- October 09, 2020
I describe my research goal as to develop novel econometric and machine learning methods to solve empirical problems of finance and economics.
The methods I proposed during my Ph.D. research aimed to solve two challenges, namely high dimension and the approximation of the unknown functions. For high-dimensional problems, we proposed a method called Specification-Lasso, which can achieve variable-selection and model-selection at the same time. We also extended the power enhanced test in a group manner to strengthen the power of the conventional Wald test when the number of coefficients is diverging. In terms...
• When Will the Covid-19 Pandemic Peak? (with Oliver Linton)
Journal of Econometrics, Volume 220, Issue 1, September 2020, Pages 130-157
– We carry out...
Teaching Assistant for F500 Empirical Finance —————— Feb 2021 (Scheduled)
– The optional course for Mphil in Finance and Economics
Teaching Assistant for...
———2021.3.25 于 Cherwell Court
——-2020.05.17 于 Cherwell Court，Lockdown
——-2020.04.03 于 Cherwell Court