• 

  Asset Returns and Macro Risks in the Long-run: A Low-Frequency Econometrics Analysis

• 

  Forecasting as a Robust Decision: Local Asymptotic Evaluation

• 

  Risk and Optimal Policies in Bandit Experiments

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  Inference for Heterogeneous Effects Using Low-Rank Estimation of Factor Slopes

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  Jumps, Realized Densities, and News Premia

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  Forecasting with Prior Wisdom on Group Structure

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  Dynamically optimal treatment allocation using Reinforcement Learning'

• GMM on Panel Model with Latent Group Heterogeneity

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  Exchange Rate Supervised Topic Modelling

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  Semiparametric Panel Model and Group Heterogeneity, with an application to Production Function

• Counterfactual inference and Experimental Design over Networks

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  Cross-sectional dynamics based on network structure

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  Inference After Estimation of Breaks

• Information Complementarities and Polarization in Networks

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  Two-Stage Maximum Score Estimators