Publications:
[1] "Likelihood Estimation and Inference in Threshold Regression ", 2012, Journal of Econometrics, 167, 274-294. [Code]
[2] "Asymptotics for Threshold Regression Under General Conditions", (with Yongqiang Zhao),
2013, Econometrics Journal, 16, 430-462. [Supplementary Materials]
[3] "Inconsistency of 2SLS Estimators in Threshold Regression with Endogeneity", 2013, Economics Letters, 120, 532-536.
[4] "The Bootstrap in Threshold Regression", 2014, Econometric Theory, 30, 676-714. [Supplementary Materials]
[5] "Rationalizing Beliefs", (with Li Zeng), 2014, Rationality and Society, 26, 425-445.
[6] "Consistency of the Least Squares Estimator in Threshold Regression with Endogeneity", 2015, Economics Letters, 131, 41-46.
[7] "Adaptive Estimation of the Threshold Point in Threshold Regression",
2015, Journal of Econometrics, 189, 83-100.
[Code] [Supplementary Materials]
[8] "Regression Discontinuity Designs with Unknown Discontinuity Points: Testing and Estimation", (with Jack Porter), 2015, Journal of Econometrics, 189, 132-147. [Code] [Supplementary Materials]
[9] "Understanding Estimators of Treatment Effects in Regression Discontinuity Designs", 2016, Econometric Reviews, 35, 586-637.
[10] "Asymptotically Optimal Differenced Estimators of Error Variance in Nonparametric Regression", (with Wenwu Wang), 2017, Computational Statistics & Data Analysis,
105, 125-143.
[11] "Threshold Regression with Endogeneity", (with Peter Phillips),
2018, Journal of Econometrics, 203, 50-68. [Code] [Supplementary Materials]
[12] "Threshold Regression Asymptotics: From Compound Poisson Process to Two-Sided Brownian Motion", (with Peter Phillips), 2018, Economics Letters, 172, 123-126. [Supplementary Materials]
[13] "Robust Estimation of Derivatives Using Locally Weighted Least Absolute Deviation Regression", (with Wenwu Wang, Lu Lin and Tiejun Tong), 2019, Journal of Machine Learning Research, 20(60), 1-49.
[14] "Threshold Regression With A Threshold Boundary", (with Xiaodong Fan), 2021, Journal of Business & Economic Statistics,
39, 953-971. [Supplementary Materials]
[15] "Equivalence of Two Least-Squares Estimators for Mediation Effects", (with Wenwu Wang, Yuejin Zhou, Tiejun Tong and Zhonghua Liu), 2021,
Current Psychology, forthcomging.
[16] "Nonequivalence of Two Least-Absolute-Deviation Estimators for Mediation Effects", (with Wenwu Wang), 2022, Test, forthcoming. [Supplementary Materials]
[17] "New Control Function Approaches in Threshold Regression with Endogeneity", (with Qin Liao and Peter Phillips), 2022, Econometric Theory, forthcoming. [Code] [Supplementary Materials] |