CV

 

EMPLOYMENT AND AFFILIATION
Associate Professor, Department of Economics, University of Warwick, UK, April 2021 – present
Assistant Professor, Department of Economics, University of Warwick, UK, September 2015 – March 2021
Research Associate, CeMMAP, September 2015 – present
External Fellow, Centre for Panel Data Analysis, University of York, June 2017 – present
Turing fellow, the Alan Turing Institute, UK’s National Institute for Data Science and Artificial Intelligence, February 2018 – present
External Examiner, London School of Economics, September 2018 – present

VISITING POSITIONS
Visiting Scholar, Department of Economics, Stanford University, October 2022 – January 2023
Visiting Assistant Professor, Department of Economics, UC Berkeley, September – December 2017
Visiting Graduate Fellow, Federal Reserve Bank of Boston, August 2013 – 2015

INVITED SHORTER VISITS
MIT, Department of Economics, November 2019
Boston University, Department of Economics, October 2019
UC Berkeley, Department of Statistics, August – September 2018
University of Cambridge, INET Visitor, May 2018
Singapore Management University, April 2018
University of Tokyo, Center for International Research on the Japanese Economy(CIRJE), April-May 2017
Institute of Statistical Mathematics, Tokyo, April 2017

EDUCATION
Ph.D., Economics, Boston University, Boston, US, May 2015
Dissertation: Research Related to High Dimensional Econometrics
Dissertation Committee: Pierre Perron, Iván Fernández-Val, Marc Rysman, Victor Chernozhukov (MIT)
*Honorable Mention for Arnold Zellner Thesis Award Competition, Journal of Business and Economic Statistics, 2017

B.A., Information and Computing Science, Shanghai University, Shanghai, China, July 2009

PG Diploma, University of Warwick, PCAPP, November 2019

FIELDS OF INTEREST
Econometrics, Time Series Econometrics, Financial Econometrics, Empirical IO

TEACHING
Topics in Advanced Econometrics (second year Ph.D.), new module on Causal Inference + Machine Learning, Department of Economics, University of Warwick, Spring 2019, 2020, 2021, 2022
Advanced Econometric Theory (first year Ph.D.), Department of Economics, University of Warwick, Spring 2016, Spring 2017, Spring 2018
Research in Applied Economics (undergraduate thesis), Department of Economics, University of Warwick, Fall 2015 – Spring 2016, Fall 2016 – Spring 2017, Spring 2019
Teaching Assistant, Statistics for Business and Economics, Department of Economics, Boston University, Spring 2011
Teaching Assistant, Introduction to Econometrics, Department of Economics, Boston University, Spring 2011

ACADEMIC WORK EXPERIENCE
Research Assistant, Professor Pierre Perron, Department of Economics, Boston University, Fall 2010, Spring 2014, Fall 2014
Research Assistant, Professor Iván Fernández-Val, Department of Economics, Boston University, Summer 2011-Spring 2012, Spring 2013- Fall 2013
Research Assistant, Professor Marc Rysman, Department of Economics, Boston University, Fall 2011, Spring 2012, Summer 2012, Fall 2012
Research Assistant, Professor Joshua Lustig, Department of Economics, Boston University, Summer 2011

FELLOWSHIPS, HONORS AND AWARDS
Turing PDRA Award 2020-2021 (CI, £58,454)
ESRC/NIESR Award  2019-2020 (PI, £44,987)
Alan Turing Institute-HSBC-ONS Economic Data Science Awards 2018-2019 (PI, £78,000)
Turing Workshop Funding (Co-PI, £6,000)
Alan Turing Institute Seed Funding (Co-PI, £4,500)
Honorable Mention for Arnold Zellner Thesis Award Competition, Journal of Business and Economic Statistics, 2017
Co-Winner of LABOUR Prize, Seventh Italian Congress of Econometrics and Empirical Economics (ICEEE 2017)
Travel Grant Awards, Econometric Society World Congress, August 2015
Travel Grant, Department of Economics, Boston University, June 2013
Dean’s Fellowship, Boston University, Fall 2009–Spring 2011
Teaching Fellowship, Department of Economics, Boston University, Fall 2009, Spring 2010
Research Grant, Shanghai Government, China, Fall 2008 – Spring 2009
Academic Scholarship, Shanghai University, 2005-2009
Outstanding Graduate, Shanghai University, 2009
2nd prize, Contemporary Undergraduate Mathematical Contest in Modeling, October 2008

