Working Papers

• Quantile Forward Regression in High-dimensional Distributional Counterfactual Analysis.
• Quantile Partial Correlation for Growth Vulnerabilities. With Tobias Adrian, Max-Sebastian Dovì, and Ji Hyung Lee. Submitted.
• Real-time Monitoring in Panel Quantile Regression Models with an Application to Global Inflation. With Liangjun Su and Yiren Wang. Submitted.
• Cointegrated Regressors: Where Folded Concave Penalties Go Beyond LASSO. With Chengwang Liao, Ziwei Mei, and Zhentao Shi. Submitted.

Publications

• Inference on Linear Quantile Regression with Dyadic Data. 2025. Journal of Statistical Planning and Inference.