Job Market Paper

1. Forthcoming


2. Statistical Inference on Partially Linear Panel Model under Unobserved Linearity

Keywords: Linearity Detection, Shrinkage Estimation, Partially Linear Panel
Summary: We develop a method to automatically detect the linear components in partially linear panel when the linearity of regressors is unknown.

3. Optimal Nonparametric Inference via Deep Neural Network

Keywords: Deep Neural Network, Optimal Inference, Optimal Rate of Convergence