”#” marks supervisees

• “Bagging the Network,” with Ming Li and #Yapeng Zheng, 2026.

• “Benign Overfitting in Economic Forecasting via Noise Regularization,” with Yuan Liao, Xinjie Ma, and Andreas Neuhierl, 2026.

• “Cointegrated Regressors: Where Folded Concave Penalties Go Beyond LASSO,” with Hongqi Chen, #Chengwang Liao and Ziwei Mei, 2026.

• “L2-Relaxation for Economic Prediction,” with #Yishu Wang, 2026.

• “A Relaxation Approach to Synthetic Control”, with #Chengwang Liao and #Yapeng Zheng, 2026.

• “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.

• “Team Persistent or Team Transitory? Sectoral Linkage and Inflation Persistence,” with Shu Shen, Liugang Sheng and Steve Pak Yeung Wu, 2026.

• “Empirical Likelihood Approach for High Dimensional Moment Restrictions With Dependent Data”, with Jinyuan Chang, Qiao Hu, and Jia Zhang, 2026. [code]

• “A Synthetic Business Cycle Approach to Counterfactual Analysis with Nonstationary Macroeconomic Data,” with Jin Xi and Haitian Xie, 2025.

• “xtlp: A new Stata command for panel local projection”, with Shu Shen, Ziwei Mei, and Liugang Sheng, 2026.

• “Risk Pricing Puzzle under Soft Budget Constraints: Predicting China’s Local Government Bond Spreads via Machine Learning”, with Dongmei Cai, Yilei Qian, Shuhan Yang, and Ninghua Zhong, 2026.

• “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.