Research

(¹ indicates alphabetical order or co-first author; ^* indicates corresponding author(s))

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

Publications

Qiao, X., Wang, Z.^1,*, Yao, Q. and Zhang, B. (2026). Weight-calibrated estimation for factor models of high-dimensionsal time series. Journal of the American Statistical Association, in press. [journal] [arXiv] [code]
Guo, S., Qiao, X.^*, Wang, Q. and Wang, Z.^1,* (2026). Factor modeling for high-dimensional functional time series. Journal of Business & Economic Statistics, 44(1), 106-119. [journal] [arXiv] [code]
Li, D., Qiao, X.^* and Wang, Z.¹ (2025). Factor-guided estimation of large covariance matrix function with conditional functional sparsity. Journal of Econometrics, 251, 106070. [journal] [arXiv] [code]

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. [journal]
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, 12, 1512. [journal]

Fan, Y.^*, Wang, Z.¹ and Wei, W. (2026). SLOACI: Surrogate-leveraged online adaptive causal inference, under major revision for Journal of the American Statistical Association. [arXiv]
Wang, Z., Qiao, X., Li, D.^* and Tong, H. (2026). On a new robust method of inference for general time series models, under major revision for Journal of Econometrics. [arXiv] [code]
Wang, Z., Qiao, X., Li, D.^* and Tong, H. (2026). On robust inference for null recurrent time series, under revision for Econometric Theory.
Fang, Q., Qiao, X.^* and Wang, Z.¹ (2026). Time series Gaussian chain graph models, under rejection and resubmission for Journal of the American Statistical Association. [arXiv]
Han, S., Li, Y.^* and Wang, Z. (2026). Reframing regional governance for urban welfare growth: Evidence from the Greater Bay Area of China. Submitted. [SSRN]
Wang, Z., Qiao, X. and Li, D. (2026+). Matrix functional factor models with partial observations. Manuscript.
Chen, C., Qiao, X. and Wang, Z.¹ (2026+). Inference for high-dimensional error-in-variables vector autoregression. Manuscript.
Zhou, Y. Q., Wang, Z.¹, Qiao, X. and Li, D. (2026+). Differentially private adaptive Neyman allocation for sequential experiments. Manuscript.
Li, D., Qiao, X., Wang, Z.¹ and Zhou, Y. (2026+). Confidence-driven sequential active inference with multi-LLM annotations. Manuscript.