Research
Published journal article
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Should We Augment Large Covariance Matrix Estimation with Auxiliary Network Information?
Journal of Econometrics, 2026.
Working papers
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Prediction Sets and Conformal Inference with Interval Outcomes
Submitted to Journal of Econometrics.
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Normal Approximation for U-Statistics with Cross-Sectional Dependence
Revise and resubmit at Journal of Econometrics.
- Optimal Promotional Cycles under Finite Customer Memory
- Estimating Covariance Structures in Multi-Period Asset Portfolios
- High-Dimensional Covariance Estimation with Structural Information
- Testing the Number of Factors with Missing Observations
Work in progress
- Identification of Binary Choice Models with Additive Fixed Effects and Nonlinear Index Functions
- Bootstrap of U-statistics under Cross-Sectional Dependence
- Nonlinear Beta Tests in Asset Returns
- Spectral Analysis of Sparse Covariance Estimators
- Valid Inference for Regression Models with Many Covariates and Network Dependence