Working Papers

• “High Dimensional Forecast Combinations Under Latent Structures,” with Liangjun Su and Tian Xie, 2020, arXiv:2010.09477, revised and resubmit at Review of Economics and Statistics [code]

• “Culling the Herd of Moments with Penalized Empirical Likelihood”, with Jinyuan Chang and Jia Zhang, 2021, arXiv:2108.03382, revised and resubmit at Journal of Business & Economic Statistics

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