RESEARCH

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Publications

"Boundary-adaptive kernel density estimation: the case of (near) uniform density" with Jeffrey S. Racine and Qi Li, Journal of Nonparametric Statistics (2023): 1-19.

"Multivariate Models of Commodity Future Markets: A Dynamic Copula Approach" with Sihong Chen, Qi Li and Yu Yvette Zhang, Empirical Economics 64, 3037–3057 (2023).

"Oil Supply News Shock and Chinese Economy" with Dandan Liu and Karen Xueqing Yan, China Economic Review 73 (2022): 101796.

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Working Paper

"A Nonparametric Bayesian Estimator of Copula Density with Applications to Financial Market" with Ximing Wu.

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Works in Progress

"Control interactive fixed effects with diversified projections" with Hongjun Li, Kunpeng Li and Qi Li.

"Panel Smooth Transition Regression Model with Interactive Fixed Effects" with Kunpeng Li and Qi Li.

"Human Capital Spillover, Migration, and Land Policy" with Xintong Yang and Qi Li.