Uncovering Sparse Financial Networks with Information Criteria
With Fu Ouyang and Wenying Yao, 2026.
Depository
Working Papers
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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.