Administrative Appointments
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Professor, Department of Economics, Stanford University (2007 - Present)
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Graduate Policy Committee, Department of Economics, Stanford University (2014 - 2015)
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Committee on Undergraduate Standards and Policy (CUSP), Stanford University (2010 - 2013)
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Director of Undergraduate Studies, Department of Economics, Stanford University (2008 - 2011)
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Undergraduate Policy Committee, Department of Economics, Stanford University (2008 - 2013)
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Promotion Committees, Reappointment Committees, Recruiting Committees, External Hire Committees, Department of Economics, Stanford University (2008 - Present)
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Professor, Duke University, Department of Economics (2005 - 2006)
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Assistant Professor, Princeton University, Department of Economics (1998 - 2003)
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Visiting Professor and Cochair of Academic Development Committee, Lingnan (University) College, Zhongshan University (2017 - Present)
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Adjunct professor, Hong Kong University of Science and Technology (2009 - 2013)
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Visiting professor, Hong Kong University of Science and Technology (2009 - 2009)
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Visiting Professor, Renmin University (2007 - 2014)
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Visiting Associate Professor, University of Chicago (2005 - 2005)
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Associate Professor, Duke University, Department of Economics (2003 - 2005)
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Visiting Assistant Professor, Universite Catholique de Louvain, Belgium (2000 - 2000)
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System Benchmark Engineer, Silicon Graphics Inc. (1996 - 1996)
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Young Economist Summer Intern Program, International Monetary Fund (1995 - 1995)
Honors & Awards
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NSF Grant No. 1658950, National Science Foundation (2017-2018)
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Willard G. Manning Memorial Award for the Best Research in Health Econometrics, American Society of Health Economists (2017)
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Honorable Mention for Arrow Award, International Health Economics Association (2015)
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Outstanding Alumni Award, Lingnan (University) College, Zhongshan University (2014)
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Alfred P. Sloan Foundation Research Fellow, Alfred P. Sloan Foundation (2003-2005)
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NSF Grant No. 1325805, National Science Foundation (2015-2016)
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NSF Grant No. 1325805, National Science Foundation (2013-2014)
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NSF Grant No. 1024504, National Science Foundation (2010-2012)
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NSF Grant No. 0721015, National Science Foundation (2007-2009)
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NSF Grant No. SES 0452143, National Science Foundation (2005-2006)
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NSF Grant No. SES 0335113, National Science Foundation (2003-2005)
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NSF Grant No. SES-0079495, National Science Foundation (2000-2003)
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Research Fellowship in Economics, Institute for Economic and Social Research, Universite Catholique de Louvain, Belgium (2000-2001)
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Olin Dissertation Fellowship, Center of Economic Policy Research, Stanford University (1997)
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Honorable Mention for Arnold Zellner Thesis Award Competition, Journal of Business and Economic Statistics (2000)
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Arnold Zellner Best Paper Award, Journal of Econometrics (2004)
Boards, Advisory Committees, Professional Organizations
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Business and Economics Panel, Hong Kong Education Bureau University Grants Committee (2019 - 2019)
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Fellow, Journal of Econometrics (2019 - Present)
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External Review Committee, Department of Economics, National University of Singapore (2017 - 2017)
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panelist, National Science Foundation (2012 - 2013)
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External Review Committee, Department of Economics, National University of Singapore (2012 - 2012)
