Publications
Optimal model averaging based on forward-validation. (with Xinyu Zhang)
Journal of Econometrics, in press. [paper]
A model-averaging treatment of multiple instruments in Poisson models with errors. (with Xinyu Zhang and Yanyuan Ma)
Canadian Journal of Statistics, 51:173-198, 2023. [paper]
Journal of Econometrics, in press. [paper]
A model-averaging treatment of multiple instruments in Poisson models with errors. (with Xinyu Zhang and Yanyuan Ma)
Canadian Journal of Statistics, 51:173-198, 2023. [paper]
Working papers
Asymptotic properties of the synthetic control method. (with Wendun Wang and Xinyu Zhang)
[paper]
Forward-validation model averaging for binary response MIDAS model. (with Can Wang and Xinyu Zhang)
[paper]
Forward-validation model averaging for binary response MIDAS model. (with Can Wang and Xinyu Zhang)