RESEARCH
Publications
"A Semiparametric Bayesian Estimator of Copula Density" with X. Wu, T. Wang, S. Kumbhakar and S. Luo, Journal of Econometrics, accepted.
"A Nonparametric Bayesian Estimator of Copula Density with Applications to Financial Market" with X. Wu, Journal of Business & Economic Statistics, accepted.
"Bootstrap inference on a factor model based average treatment effects estimator" with L. Wang and J. Racine, Econometric Reviews 44, No. 1 (2025): 80-89.
"Boundary-adaptive kernel density estimation: the case of (near) uniform density" with J. Racine and Q. Li, Journal of Nonparametric Statistics 36, No. 1 (2024): 146-164.
"Multivariate Models of Commodity Future Markets: A Dynamic Copula Approach" with S. Chen, Q. Li and Y. Zhang, Empirical Economics 64, No. 6 (2023): 3037-3057.
"Oil Supply News Shock and Chinese Economy" with D. Liu and K. Yan, China Economic Review 73 (2022): 101796.
Grants
National Natural Science Foundation of China, No. 72503148.
Capital University of Economics and Business, No. XRZ2025002.