个人简介
工作经历 青年副研究员/助理教授，复旦大学管理学院 2022 年 9 月 - 至今 教育背景 美国普渡大学，丹尼尔斯商学院，经济学博士 2016 - 2022 中国科学技术大学，统计与金融系，统计学硕士 2014 - 2016 -意大利罗马大学，交换生，2016 年春 中国科学技术大学，统计与金融系，金融学学士 2011 - 2014 -化学物理学系, 2010 - 2011 科研获奖 2022.01,Denis Sargan Econometrics Prize,Royal Economic Society 2021.05,Bilsland Dissertation Fellowship,Purdue University
研究领域
计量经济学，实证金融，实证宏观
近期论文
"Multistep Forecast Averaging with Stochastic and Deterministic Trends", with Mohitosh Kejriwal and Linh Nguyen, 2023, Econometrics, forthcoming. [link] "Large Order-Invariant Bayesian VARs with Stochastic Volatility", with Joshua Chan and Gary Koop, 2023, Journal of Business and Economic Statistics, forthcoming. [pdf] "Indirect Inference Estimation of Dynamic Panel Data Models", with Yong Bao, 2023, Journal of Econometrics, Volume 235, Issue 2, 1027-1053. [pdf] "Fast and Accurate Variational Inference for Large Bayesian VARs with Stochastic Volatility", with Joshua Chan, 2022, Journal of Economic Dynamics and Control, Vol 143, 104505. [pdf][code] "A Two-Step Procedure for Testing Partial Parameter Stability in Cointegrated Regression Models", with Mohitosh Kejriwal and Pierre Perron, 2022, Journal of Time Series Analysis, 43, 219–237. [pdf][code] "Generalized Forecast Averaging in Autoregressions with a Near Unit Root", with Mohitosh Kejriwal, 2021, Econometrics Journal, 24, 83-102. [pdf][code] "Bootstrap Procedures for Detecting Multiple Persistence Shifts in a Heteroskedastic Time Series", with Mohitosh Kejriwal and Pierre Perron, 2020, Journal of Time Series Analysis, 41, 676-690. [pdf][code] Working Papers "Inference in Mildly Explosive Autoregressions under Unconditional Heteroskedasticity", with Mohitosh Kejriwal, 2021, Econometric Theory, R&R. [pdf] "VARs with Factor Stochastic Volatility: Identification, Order Invariance and Structural Analysis", with Joshua Chan and Eric Eisenstat, 2022. [pdf] "Large Structural VARs with Multiple Sign and Ranking Restrictions", with Joshua Chan and Christian Matthes, 2023. [pdf]