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).

As an econometric theorist, my research focuses on estimation and inference of machine learning methods for economic and financial big data. My research has been supported by the National Science Fund for Distinguished Young Scholars from the National Natural Science Foundation of China, and the General Research Fund from the Research Grants Council of Hong Kong. I am serving as Associate Editor of the Journal of Business & Economic Statistics and Young Editorial Board member of the China Finance Review International.

• Curriculum Vitae

• 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