Functional regression of continuous state distributions, with Joon Y. Park, Journal of Econometrics 167 (2), 397-412, 2012.
Estimating semiparametric panel data models by marginal integration, with Le Wang, Journal of Econometrics 167 (2), 483-493, 2012.
Structural change estimation in time series regressions with endogenous variables, with Liangjun Su, Economics Letters, 125, 415-421, 2014.
The inequality-growth plateau, with Daniel J. Henderson and Le Wang, Economics Letters 128, 17-20, 2015.
Shrinkage estimation of regression models with multiple structural changes, with Liangjun Su, Econometric Theory, 32 (6), 1376-1433, 2016.
Shrinkage estimation of common breaks in panel data models via adaptive group fused Lasso, with Liangjun Su, Journal of Econometrics, 191 (1), 86-109, 2016.
Panel data models with interactive fixed effects and multiple structural breaks, with Degui Li and Liangjun Su, Journal of the American Statistical Association, 111 (516), 1804-1819, 2016.
Forecasting the yield curve using a dynamic natural cubic spline model, with Pan Feng, 2018, Economics Letters, 168, 73-76.
Analyzing and forecasting the Chinese term structure of interest rates using functional principal component analysis, with Pan Feng, 2018, China Finance Review International, 8 (3), 275-296.
Structural Changes in the RMB Exchange Rate Mechanism, with SU Guanyu, 2021, China & World Economy, 29 (2), 1-23.
Research Experience
Professor, Department of Economics, Antai College of Economics and Management, Shanghai Jiao Tong University.
Background
Research Interests: Theoretical and applied econometrics, macro-finance, and the Chinese economy.