Qingsong Yao

Estimating High Dimensional Monotone Index Models by Iterative Convex Optimization." Journal of Econometrics, 2025, 252 (Part B), 105901 (with Shakeeb Khan, Xiaoying Lan, and Elie Tamer).

Quantile Control via Random Forest." Journal of Econometrics, 2025, 249 (Part A), 105789  (with Qiang Chen and Zhijie Xiao).

Model Averaging for Nonlinear Regression Models." Journal of Business & Economic Statistics, 2022, 40(2): 785-789 (with Yang Feng, Qingfeng Liu, and Guoqing Zhao).

Model Averaging Estimation for Conditional Volatility Models with an Application to Stock Market Volatility Forecast." Journal of Forecasting, 2020, 39(5): 841-863 (with Qingfeng Liu and Guoqing Zhao).