Research

I am currently doing research with Prof. Kin Wai Chan on time series long-run variance estimation.

Manuscripts

X., Liu & K. W., Chan. (2022+). No-lose Converging Kernel Estimation of Long-run Variance. (Submitted)

R Software

X., Liu & K. W., Chan. (2022). convk: an R package for computing converging kernel estimators. (Available upon request)