Publications

  • Digital Finance and Corporate Financialization: From the Perspective of Bank Competition and Economic Policy Uncertainty
    with Da Yang, Hongyang Ma, Ken C. Ho
    Applied Economics Letters (2024)
    DOI: 10.1080/13504851.2024.2363984

  • Mixed Random Forest, Cointegration, and Forecasting Gasoline Prices
    with Alvaro Escribano
    International Journal of Forecasting, 37(3), 2021
    DOI: 10.1016/j.ijforecast.2020.12.008

Working Papers

  • Deep Learning in Dynamic General Equilibrium Models
    with Daniel Pena
    The Annals of Statistics, 2nd Round R&R

  • Bias Assessment and Reduction for the 2SLS Estimator in General Dynamic Simultaneous Equations Models
    with Garry D.A. Phillips
    Econometric Reviews, R&R

  • Digital Finance and Urban Innovation: From the Perspective of Innovative Small and Medium Enterprises
    with Ken C. Ho, Zhihui Ma, Xiaoxiao Feng
    Submitted

  • ‘Rent-Purchase’ Policy on the Housing Market
    with Xiaodong Chen, Yifan Zhang
    Submitted

  • The Nexus between ESG Performance and Labor Investment Efficiency in China: A Nonlinear Approach
    with Ken C. Ho, Da Yang, Zhao Yang
    Submitted, 2024

  • A Small-sigma Approximation for LIML and FLIML to Estimation Bias in the Dynamic Simultaneous Equation Model
    with Emma M. Iglesias, Garry D.A. Phillips

  • A Comparison of Limited Information Estimators in Dynamic Simultaneous Equations Models
    with Garry D.A. Phillips

  • Bias Approximation and Reduction in the pth-order Dynamic Reduced Form
    with Garry D.A. Phillips

  • Mixed Random Forest Evaluation
    with Alvaro Escribano

  • Having a Second Child? The Hidden Role of Local Gender Norms
    with Feng Chen

  • Game of Trade: Navigating Subsidies, Tariffs, and Strategic Firms
    with MiaoJie Yu

  • Environmental Macroeconomic Models as Constructive Games