Theoretical and Applied Econometrics
Machine Learning
Estimation of Heterogeneous Treatment Effects Using Quantile Regression with Interactive Fixed Effects
with Ruofan Xu, Jiti Gao and Yoon-Jae Whang
Econometric Reviews, forthcoming
Not Eliminate but Aggregate: Post-Hoc Control over Mixture-of-Experts to Address Shortcut Shifts in Natural Language Understanding
with Ukyo Honda, Peinan Zhang, Masato Mita
Transactions of the Association for Computational Linguistics, 2024, 12, pp. 1268–1289
Bivariate Distribution Regression with Application to Insurance Data
with Yunyun Wang and Dan Zhu
Insurance: Mathematics and Economics, 2023, 113, pp. 215-232
Heterogeneous Impact of the Minimum Wage: Implications for Changes in Between- and Within-Group Inequality
with Ken Yamada
Journal of Human Resources, 2023, 58(1), pp. 335-362.
The Effect of Human Mobility Restrictions on the COVID-19 Transmission Network in China
with Wei Wei and Dan Zhu
PLoS One, July 2021
Inference Related to Common Breaks in a Multivariate System with Joined Segmented Trends with Applications to Global and Hemispheric Temperatures
with Francisco Estrada, Dukpa Kim, Pierre Perron
Journal of Econometrics, January 2020, 214(1), pp. 130-152.
Indirect Inference with a Non-Smooth Criterion Function
with David Frazier and Dan Zhu
Journal of Econometrics, October 2019, 212(2), pp. 623-645.
Quantile Treatment Effects in Difference in Differences Models under Dependence Restrictions and with only Two Time Periods
with Brantly Callaway and Tong Li
Journal of Econometrics, October 2018, 206(2), pp. 395-413.
Testing for Common Breaks in a Multiple Equations System
with Pierre Perron
Journal of Econometrics, May 2018, 204(1) pp. 66–85.
The Cross-Quantilogram: Measuring Quantile Dependence and Testing Directional Predictability between Time Series
with Heejoon Han, Oliver Linton and Yoon-Jae Whang
Journal of Econometrics, July 2016, 193(1), pp. 251-270.
Set Identification of the Censored Quantile Regression Model for Short Panels with Fixed Effects
with Tong Li
Journal of Econometrics, October 2015, 188(2), pp. 363–377.
Divorce Law Reforms and Divorce Rates in the U.S.: An Interactive Fixed Effects Approach
with Dukpa Kim
Journal of Applied Econometrics, March 2014, 29(2), pp. 231-245.
Estimating Structural Changes in Regression Quantiles
with Zhongjun Qu
Journal of Econometrics, June 2011, 162(2), pp. 248-267.
Juvenile Crime and Punishment: Evidence from Japan
Applied Economics, 2009, 41(24), pp. 3103-3115.
Estimating Distributional Treatment Effects in Randomized Experiments: Machine Learning for Variance Reduction
with Undral Byambadalai, Shota Yasui
International Conference on Machine Learning (ICML) 2024, July 2024
Safe Collaborative Filtering
with Riku Togashi, Naoto Ohsaka, Tetsuro Morimura
International Conference on Learning Representations (ICLR) 2024, May 2024
Regression Adjustment for Estimating Distributional Treatment Effects in Randomized Controlled Trials
with Shota Yasui, Yuta Hayakawa, Undral Byambadalai, July 2024
Inflation Target at Risk: A Time-Varying Parameter Distributional Regression
with Yunyun Wang and Dan Zhu, Mar 2024
Distributional Vector Autoregression: Eliciting Macro and Financial Dependence
with Yunyun Wang and Dan Zhu, Feb 2023
Semiparametric Single-Index Estimation for Average Treatment Effects
with Difang Huang and Jiti Gao, June 2022
Grant-in-Aid for Scientific Research (C) (24K04821), 2024-2027
Grant-in-Aid for Research Activity Start-up (23K18807), 2023-2024
Australian Research Council (ARC) Discovery Projects (with Pierre Perron and Zhongjun Qu), 2021-2024
Australian Research Council (ARC) Discovery Projects (with Tong Li), 2019-2022
Academic Research Fund (Tier 1), Ministry of Education, Singapore, 2016-2019
Academic Research Fund (Tier 1), Ministry of Education, Singapore, 2013-2016