研究分野 主な関心領域
応用計量経済学、実証的社会ネットワークモデルと分析、金融計量経済学
学歴
2008年 - 2013年 香港中文大学 経済学博士
2006年 - 2008年 香港中文大学 経済学修士（M.Phil.）
2002年 - 2006年 清華大学 ファイナンス学士
職歴
2021年 - 東北大学 准教授
2014年 - 2021年 マカオ大学経済学部 助教授
主な著作物
- [1] Indian Buffet Process Factor Model for Counterfactual Analysis, 2023, Econometric Reviews, forthcoming.
- [2] Social Network Matters: Capital Structure Risk Control on REITs (with Rose Neng Lai and Zhenjiang Qin), 2023, Journal of Real Estate Finance and Economics, 66 (3).
- [3] Financial Relief Policy and Social Distancing During the COVID-19 Pandemic (with Cody Yu-Ling Hsiao and Nan Zhou), 2022, PLOS Global Public Health, 2 (6).
- [4] A Two-Step Quantile Regression Method for Discretionary Accounting (with Andreas Karathanasopoulos, Chia Chun Lo and May Huaxi Zhang), 2022, Review of Quantitative Finance and Accounting, 59, 1-22.
- [5] On Time and Frequency-varying Okun’s Coefficient: A New Approach Based on Ensemble Empirical Mode Decomposition (with Myeong Jun Kim and Sung Y. Park), 2021, Empirical Economics, 61 (3), 1151-1188.
- [6] Lucky Lots and Unlucky Investors (with Tao Chen, Andreas Karathanasopoulos, and Chia Chun Lo), 2020, Review of Quantitative Finance and Accounting, 54 (2), 735-751.
- [7] Spatial Modeling Approach for Dynamic Network Formation and Interactions (with Xiaoyi Han and Chih-Sheng Hsieh), 2019, Journal of Business & Economic Statistics, 39 (1), 120-135.
- [8] Dirichlet Process Hidden Markov Multiple Change-point Model (with Terence T. L. Chong and Pulak Ghosh), 2015, Bayesian Analysis, 10 (2), 275-296.
- [9] Multivariate Density Forecast Evaluation: A Modified Approach (with Sung Y. Park), 2013, International Journal of Forecasting, 29 (3), 431-441.
