My Research Interests
My research builds a methodological bridge connecting real data and economic and financial theories which enhances people's understanding real world. Also, I develop new econometric techniques to analyze unknown relationships. The methods I has invented are used to understand how variables influence housing prices, stock returns, foreign direct investment, exchange rates, biochemical oxygen demand, advertising, and climate change, among others.
In particular, my current research interests include both theoretical and applied econometrics, panel data analysis, financial econometrics, risk management, economic analysis and prediction, economic and social program evaluation, non-stationary and nonlinear time series modeling, nonparametric econometrics, and data science and related fields, among others.