To Prospective Students

I welcome students interested in econometric theory to pursue Ph.D. or M.Phil. I expect students to be well prepared in mathematics, statistics and economics. Feel free to email me with your CV and self introduction.


Publications with Advisees

  • 2021: Zhentao Shi and #Jingyi Huang, “Forward-Selected Panel Data Approach for Program Evaluation,” Journal of Econometrics

  • 2021: Ji Hyung Lee, Zhentao Shi, and #Zhan Gao, “On LASSO for Predictive Regression” Journal of Econometrics

  • 2021: #Ka Yan Cheng, Naijing Huang and Zhentao Shi, “Survay-Based Forecasting: To Average or Not To Average,” in Vladik Kreinovich, Songsak Sriboonchitta, Woraphon Yamaka (eds.), Studies in Computational Intelligence: Behavioral Predictive Modeling in Economics, vol 897, pp 87-104, Springer-Verlag

  • 2020: #Zhan Gao and Zhentao Shi, “Implementing Convex Optimization in R: Two Econometric Examples,” Computational Economics


Students

  • Ph.D.
    • Jingyi Huang (2018, Barclays Capital Asia Limited)
  • M.Phil.
    • Hongqi Chen (2017, Ph.D. program at University of Illinois Urbana Champaign)
    • Zhan Gao (2018, Ph.D. program at University of Southern California)
    • Jinan Lin (2018, Ph.D. program at University of California Irvine)
    • Yang Chen (2019, Ph.D. program at CUHK)
    • Ka Yan Cheng (2021, Ph.D. program at Emory University)
  • Undergraduate Research Assistants
    • Zhan Gao (CUHK Math, 2016–2018, M.Phil. program at CUHK)
    • Ka Yan Cheng (CUHK Econ, 2018–2019, M.Phil. program at CUHK)
    • Cheuk Hei Yip (CUHK Econ, 2018–2019, MSc program at London School of Economics and Political Science)