← All authors Qingliang Fan Chinese University of Hong Kong (from arXiv:2401.01064, 2024) · ORCID · OpenAlex
30 papers in scope · 26 published · 7 on the econ.EM arXiv · 609 citations · h-index 10 (over the papers listed here)
Related authors The 20 authors closest to this one in our weighted citation graph, most related first.
Xiaosai Liao Xinjue Li Jia Zhang Zijian Guo Christiern Rose Éric Gautier Haokun Lu Xiaojun Song Daniel Jacob Yuan Ke Victor Chernozhukov Shunsuke Imai Ziwei Mei Christian Hansen Lucas Zhang Michael Lechner Lei Qin Yoon-Jae Whang Ryo Okui Nan Liu Proximity is measured over citations between two papers we both hold, weighted by how heavily one leans on the other, and is symmetric — it does not distinguish citing from being cited. Authors without a profile here are skipped, and a genuinely close colleague can be missing simply because their work is not in our arXiv corpus. Method: docs/06-citations-pipeline.md .
Papers (7 of 30)
A practitioner’s guide to AI+ML in portfolio investing
published 2026 · Econometric Reviews
A multiway cluster-robust test for stochastic dominance
published 2026 · Econometric Reviews
Portfolio Analysis in High Dimensions with Tracking Error and Weight Constraints
published 2026 · Journal of the American Statistical Association · 1 citations
working paper 2026 · arXiv
published 2024 · Journal of Business and Economic Statistics · 3 citations · first circulated 2022
published 2024 · Journal of the Royal Statistical Society Series B (Statistical Methodology) · 9 citations · first circulated 2022
working paper 2024 · arXiv
working paper 2023 · arXiv · 1 citations
Causal effect estimation with censored outcome and covariate selection
published 2023 · Statistics & Probability Letters · 3 citations
with Li Li, Pengfei Shi, Wei Zhong
Time-varying minimum variance portfolio
published 2022 · Journal of Econometrics · 9 citations · first circulated 2021
Endogenous Treatment Effect Estimation with a Large and Mixed Set of Instruments and Control Variables
published 2022 · The Review of Economics and Statistics · 6 citations
The impact of only child peers on students’ cognitive and non-cognitive outcomes
published 2022 · Labour Economics · 19 citations · first circulated 2021
with Xiqian Cai, Congying Yuan
Dummy endogenous treatment effect estimation using high‐dimensional instrumental variables
published 2021 · Canadian Journal of Statistics · 2 citations · first circulated 2020
with Wei Zhong, Wei Zhou, Yang Gao
Partners in debt: An endogenous non-linear analysis of the effects of public and private debt on growth
published 2021 · International Review of Economics & Finance · 18 citations
CEO early-life disaster experience and stock price crash risk
published 2021 · Journal of Corporate Finance · 211 citations · first circulated 2019
with Yangyang Chen, Xin Yang, Leon Zolotoy
Credit expansion, bank liberalization, and structural change in bank asset accounts
published 2021 · Journal of Economic Dynamics and Control · 6 citations · first circulated 2020
with Keqing Liu
Endogenous treatment effect estimation using high-dimensional instruments and double selection
published 2020 · Statistics & Probability Letters · 2 citations
with Wei Zhong, Yang Gao, Wei Zhou
published 2020 · Journal of Business and Economic Statistics · 93 citations · first circulated 2019
Identifying key factors in momentum in basketball games
published 2020 · Journal of Applied Statistics · 10 citations
with Tao Chen, Kai Liu, Lingshan Le
working paper 2020 · arXiv · 2 citations
Adaptive k -class estimation in high-dimensional linear models
published 2019 · Communications in Statistics - Simulation and Computation
with Wanlu Yu
LARGE SYSTEM OF SEEMINGLY UNRELATED REGRESSIONS: A PENALIZED QUASI-MAXIMUM LIKELIHOOD ESTIMATION PERSPECTIVE
published 2019 · Econometric Theory · 4 citations
The impact of temperature on gaming productivity: evidence from online games
published 2018 · Empirical Economics · 9 citations
with Xiaojia Bao
Game day effect on stock market: Evidence from four major sports leagues in US
published 2018 · Journal of Behavioral and Experimental Finance · 17 citations
with Ting Wang
Variable Selection for Structural Equation with Endogeneity
published 2017 · Journal of Systems Science and Complexity · 9 citations
with Wei Zhong
Designing an intelligent decision support system for effective negotiation pricing: A systematic and learning approach
published 2017 · Decision Support Systems · 26 citations
with Xin Fu, Xiao-Jun Zeng, Xin Luo, Di Wang, Di Xu
A functional data approach to model score difference process in professional basketball games
published 2016 · Journal of Applied Statistics · 30 citations
with Tao Chen
The impact of Shanghai–Hong Kong Stock Connect policy on A-H share price premium
published 2016 · Finance research letters · 57 citations
with Ting Wang
Nonparametric Additive Instrumental Variable Estimator: A Group Shrinkage Estimation Perspective
published 2016 · Journal of Business and Economic Statistics · 28 citations
with Wei Zhong
Hybrid generalized empirical likelihood estimators: Instrument selection with adaptive lasso
published 2015 · Journal of Econometrics · 34 citations
Assembled from arXiv and OpenAlex. Duplicate records for the same paper are merged, and the published version is shown where we could identify one. Corrections welcome.
Built from arXiv and OpenAlex. Supported by UKRI grant APP47921 (Martin Weidner, UCL · Francis J. DiTraglia, Oxford).