Associate Professor
- Department of Economics, the Chinese University of Hong Kong
I work on econometric theory, with focus on estimation and inference of machine learning methods for economic and financial applications.
Contact GitHub support about this user’s behavior. Learn more about reporting abuse.
Report abuseAssociate Professor
I work on econometric theory, with focus on estimation and inference of machine learning methods for economic and financial applications.
Code for half-panel jackknife in panel local projection
Functions and replication files for Peter Phillips and Zhentao Shi (2021): "Boosting: Why You Can Use the HP Filter"