Counterfactual: An R Package for Counterfactual Analysis
with Victor Chernozhukov, Iván Fernández-Val, and Blaise Melly
The R Journal, Volume 9, Issue 1, June 2017, pp. 370-384

A Comparative Study of Causal Reward Design
with Xinlei Pan (UC Berkeley)
Causal Machine Learning Workshop (ICML 2018)
Spotlight Presentation

Nonlinear Factor Models for Network and Panel Data (with Iván Fernández-Val (BU) and Martin Weidner (UCL) )
Journal of Econometrics

Analysis of Networks via the Sparse β-Model (with Kengo Kato (Cornell) and Chenlei Leng (Warwick))
Journal of the Royal Statistical Society: Series B

High Dimensional Latent Panel Quantile Regression with an Application to Asset Pricing (with Alexandre Belloni (Duke), Oscar Hernan Madrid Padilla (UCLA), and Zixuan (Kevin) Wang (Harvard))
Annals of Statistics



Estimation of Nonlinear Panel Models with Multiple Unobserved Effects
*Reject&Resubmit at Review of Economics and Statistics
*Co-Winner of LABOUR Prize, Seventh Italian Congress of Econometrics and Empirical Economics (ICEEE 2017)
*First mentioned by Professor William Greene, in class teaching here
*Chapter One of  My Thesis, Honorable Mention for Arnold Zellner Thesis Award Competition, Journal of Business and Economic Statistics, 2017

Quantile Graphical Models: Prediction and Conditional Independence with Applications to Systemic Risk  (with Alexandre Belloni (Duke) and Victor Chernozhukov (MIT))
*Revise&Resubmit at Journal of Econometrics

Deep Reinforcement Learning in a Monetary Model (with Andreas Joseph (Bank of England)Michael Kumhof (Bank of England), Xinlei Pan (UC Berkeley), Rui Shi (Warwick), Xuan Zhou (Deakin))

“Dating Structural Breaks using Lasso-Type Estimators” (with Pierre Perron (BU) )

Rearrangement: Rearrangement in R” (with Wesley Graybill, Victor Chernozhukov, Iván Fernández-Val and Alfred Galichon)
R package
March 2016

Counterfactual Analysis in R” (with Victor Chernozhukov, Iván Fernández-Val and Blaise Melly)
R package
September 2016

Journal of Econometrics (20), Journal of Business & Economic Statistics (7), Econometric Reviews, Econometric Theory (7), Statistica Sinica, Annals of Economics and Statistics, Economic Inquiry, Econometrics and Statistics, Biometrika, Journal of the American Statistical Association (3), Review of Economics and Statistics (3), Annals of Statistics, Bank of England Staff Working Paper Series, Oxford Bulletin of Economics and Statistics (2), Journal of Applied Econometrics (2), Electronic Journal of Statistics, Review of Economic Studies (2), Journal of the Royal Statistical Society: Series B, Journal of Machine Learning Research

The Netherlands Organisation for Scientific Research VENI grant
ERC Consolidator Grant
Research Grants Council (RGC) of Hong Kong (twice)