Research
Publications
Working Papers
  • Identification and Estimation of Parameter Instability in High Dimensional Approximate Factor Models
    Ruiqi Liu and Yiru Wang, 2023
    Revision at Journal of Applied Econometrics

  • Statistical Inference with Stochastic Gradient Methods under $\phi$-mixing Data
    Ruiqi Liu, Xi Chen and Zuofeng Shang, 2023
    Minor Revision at Journal of the American Statistical Association