研究方向:
理论计量,金融计量,以及在金融实证和宏观经济学等方面的应用。
期刊论文:
[1]. Huang, W., S. Jin, P.C.B. Phillips, Su, L. (2021). "Nonstationary Panels with Latent Group Structures and Cross-Section Dependence." Journal of Econometrics, 221(1), 198-222.
[2]. Huang, W., S. Jin, and Su, L. (2020). “Identifying Latent Grouped Patterns in Cointegrated Panels.” Econometric Theory, 36(3), 410-456.
工作论文:
Detect Unobserved Heterogeneity in Efficient Prices via Classifier-Lasso (with Liangjun Su and Yuan Zhuang), conditionally accepted at Journal of Business & Economic Statistics.
Price Comovement of Chinese A- and H-Shares: Evidence from a Nonstationary Panel Model (with Yingjie Dong and Yiu-Kuen Tse), submitted.
Unified Inference for Panel Autoregressive Models with Grouped Heterogeneity (with Liangjun Su and Yiru Wang).
科研项目: