Research

Publications

(2025) Individual Welfare Analysis: Random Quasilinear Utility, Independence, and Confidence Bounds
(with Sokbae (Simon) Lee), Journal of Econometrics, 247 (1), 105927.

(2024) Matching Points: Supplementing Instruments with Covariates in Triangular Models
Journal of Econometrics, 238 (1), 105579.

(2023) Nuclear Norm Regularized Quantile Regression with Interactive Fixed Effects
Econometric Theory, First View, 1-31. [Code]

Working Papers

Robust Quantile Factor Analysis
(with Songnian Chen)

Semiparametric Estimation of the Copula Parameter in a Quantile Selection Model
(with Songnian Chen and Kaixin Zhang), submitted.

Group-Heterogeneous Changes-in-Changes and Distributional Synthetic Controls
(with Songnian Chen), reject and resubmit, Journal of Econometrics

Two-sided Discrimination in an Entrepreneurial Financing Setting: Experimental and Theoretical Evidence
(with Ye Zhang, Weijie Zhong, and Ofir Gefen); 2024 Academy of Finance Best in Track Plaque

Robust Principal Component Analysis with Non-Sparse Errors
(with Jushan Bai)