CONFERENCES
Workshop on High-Dimensional Statistics, University of York, Feb 2023 (Invited, scheduled)
Workshop on
Econometric and Big Data Analyses of Global Economy, Financial Markets and Economic Policies, Liverpool University Management School, June 2022 (Invited)
Workshop on Causal Inference with Big Data, BIRS Banff, August 2020 (Invited, Cancelled)
European Meeting of Statisticians, Palermo, Italy, July 2019 (Invited)
2019 SUFE Econometrics Workshop, Shanghai, June 2019 (Invited)
Cemmap/Xiamen Workshop, Advances in Econometrics, Xiamen, June 2019 (Invited)
Big Data Methods in Econometrics and Finance Conference, May 2019, University of Cambridge (Invited) 
1st Southampton Workshop in Econometrics and Statistics, April 2019 (Invited)
Royal Economic Society Annual Conference, April 2019 (Special Session)
Bank of England, Modelling with Big Data and Machine Learning, November 2018
2018 SUFE Econometrics Workshop, June 2018 (Invited)
2018 China Meeting of the Econometric Society, June 2018
2018 International Symposium on Financial Engineering and Risk Management, June 2018, Shanghai, China (Invited)
Cambridge University, Big Data in Financial Markets, May 2018 (Invited)
2018 York Econometrics Symposium, April 2018 (Invited)
2017 California Econometrics Conference, Stanford Graduate School of Business and SIEPR, October 2017
2017 International Panel Data Conference (IPDC), Thessaloniki, Greece, July 2017
3rd UCL Workshop on the Theory of Big Data, London, UK, June 2017
2017 Asian Meeting of the Econometric Society, Hong Kong, June 2017 (Invited)
Seventh Italian Congress of Econometrics and Empirical Economics (ICEEE 2017), Italy, January 2017 (Co-Winner of LABOUR Prize)
11th International Conference on Computational and Financial Econometrics, Spain, December 2016 (Invited Session)
Econometric Society European Winter Meeting, Milan, Italy, December 2015
Econometric Society World Congress, Montreal, Canada, August 2015
Econometrics Summer Masterclass and Workshop, University of Warwick, Coventry, UK, June 2015
Boston University/Boston College Green Line Econometrics Meeting, Boston, MA, November 2013, December 2014
International Symposium on the Analysis of Panel Data, Xiamen University, June 2013

SEMINARS
2023 (scheduled):  University of Liverpool, Lancaster University

2021-2022: UCL, Queen Mary University of London

2020: University of Kent, Turing-ONS-FCA seminar, SUFE, Alibaba, Essex

2019: Queen Mary University of London, Bank of England, U. Carlos III de Madrid (Stats Department), CEMFI, Boston University, Warwick (Stats Department)

2018Erasmus University Rotterdam, University of Mannheim, University of Cambridge (Lunch seminar), Aarhus University, University of York (Math), Durham University (Business School), London School of Economics and Political Science

2017: University of Tokyo, Institute of Statistical Mathematics, UC Berkeley, UC Davis, University of Southern California, Stanford University

2016: Bristol, Humboldt U. Berlin, Boston College, Warwick (Stats Department), University of Connecticut

2015: Cambridge, Iowa, LSE, NYU Shanghai, Queen’s, RPI, UIUC, UPenn, U Washington, Warwick

Ph.D. ADVISING
Zizhong Yan (@Warwick Economics, joint with Sascha Becker (Warwick) and Michael Pitt (Kings), now Assistant Professor at Jinan University)
Nikolas Kuhlen (@Alan Turing Institute, joint with Chenlei Leng (Warwick Statistics) and Stephen Hansen (UCL Economics))

OTHERS
Co-organizer, Turing workshop on “Statistics of Network Analysis“, 29-30 May 2018, sponsored by the Alan Turing Institute.

(Co-)organizer, Econometrics Seminars and Workshop Series at Warwick, 2015 – present
Link for 2016
Theme: High Dimensional Econometrics/Statistics
Masterclasses delivered by Victor Chernozhukov (MIT), topics on Machine Learning in Econometrics

Link for 2017
Theme: Panel Data
Masterclasses delivered by Bo Honoré (Princeton), topics on Panel Data Models

Link for 2018
Theme: Network Analysis
Masterclasses delivered by Bryan Graham (UC Berkeley), topics on Econometrics Analysis of Network Data

Link for 2019
Theme: Causal Inference
Masterclasses delivered by Donald Rubin (Harvard), topics on Causal Inference
Junior Hiring Committee, 2015-2017

Co-Organizer of the Turing Institute/UCL/CeMMAP Workshop on “Causal Learning with Interactions”, 11-12 December 2019,  in London

Conference Program Organization
2021      Member of the Scientific Program Committee of the Bank of England Virtual Conference on New Methods and Applications for Macroeconomic Policy
2020     Member of the Scientific Program Committee of the Bank England Virtual Conference on “Modelling with Big Data & Machine Learning: Measuring Economic Instability
2019     Member of the Scientific Program Committee of the Bank England Conference on “Modelling with Big Data and Machine Learning: Interpretability and Model Uncertainty”, held at the Bank of England

Examiner for PhD Defense
August 2022  External Examiner for the Viva of  Pu Wang (now Assistant Professor at Shandong University), the University of Hong Kong, Business School
July 2020      External Examiner for the Viva of Jayeeta Bhattacharya (now Lecturer at the University of Southampton), Queen Mary University of London