07/2014-present Associate Professor, School of Economics, SUFE
01/2014-06/2014 Assistant Professor, School of Economics, SUFE
08/2011-01/2014 Assistant Professor, School of Statistics and Management, SUFE
2005 - 2011 Doctor of Philosophy in Economics, New York University, USA
2001 - 2004 Master of Arts in Economics, Wuhan University, China
1997 - 2001 B.A. in Economics and B.S. in Mathematics , Wuhan University, China
- "Efficient Estimation of Copula-based Semiparametric Markov Models," (joint with Xiaohong Chen and Wei Biao Wu), Annals of Statistics, Volume 37, No. 6B, 4214-4253, 2009.
- "Uniform Inference in Predictive Regression Models," (joint with Rohit S. Deo and Willa W. Chen), Journal of Business & Economic Statistics, Volume 31, No. 4, 525-533, 2013.
- "Estimation of extreme value-at-risk: An EVT approach for quantile GARCH model," (joint with Xingdong Feng and Zhuo Huang), Economics Letters, 124, 378–381, 2014.
- "Is There a Structural Change in the Persistence of WTI-Brent Oil Price Spreads in the Post-2010 Period", (joint with Zhuo Huang and Wei Chen), Economic Modelling, 50, 64-71, 2015.
- "Forecasting Cointegrated Nonstationary Time Series with Time-varying Variance", (corresponding author, joint with Yundong Tu), Journal of Econometrics, 196, 83-98, 2017.
- "Semiparametric Identification of the Bid-Ask Spread in Extended Roll Models", (corresponding author, joint with Xiaohong Chen and Oliver Linton), Journal of Econometrics, forthcoming.
Work in Progress
- "Semiparametric Estimation of the Bid-Ask Spread in Extended Roll Models", with Xiaohong Chen, Oliver Linton and Stefan Schneeberger, submitted.
- "Balanced Predictive Regressions", with Yu Ren and Yundong Tu.
- "Estimation of Multivariate Semiparametric GARCH Filtered Copula Models", with Xiaohong Chen.
- "Bootstrap in Copula-based Semiparametric Markov Models", with Xiaohong Chen.
- "Goodness of fit test for copula functions based on martingale transformation", with Qiang Chen and Yuting Gong.
- 2005 - 2011 MacCracken Fellowship, NYU
- 2006 - 2007 Summer Fellowships, Department of Economics, NYU
- 2001 - 2004 Graduate Student Fellowships, Wuhan University
- 97, 98, 2000 Distinguished Undergraduate Scholarships (Top 5% in the class), Wuhan University
The Review of Economics and Statistics, Journal of Econometrics, Journal of Business and Economic Statistics, Journal of Financial Econometrics, the Journal of the Royal Statistical Society