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Working Paper:

1. Conditional Heteroskedasticity with Risk Spillover Through Networks: An Exponential GARCH Approach (Job Market Paper)

2. Social Networks with Heterogeneity and Group Fixed Effects: A Likelihood Approach (with Yanli Lin)

3. LM Tests for Heterogeneous Spatial Correlations with Application in Housing Market

4. Spatial Heteroskedasticity and Spill-over Effect on Volatility: A GARCH-like Model

Research in Progress:

1. Dynamic Spatial Panel with Markov-Switching Common Shocks (with Pingchuan Ma)

2. Go with the flow? The role of Cohort Peers on Post-graduation Location Choices (with Bo Wang)

Conference Presention:

2020 Micro Lunch Seminar at The Ohio State University, Columbus, Ohio, USA (online)

2021 European Winter Meeting of the Econometric Society 2021, Barcelona, Spain (online)

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