Working Papers
"Lee Bounds with a Continuous Treatment in Sample Selection," with Ying-Ying Lee
"Bregman Model Averaging for Forecast Combination," with Yi-Ting Chen and Jiun-Hua Su
"Autoregressive Spectral Averaging Estimator," with Biing-Shen Kuo and Wen-Jen Tsay
"Model Selection and Model Averaging in Nonparametric Instrumental Variables Models," with Jing Tao
Publications
"Model Averaging Prediction for Possibly Nonstationary Autoregressions," with Tzu-Chi Lin, forthcoming in Journal of Econometrics
"Testing Monotonicity of Mean Potential Outcomes in a Continuous Treatment with High-Dimensional Data,"
with Yu-Chin Hsu, Martin Huber, and Ying-Ying Lee, forthcoming in the Review of Economics and Statistics
"A Unified Approach to Focused Information Criterion and Plug-In Averaging Method," with Xinyu Zhang, Statistica Sinica,
34(2), 771-792, 2024.
"Model Averaging for Asymptotically Optimal Combined Forecasts," with Yi-Ting Chen, Journal of Econometrics, 235(2), 592-607, 2023.
"Model Averaging Prediction by K-Fold Cross-Validation," with Xinyu Zhang, Journal of Econometrics, 235(1), 280-301, 2023.
"Focused Information Criterion and Model Averaging for Large Panels with a Multifactor Error Structure,"
with Shou-Yung Yin and Chang-Ching Lin, Journal of Business & Economic Statistics, 39(1), 54-68, 2021.
"Testing Generalized Regression Monotonicity," with Yu-Chin Hsu and Xiaoxia Shi, Econometric Theory, 35(6), 1146-1200, 2019.
"Inference after Model Averaging in Linear Regression Models," with Xinyu Zhang, Econometric Theory, 35(4), 816-841, 2019.
"Averaging Estimators for Kernel Regressions," Economics Letters, 171, 102-105, 2018.
"Model Averaging in Predictive Regressions," with Biing-Shen Kuo, Econometrics Journal, 19(2), 203-231, 2016.
-- MATLAB code replicating the empirical work reported in the paper is available here.
"Distribution Theory of the Least Squares Averaging Estimator," Journal of Econometrics, 186(1), 142-159, 2015.
-- MATLAB code replicating the empirical work reported in the paper is available here.
"Lee Bounds with a Continuous Treatment in Sample Selection," with Ying-Ying Lee
"Bregman Model Averaging for Forecast Combination," with Yi-Ting Chen and Jiun-Hua Su
"Autoregressive Spectral Averaging Estimator," with Biing-Shen Kuo and Wen-Jen Tsay
"Model Selection and Model Averaging in Nonparametric Instrumental Variables Models," with Jing Tao
Publications
"Model Averaging Prediction for Possibly Nonstationary Autoregressions," with Tzu-Chi Lin, forthcoming in Journal of Econometrics
"Testing Monotonicity of Mean Potential Outcomes in a Continuous Treatment with High-Dimensional Data,"
with Yu-Chin Hsu, Martin Huber, and Ying-Ying Lee, forthcoming in the Review of Economics and Statistics
"A Unified Approach to Focused Information Criterion and Plug-In Averaging Method," with Xinyu Zhang, Statistica Sinica,
34(2), 771-792, 2024.
"Model Averaging for Asymptotically Optimal Combined Forecasts," with Yi-Ting Chen, Journal of Econometrics, 235(2), 592-607, 2023.
"Model Averaging Prediction by K-Fold Cross-Validation," with Xinyu Zhang, Journal of Econometrics, 235(1), 280-301, 2023.
"Focused Information Criterion and Model Averaging for Large Panels with a Multifactor Error Structure,"
with Shou-Yung Yin and Chang-Ching Lin, Journal of Business & Economic Statistics, 39(1), 54-68, 2021.
"Testing Generalized Regression Monotonicity," with Yu-Chin Hsu and Xiaoxia Shi, Econometric Theory, 35(6), 1146-1200, 2019.
"Inference after Model Averaging in Linear Regression Models," with Xinyu Zhang, Econometric Theory, 35(4), 816-841, 2019.
"Averaging Estimators for Kernel Regressions," Economics Letters, 171, 102-105, 2018.
"Model Averaging in Predictive Regressions," with Biing-Shen Kuo, Econometrics Journal, 19(2), 203-231, 2016.
-- MATLAB code replicating the empirical work reported in the paper is available here.
"Distribution Theory of the Least Squares Averaging Estimator," Journal of Econometrics, 186(1), 142-159, 2015.
-- MATLAB code replicating the empirical work reported in the paper is available here.
