VIVO: Cornell Research & Scholarship
Map Of Science
College of Arts and Sciences
member of graduate field
other Cornell affiliations
Center for Analytic Economics (CAE)
Center for Applied Mathematics (CAM)
economics of China
Time series and generalized spectral analysis
serial independence tests
diagnostic checking of time series models
heteroskedasticity and auto correlation consistent covariance matrix estimation
inference and forecast of exchange rates
nonparametric specification testing for continuous-time diffusion models
evaluation of out-of-sample probability density forecasts and value-at-risk forecasts
China's economic reforms
selected publications listing
"Wavelet-Based Testing for Serial Correlation of Unknown Form in Panel Models," with C. Kao, forthcoming in
"Generalized Spectral Tests for Conditional Mean Models in Time Series with Conditional Heteroskedasticity of Unknown Form," with Y. Lee, forthcoming in
Review of Economic Studies
"A Test for Volatility Spillover with Application to Exchange Rates"
Journal of Econometrics
"One-Sided Testing for ARCH Effects Using Wavelets" (with Jin Lee),
"Testing Serial Correlation of Unknown Form via Wavelet Methods" (with Jin Lee),
"Generalized Spectral Tests for Serial Dependence"
Journal of the Royal Statistical Society, Series B
"Hypothesis Testing in Time Series via the Empirical Characteristic Function: A Generalized Spectral Density Approach"
Journal of American Statistical Association
"A New Test for ARCH Effects and its Finite Sample Performance" (with R. Shehadeh),
Journal of Business and Economic Statistics
"Testing for Pairwise Serial Independence via the Empirical Distribution Function,"
Journal of the Royal Statistical Society
. Series B, 1998
"One Sided Testing for Autoregressive Conditional Heteroskedasticity in Time Series Models,"
Journal of Time Series Analysis
"Consistent Testing for Serial Correlation of Unknown Form"
"Testing for Independence between Two Covariance-Stationary Time Series"
"Consistent Specification Testing via Nonparametric Series Regression" (with H. White),
"China's Evolving Managerial Labor Market" (with T. Groves, J. McMillan and B. Naughton),
Journal of Political Economy
"Autonomy and Incentives in Chinese State Enterprises" (with T. Groves, J. McMillan and B. Naughton),
Quarterly Journal of Economics
speaker at Cornell event
Autoregressive Conditional Models for Interval-Valued Time Series Data
ECON-7200: Advanced Topics in Econometrics II - Spring 2014
STSCI-5999: Applied Statistics MPS Data Analysis Project - Spring 2014
STSCI-9999: Doctoral Level Dissertation Research - Spring 2014
ECON-3130: Statistics and Probability - Fall 2013
ECON-6190: Econometrics I - Fall 2013
STSCI-7999: Graduate Level Dissertation Research - Fall 2013
STSCI-9999: Doctoral Level Dissertation Research - Fall 2013
ECON-7200: Advanced Topics in Econometrics II - Spring 2013
STSCI-5999: Applied Statistics MPS Data Analysis Project - Spring 2013
STSCI-9999: Doctoral Level Dissertation Research - Spring 2013
ECON-3190: Introduction to Statistics and Probability - Fall 2012
ECON-6190: Econometrics I - Fall 2012
Ph.D. University of California, San Diego, 1993