Selected Publications: *Corresponding author

[1]. Leng, X.,  Sojli, E., Tham, W.  and  Wang, W. (2025). Time-varying Group Unobserved Heterogeneity in Finance. Journal of Business & Economic Statistics, forthcoming

[2]. Hou, Y., *Leng, X., Peng, L. and Zhou, Y. (2024). Panel Quantile Regression for Extreme Risk. Journal of Econometrics, 240, 105674

[3]. Huang, H., Jiang, L., *Leng, X. and Peng, L. (2023).  Bootstrap Analysis of Mutual Fund Performance. Journal of  Econometrics, 235,239-255

[4]. Leng, X., Chen, H. and  Wang, W. (2023). Multi-dimensional Latent Group Structures with Heterogeneous Distributions. Journal of  Econometrics, 233, 1-21

Working Papers

Debiased inference for dynamic nonlinear models with two-way fixed effects. (with Jiaming Mao and Yutao Sun)

Asymptotics of CoVaR inference in two-quantile-regression. (with Yi He, Liang Peng and Yanxi Hou)