
With Fu Ouyang. Econometric Theory, 41(4), 2025. Replication package.
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Revisiting Panel Data Binary Choice Models with Lagged Dependent Variables
With Chris Dobronyi and Fu Ouyang. Journal of Business and Economic Statistics, 43(3), 2025. Replication package.
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Specification Tests for Time-Varying Coefficients Panel Data Models
With Alev Atak, Yonghui Zhang, and Qiankun Zhou. Econometric Theory, 41(1), 2025. Replication package.
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A One-Covariate-at-a-Time Method for Nonparametric Additive Models
With Liangjun Su, Yonghui Zhang, and Qiankun Zhou. Econometric Reviews, 43(9), 2024. Simulation code. Application code and data.
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Quasi-Bayesian Inference for Production Frontiers
With Xiaobin Liu and Yichong Zhang. Journal of Business and Economic Statistics, 2022.
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Semiparametric Identification and Estimation of Discrete Choice Models for Bundles
With Fu Ouyang and Hanghui Zhang. Economics Letters, 2020. Replication package.
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Robust Estimation and Inference for Importance Sampling Estimators with Infinite Variance
With Joshua Chan and Chenghan Hou. In Essays in Honor of Cheng Hsiao, Advances in Econometrics, Vol. 41, Emerald Publishing Limited, pp. 255-285, 2020.
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Semi-parametric Single-Index Panel Data Models with Interactive Fixed Effects: Theory and Practice
With Guohua Feng, Bin Peng, and Liangjun Su. Journal of Econometrics, 2019.
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Binary Choice Model with Interactive Effects
With Sen Xue and Qiankun Zhou. Economic Modelling, 2018.
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Identifying the Average Treatment Effect in a Two Threshold Model
With Arthur Lewbel. Journal of Econometrics, lead article, 2016.
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Testing for Monotonicity in Unobservables Under Unconfoundedness
With Stefan Hoderlein, Liangjun Su, and Halbert White. Journal of Econometrics, 2016.
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Estimation of High-Frequency Volatility: An Autoregressive Conditional Duration Approach
With Yiukuen Tse. Journal of Business and Economics Statistics, 2012.
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Comparing features of convenient estimators for binary choice models with endogenous regressors
With Arthur Lewbel and Yingying Dong. Canadian Journal of Economics, 2012.
Working Papers
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Uncovering Sparse Financial Networks with Information Criteria
With Fu Ouyang and Wenying Yao, 2026.
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Dimension Reduction for Conditional Density Estimation with Applications to High-Dimensional Causal Inference
With Jianhua Mei and Fu Ouyang, 2025.
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Cautions on Tail Index Regressions and a Comparative Study with Extremal Quantile Regression
2025. Replication package.
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Estimation and Statistical Inference for Short Panel Models with both Interactive Effects and Threshold Effects
With Yimeng Xie and Qiankun Zhou, 2023.
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Semiparametric Discrete Choice Models for Bundles
With Fu Ouyang, 2023.
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Asymptotic Trimming and Rate Adaptive Inference for Endogenous Selection Estimates
2014.
Professional service
Service
Referee Experience
Econometric Reviews, Economics of Education Review, Economics Letters, Econometric Theory, Journal of Applied Econometrics, Journal of Econometrics, Oxford Bulletin of Economics and Statistics.
Get in touch
Contact
Institution
Research School of Economics, The Australian National University.