Research | Weiguang Liu

Published journal article

Prediction Sets and Conformal Inference with Interval Outcomes
with Áureo de Paula and Elie Tamer

Submitted to Journal of Econometrics.
Normal Approximation for U-Statistics with Cross-Sectional Dependence
Revise and resubmit at Journal of Econometrics.
Optimal Promotional Cycles under Finite Customer Memory
with Will Ma, Chung-Piaw Teo, and Lan Wu
Estimating Covariance Structures in Multi-Period Asset Portfolios
with Oliver Linton
High-Dimensional Covariance Estimation with Structural Information
Testing the Number of Factors with Missing Observations
with Zhaocheng Zhang

Identification of Binary Choice Models with Additive Fixed Effects and Nonlinear Index Functions
with Áureo de Paula and Bo Honoré
Bootstrap of U-statistics under Cross-Sectional Dependence
Nonlinear Beta Tests in Asset Returns
with Oliver Linton
Spectral Analysis of Sparse Covariance Estimators
Valid Inference for Regression Models with Many Covariates and Network Dependence
with Cheuk Ng