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External Review Committee, Department of Economics, University of Southern California (2012 - 2012)
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Board of Directors, Chinese Economist Society (2015 - 2016)
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Board of Directors, Chinese Economist Society (2009 - 2010)
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Fellow, Econometric Society (2009 - Present)
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Co-Editor, Journal of Econometrics (2011 - 2018)
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Associate Editor, Journal of Econometrics (2004 - 2011)
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Associate Editor, Journal of Business and Economic Statistics (2004 - 2010)
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Associate Editor, Quantitative Economics (2010 - 2015)
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Editorial board member, Annals of Economics and Finance (2001 - 2006)
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Associate Editor, The Econometrics Journal (2007 - 2010)
Professional Education
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Ph.D., Stanford University, Economics (1998)
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Master of Science, Stanford University, Computer Science (1998)
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Master of Science, Stanford University, Statistics (1997)
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B.A., Zhongshan University (Guangzhou), International Trade (1993)
2024-25 Courses
- Data Science for Business and Economic Decisions
ECON 108 (Win) - Econometric Methods I
MGTECON 603 (Aut) - Econometrics Seminar
ECON 370 (Aut, Win, Spr) - Intermediate Econometrics I
ECON 270 (Aut) -
Independent Studies (4)
- Directed Reading
ECON 139D (Aut, Win, Spr) - Directed Reading
ECON 239D (Aut, Win, Spr) - Honors Thesis Research
ECON 199D (Aut, Win, Spr) - Practical Training
ECON 299 (Aut, Win, Spr)
- Directed Reading
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Prior Year Courses
2023-24 Courses
- Advanced Econometrics I
ECON 273 (Win) - Data Science for Business and Economic Decisions
ECON 108 (Spr) - Econometric Methods I
MGTECON 603 (Aut) - Econometrics Seminar
ECON 370 (Aut, Win, Spr) - Intermediate Econometrics I
ECON 270 (Aut)
2022-23 Courses
- Advanced Econometrics II
ECON 274 (Spr) - Data Science for Business and Economic Decisions
ECON 108 (Aut) - Econometrics Workshop
ECON 370 (Aut, Win, Spr)
2021-22 Courses
- Advanced Econometrics I
ECON 273 (Spr) - Data Science for Business and Economic Decisions
ECON 108 (Spr) - Econometrics Workshop
ECON 370 (Aut, Win, Spr)
- Advanced Econometrics I
All Publications
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A fast resample method for parametric and semiparametric models
JOURNAL OF ECONOMETRICS
2014; 179 (2): 128-133
View details for DOI 10.1016/j.jeconom.2014.01.001
View details for Web of Science ID 000333511400003
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On the asymptotic distribution of the transaction price in a clock model of a multi-unit, oral, ascending-price auction within the common-value paradigm
RAND JOURNAL OF ECONOMICS
2013; 44 (4): 664-685
View details for DOI 10.1111/1756-2171.12034
View details for Web of Science ID 000331602400004
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Efficient local IV estimation of an empirical auction model
JOURNAL OF ECONOMETRICS
2012; 168 (1): 60-69
View details for DOI 10.1016/j.jeconom.2011.09.009
View details for Web of Science ID 000302437900006
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Bayesian averaging, prediction and nonnested model selection
JOURNAL OF ECONOMETRICS
2012; 167 (2): 358-369
View details for DOI 10.1016/j.jeconom.2011.09.021
View details for Web of Science ID 000302106300007
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Nonlinear Models of Measurement Errors
JOURNAL OF ECONOMIC LITERATURE
2011; 49 (4): 901-937
View details for DOI 10.1257/jel.49.4.901
View details for Web of Science ID 000298413400001
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Securitization and Banks' Equity Risk
JOURNAL OF FINANCIAL SERVICES RESEARCH
2011; 39 (3): 95-117
View details for DOI 10.1007/s10693-010-0092-5
View details for Web of Science ID 000290232300001
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Flexible Estimation of Treatment Effect Parameters
AMERICAN ECONOMIC REVIEW
2011; 101 (3): 544-551
View details for DOI 10.1257/aer.101.3.544
View details for Web of Science ID 000291150300104
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Semiparametric efficiency in nonlinear LATE models
QUANTITATIVE ECONOMICS
2010; 1 (2): 279-304
View details for DOI 10.3982/QE43
View details for Web of Science ID 000208681500003
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Estimating Static Models of Strategic Interactions
JOURNAL OF BUSINESS & ECONOMIC STATISTICS
2010; 28 (4): 469-482
View details for DOI 10.1198/jbes.2009.07264
View details for Web of Science ID 000282148700002
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Identification and Estimation of a Discrete Game of Complete Information
