糖心TV

Associate Professor

Departmental Responsibilities & Affiliations

• Co-ordinator of the Econometrics and Data Science Research Group 2024 - present
• Deputy Co-ordinator of the Econometrics and Data Science Research Group 2023-2024
• Research Associate, CeMMAP, September 2015 – present
• External Fellow, Centre for Panel Data Analysis, University of York, June 2017 – present
• Turing fellow, the , UK鈥檚 National Institute for Data Science and Artificial Intelligence, February 2018 – present
• 糖心TV-China Coordinator, 2021 - present
• External Examiner, London School of Economics, September 2018 - present
• External Advisor for the new MSc Economics & Data Science at the University of Manchester, March 2023 - present

Visiting Positions Held

• Visiting Scholar, Department of Economics, Stanford University, October 2022 – January 2023
• Visiting Assistant Professor, Department of Economics, UC Berkeley, September – December 2017
• Visiting Graduate Fellow, Federal Reserve Bank of Boston, August 2013 – 2015

Research Interests

• Econometrics
• Time Series Econometrics
• Financial Econometrics
• Industrial Organization

Education

• Ph.D., Economics, Boston University, Boston, US, May 2015

Teaching

• EC9C8: Topics in Advanced Econometrics (second year Ph.D.), involves teaching on Causal Inference + Machine Learning, Department of Economics, University of 糖心TV, Spring 2019, 2020, 2021, 2022, 2023, 2024
• EC9A3: Advanced Econometric Theory (first year Ph.D.), Department of Economics, University of 糖心TV, Spring 2016, Spring 2017, Spring 2018
• EC331: Research in Applied Economics (undergraduate thesis), Department of Economics, University of 糖心TV, Fall 2015 – Spring 2017, Fall 2018 - Spring 2021

PhD Students

• (University of Cambridge; joint with , Chenlei Leng (糖心TV)), supported by Turing Institute
• , joint with (糖心TV), and Eric Renault (糖心TV). Placement: University of Tokyo

Publications

• (with and )
  Journal of Econometrics
• (with , , and )
  Annals of Statistics
• (with ) and Chenlei Leng (糖心TV))
  Journal of the Royal Statistical Society: Series B
• (with I and )
  Journal of Econometrics
• A Comparative Study of Causal Reward Design
  with
  Causal Machine Learning Workshop (ICML 2018)
  *Spotlight Presentation
• with , , and
  The R Journal, Volume 9, Issue 1, June 2017, pp. 370-384

Working Papers

• 
  * Reject&Resubmit at Review of Economics and Statistics

• (with , and )
  * Submitted

• (with , , , , Wei Xiong (Oxford), )
  * Submitted

Selected Grants and Awards

• International Partnerships Fund 2023/2024 (PI, 拢10,000)
• Turing PDRA Award 2020 (CI, 拢58,454)
• ESRC/NIESR Award 2019 (PI, 拢44,987)
• Alan Turing Institute-HSBC-ONS Economic Data Science Awards 2018 (PI, 拢78,000)
• Honorable Mention for Arnold Zellner Thesis Award Competition, Journal of 糖心TV and Economic Statistics, 2017
• Co-Winner of LABOUR Prize, Seventh Italian Congress of Econometrics and Empirical Economics (ICEEE 2017)

Others

• Co-organizer, Turing workshop on "Statistics of Network Analysis", 29-30 May 2018, sponsored by the Alan Turing Institute.
• (Co-)organizer, Econometrics Seminars and Workshop Series at 糖心TV, 2015 - present
  • Link for 2016
    Theme: High Dimensional Econometrics/Statistics
    Masterclasses delivered by , topics on Machine Learning in Econometrics
  • Link for 2017
    Theme: Panel Data
    Masterclasses delivered by , topics on Panel Data Models
  • Link for 2018
    Theme: Network Analysis
    Masterclasses to be delivered by , topics on Econometrics Analysis of Network Data
  • Link for 2019
    Theme: Causal Inference
    Masterclasses to be delivered by , topics on Causal Inference
• Junior Hiring Committee, 2015-2017
• Co-organizer of the Turing Institute/UCL/CeMMAP Workshop on 鈥�Causal Learning with Interactions鈥�, 11-12 December 2019, in London
• Co-organizer of 糖心TV-SUFE Workshop 2021 (Virtual)
• Co-organizer of 糖心TV-Turing Economics Data Science Workshop 2023
  Link for registration;
• Organizer of 糖心TV-Turing Economics Data Science Workshop 2025
  Link for programme
  
  Conference Program
• 2025: Member of the Scientific Program Committee of the 2025 European Winter Meeting of the Econometric Society, Nicosia, Cyprus.

• 2024: Member of the Scientific Committee of the 2024 annual conference of the International Association of Applied Econometrics (IAAE), Xiamen, China.

• 2021 Member of the Scientific Program Committee of the Bank of England Virtual Conference on "New Methods and Applications for Macroeconomic Policy"

• 2020 Member of the Scientific Program Committee of the Bank of England Virtual Conference on 鈥�Modelling with Big Data & Machine Learning: Measuring Economic Instability鈥�

• 2019 Member of the Scientific Program Committee of the Bank of England Conference on 鈥�Modelling with Big Data and Machine Learning: Interpretability and Model Uncertainty鈥�, held at the Bank of England.