Working papers
”#” marks supervisees
“Social Interactions Models with Latent Structures,” with Zhongjian Lin and #Yapeng Zheng, 2026.
“Zero Variance Portfolio,” with Jinyuan Chang, Yi Ding, and Bo Zhang, 2026
“Nickell Meets Stambaugh: A Tale of Two Biases in Panel Predictive Regressions,” with #Chengwang Liao and #Ziwei Mei, 2026.
“A Relaxation Approach to Synthetic Control”, with #Chengwang Liao and #Yapeng Zheng, 2025
“Bagging the Network,” with Ming Li and #Yapeng Zheng, 2025.
“A Synthetic Business Cycle Approach to Counterfactual Analysis with Nonstationary Macroeconomic Data,” with Jin Xi and Haitian Xie, 2025
“Identifying the Latent Patterns in Panel Local Projections,” with #Ziwei Mei and Liugang Sheng, 2025
“Machine Learning Forecasts of Steel Price Movements,” with Jiarui Huang, Ninghua Zhong, and Yihang Zhuang, 2025.
“Estimating Large Covariance Matrices with Unobserved Clustering,” with Wenxin Huang, Yiru Wang and Baoning Zheng, 2024.
“L2-Relaxation for Economic Prediction,” with #Yishu Wang, 2024
“Empirical Likelihood Approach for High Dimensional Moment Restrictions With Dependent Data”, with Jinyuan Chang, Qiao Hu, and Jia Zhang, 2024. [code]
“Unveiling Dynamics in Climate Disaster Information Dissemination: A Variance Decomposition Network Approach,” with Sebastien Box-Couillard, Yichun Fan, Yi Huang, Yilan Xu, and Siqi Zheng, 2024
“Team Persistent or Team Transitory? Sectoral Linkage and Inflation Persistence,” with Shu Shen, Liugang Sheng and Steve Pak Yeung Wu, 2024
“Does Noise Hurt Economic Forecasts?,” with Yuan Liao, Xinjie Ma, and Andreas Neuhierl, 2023.