Research

(¹ indicates alphabetical order; ^* indicates the corresponding author(s))

You can also find my papers on my Google Scholar profile.

Publications and preprints under revision

Qiao, X., Wang, Z.¹, Yao, Q.^* and Zhang, B. (2025). Weight-calibrated estimation for factor models of high-dimensional time series, in revision at Journal of the American Statistical Association. [arXiv]
Li, D., Qiao, X.^* and Wang, Z.¹ (2025). Factor-guided estimation of large covariance matrix function with conditional functional sparsity. Journal of Econometrics, in press. [link]
Guo, S., Qiao, X.^*, Wang, Q. and Wang, Z.^1,* (2025). Factor modelling for high-dimensional functional time series. Journal of Business & Economic Statistics, in press. [link] [code]

Li, Y.^*, Wang, Z.^*, Imbert, M., Liang, Z.^* and Zhao, L. (2025). Defining organized R&D: Collective action for mission-oriented innovation. Humanities and Social Sciences Communications, forthcoming.
Li, Y.^*, Wang, Z., Lin, Z. and Gao, Y. (2025). Revisiting regional governance and regional development: Measurements, linkages and coupling effect. World Development, 185, 106816. [link]

Wang, Z., Qiao, X., Li, D.^* and Tong, H. (2025). On a new robust method of inference for general time series models. Submitted. [arXiv] [code]
Han, S., Li, Y.^* and Wang, Z. (2025). Reframing regional governance for urban welfare growth: Evidence from the Greater Bay Area of China. Submitted.
Wang, Z., Qiao, X., Li, D.^* and Tong, H. (2025). On the logistic quasi-MLE for null recurrent Markov chain. Manuscript.
Fan, Y.^*, Wang, Z.¹ and Wei, W. (2025). SLOACI: Surrogate leveraged online adaptive causal inference. Manuscript.

Fang, Q., Qiao, X. and Wang, Z.¹ (2025+). Time series Gaussian chain graph models: Identifiability and estimation.
Li, D., Qiao, X. and Wang, Z.¹ (2025+). Factor modeling for matrix-variate functional and longitudinal time series.
Chen, C., Qiao, X. and Wang, Z.¹ (2025+). Inference for high-dimensional error-in-variables vector autoregression.