Papers by years

”#” marks supervised postgraduate students

Working papers

  • The Boosted HP Filter Is More General Than You Might Think,” with #Ziwei Mei and Peter C.B. Phillips, 2022.

  • “Asset Prices and China’s Inflation Forecast: Based on Individual Stock Return and Machine Learning Algorithm,” with Naijing Huang, Yuqing Qi and Jie Liu, 2022

  • “Twitter Information Network for Hurricane Ida,” with Yilan Xu, Siqi Zheng, Yichun Fan, Yi Huang, and Sebatian Box-Couillard, 2022

  • “A Structural Network Pairwise Regression Model with Unobservable Heterogeneity,” with Xi Chen, 2016.

Publications

Non-peer-reviewed

  • #Ka Yan Cheng, Naijing Huang and Zhentao Shi (2021): “Survay-Based Forecasting: To Average or Not To Average,” in Vladik Kreinovich, Songsak Sriboonchitta, Woraphon Yamaka (eds.), Studies in Computational Intelligence: Behavioral Predictive Modeling in Economics, vol. 897, pp 87-104, Springer-Verlag.