Research

Publications

(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

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

Individual Welfare Analysis: Random Quasilinear Utility, Independence, and Confidence Bounds
(with Sokbae (Simon) Lee), revise 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), submitted; 2024 Academy of Finance Best in Track Plaque

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