I am Associate Professor from Department of Economics, the Chinese University of Hong Kong (CUHK). I studied at Zhejiang University (B.A.), Peking University (M.A.), and Yale University (Ph.D.). I embarked on my academic career at CUHK, where I returned after a stint at Georgia Institute of Technology (Atlanta campus).

I am an econometrician. My research focus on the asymptotic theory of estimation and inference of machine learning methods for economic and financial applications with big data and high-dimensional models.


  • Email: zhentao.shi at cuhk dot edu dot hk
  • Fax: (852) 2603-5805
  • Address: 934 Esther Lee Building, the Chinese University of Hong Kong, Shatin, New Territories, Hong Kong SAR, China