Working Papers
- “Nickell Meets Stambaugh: A Tale of Two Biases’’, with Chengwang Liao and Zhentao Shi, 2024.
- “Robust Instrumental Analysis”, with Zijian Guo and Qingliang Fan, 2024.
- “The Boosted HP Filter Is More General Than You Might Think’’, with Peter C.B. Phillips and Zhentao Shi, 2024.
- “On LASSO for High Dimensional Predictive Regression’’, with Zhentao Shi, 2024.
- “Uniform Inference for Nonlinear Endogenous Treatment Effects with High-Dimensional Covariates“, with Qingliang Fan, Zijian Guo and Cun-Hui Zhang, 2023.
- “A Heteroskedasticity-Robust Overidentifying Restriction Test with High-Dimensional Covariates’’, with Qingliang Fan and Zijian Guo, 2023. (Earlier Version)
- “Nickell Bias in Panel Local Projection: Finanial Crises Are Worse Than You Think’’, with Liugang Sheng and Zhentao Shi, 2023.
Publications