Book Chapters

  1. Model Uncertainty, State Uncertainty, and State-space Models, with Jun Nie and Eric R. Young (2012), in State Space Models --- Application in Economics and Finance, Springer-Verlag. [PDF version]
  2. Social Status and the Term Structure of Interest Rates in Stochastic Production Economies, with Liutang Gong and Heng-fu Zou (2009), in Economic Dynamics: Theory, Games and Empirical Studies, Nova Science Publisher.
















*: Papers posted here are supported by the Hong Kong Government's General Research Fund (GRF) under grant No. 747707H, 748209H, 749510H, and HKU Seed Funding Programme for Basic Research.