Research

Publications

Working Papers

  • Tensor Factor Analysis of Global Supply Chains
  • Estimation of Tensor Factor Models with Missing Values (with Martin Lettau)
  • Determining the Number of Factors with Missing Observations (with Oliver Linton and Weiguang Liu)
  • Detection of Weak Granulars in Large Panels (with Yinfeng Zeng)
  • Impact of Horizontal Mergers on the Value of Suppliers and Customers

Work in Progress

  • Non-negative Tensor Factor Models
  • Tensor Factor Analysis of U.S. County-County Commuting Flows (with River Chen)
  • Tensor Factor Analysis of Institutional Stock Holdings