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Working papers

1.
Large Network Autoregressions with Unknown Adjacency Matrix.
2.
Estimating high-dimensional Markov-switching VARs.
Under revision.
3.
A Survey of Models and Methods Used for Forecasting When Investing In Financial  Markets (with N. Swanson)
Submitted.
4.
 
High-dimensional forecast combinations for emergency department demand
Submitted.
With Peihong Guo, Wen Ye Loh, Esther Li Wen Choo, Borame Sue Lee Dickens, Kelvin Bryan Tan, John Abishgenadan, Pei Ma, and Jue Tao Lim.

Work-in-progress

1.
Nonparametric Time-Varying Local Projections.
2.
High-Dimensional Time-varying Forecast Combination under General Loss Functions (with B. Chen).
3.
Deep Learning for Unstable Mixed Frequency Regressions. 

Other work (public health)

Societal Adaptation to Aging and Prevalence of Depression Among Older Adults: Evidence From 20 Countries.
The Milbank Quarterly (2023); Media coverage
with Robin Richardson, Katherine Keyes, Cynthia Chen, John Rowe, and Esteban Calvo.
Gender differences in countries’ adaptation to societal ageing: international cross-sectional comparison.
The Lancet Healthy Longevity (2021); Media coverage
with Cynthia Chen, John W. Rowe, and the Research Network on an Ageing Society.
Estimating direct and spill-over impacts of political elections on COVID-19 transmission using synthetic control methods
PLoS Computational Biology (2021); Media coverage
Lead co-author with Jue Tao Lim, Sok Teng Tan, Suan Ee Ong, Jane Mingjie Lim, Joel Ruihan Koo, Haoyang Sun, Minah Park, Ken Wei Tan, Joanne Yoong, Alex R. Cook, and Borame Sue Lee Dickens.
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