No. 38 Xueyuan Road
Haidian District
Beijing, Beijing 100871
China
Peking University
Approximate Maximum Likelihood Estimator; Network Data Analysis; Paired Maximum Likelihood Estimator; Spatial Autocorrelation
Convergence rate, Generalized functions, Quadratic approximation, Regular function sequence
Additive single index models; generalized function; nonstationary time series; quadratic approximation; regular function sequence
Cointegration, Correlation measure, Functional coefficient regression, Marginal integration, Nonstationary time series.
Additive index model, robust estimation; stationary process, time trend, unit root process
Bubble detection, Sequential least squares, Multiple structural breaks, Sample splitting.