ECONOMETRICA
2010; 78 (5): 1529-1568
View details for DOI 10.3982/ECTA5434
View details for Web of Science ID 000282882700002
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Pairwise-Difference Estimation of a Dynamic Optimization Model
REVIEW OF ECONOMIC STUDIES
2010; 77 (1): 273-304
View details for DOI 10.1111/j.1467-937X.2009.00576.x
View details for Web of Science ID 000273239400011
- Measurement Error Models Journal of Economic Literature 2010
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The identification power of equilibrium in simple games - Comment
JOURNAL OF BUSINESS & ECONOMIC STATISTICS
2008; 26 (3): 292-294
View details for DOI 10.1198/073500108000000132
View details for Web of Science ID 000258237800004
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Semiparametric efficiency in GMM models with auxiliary data
ANNALS OF STATISTICS
2008; 36 (2): 808-843
View details for DOI 10.1214/009053607000000947
View details for Web of Science ID 000254502700012
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Nonparametric likelihood ratio model selection tests between parametric likelihood and moment condition models
Conference on Semiparametrics
ELSEVIER SCIENCE SA. 2007: 109–40
View details for DOI 10.1016/j.jeconom.2007.01.010
View details for Web of Science ID 000250350200006
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A statistical inquiry into the plausibility of recursive utility
JOURNAL OF FINANCIAL ECONOMETRICS
2007; 5 (4): 523-559
View details for DOI 10.1093/jjfinec/nbm013
View details for Web of Science ID 000250611500001
- Parameter Set Inference in a Class of Econometric Models Econometrica 2007; 75 (5): 1243-1284
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A fast subsampling method for nonlinear dynamic models
Conference on Resampling Methods in Econometrics
ELSEVIER SCIENCE SA. 2006: 557–78
View details for DOI 10.1016/j.jeconom.2005.06.003
View details for Web of Science ID 000239931400007
- Can Search Costs Rationalize Equilibrium Price Dispersion in Online Markets Rand Journal of Economics 2006; 37 (2): 258-276
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Measurement error models with auxiliary data
REVIEW OF ECONOMIC STUDIES
2005; 72 (2): 343-366
View details for Web of Science ID 000228157100003
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The sensitivity of economic statistics to coding errors in personal identifiers - Comment
JOURNAL OF BUSINESS & ECONOMIC STATISTICS
2005; 23 (2): 158-160
View details for DOI 10.1198/073500104000000695
View details for Web of Science ID 000235043000004
- Structural Econometrics of Auction Data MIT University Press. 2005
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Likelihood estimation and inference in a class of nonregular econometric models
ECONOMETRICA
2004; 72 (5): 1445-1480
View details for Web of Science ID 000223147400004
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Rates of information aggregation in common value auctions
JOURNAL OF ECONOMIC THEORY
2004; 116 (1): 1-40
View details for DOI 10.1016/S0022-0531(03)00224-2
View details for Web of Science ID 000220978700001
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Generalized empirical likelihood-based model selection criteria for moment condition models
ECONOMETRIC THEORY
2003; 19 (6): 923-943
View details for DOI 10.1017/S0266466603196028
View details for Web of Science ID 000186186500002
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A simple estimator for nonlinear error in variable models
JOURNAL OF ECONOMETRICS
2003; 117 (1): 1-19
View details for DOI 10.1016/S0304-4076(03)00116-7
View details for Web of Science ID 000185212200001
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An MCMC approach to classical estimation
JOURNAL OF ECONOMETRICS
2003; 115 (2): 293-346
View details for DOI 10.1016/S0304-4076(03)00100-3
View details for Web of Science ID 000183736800004
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Endogenous binary choice model with median restrictions
ECONOMICS LETTERS
2003; 80 (2): 219-225
View details for DOI 10.1016/S0165-1765(03)00096-X
View details for Web of Science ID 000184313100013
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Inference in censored models with endogenous regressors
ECONOMETRICA
2003; 71 (3): 905-932
View details for Web of Science ID 000182785600007
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Econometric models of asymmetric ascending auctions
JOURNAL OF ECONOMETRICS
2003; 112 (2): 327-358
View details for Web of Science ID 000180323300004
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Increasing competition and the winner's curse: Evidence from procurement
REVIEW OF ECONOMIC STUDIES
2002; 69 (4): 871-898
View details for Web of Science ID 000178956100005
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Three-step censored quantile regression and extramarital affairs
JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION
2002; 97 (459): 872-882
View details for DOI 10.1198/016214502388618663
View details for Web of Science ID 000178018500027
- Structural Estimation of Auction Models Game Practice edited by Jurado, TIjs, Patrone Kluwer Publishing Co.. 2000