2013 PhD, Economics, Boston University
2008 BA, Econometrics, Shanghai University of Finance and Economics
1. 'Comments on In-Sample Confidence Bands and Out-of-Sample Forecast Bands for Time-Varying Parameters in Observation Driven Models,' (with Pierre Perron), International Journal of Forecasting 32:891-892.
2. 'Modelling Exchange Rate Volatility with Random Level Shifts', (with Ye Li and Pierre Perron), Applied Economics, v.49, no.26, 2017 June, p.2579(11).
3. 'Forecasting return volatility: Level shifts with varying jump probability and mean reversion', International Journal of Forecasting 30, 2014, p449-463.
1. 'Robust Testing of Time Trend and Mean with Unknown Integration Order Errors,' with Pierre Perron and SeongYeon Chang , R&R at Journal of Time Series Analysis
2. 'Forecasting in the Presence of In and Out-of-Sample Breaks,' with Pierre Perron, under review.
3. 'Forecasting using common factors with parameter instability'
4. 'Functional Dynamic Factor Models,' with Tao Chen and Tianfang Ren