教研人員

Zhentao Shi

史震濤
Prof. SHI Zhentao
助理教授
電話: (852) 3943-1432
電郵: zhentao.shi@cuhk.edu.hk
辦公室地址: Room 912, Esther Lee Building
個人主頁: http://www.zhentaoshi.com
學歷

BA (Zhejiang University)
MA (Peking University)
Ph.D. (Yale University)

研究領域

計量學理論
應用計量學

個人簡介

Prof. Shi is Assistant Professor at the Department of Economics. He specializes in econometric theory, in particular the estimation and inference in high-dimensional econometric models. He is also interested in empirical studies in finance, trade, labor and industrial organization.

研究

  • "Identifying Latent Structures in Panel Data", 2016, with Liangjun Su and Peter Phillips, Econometrica, 84(6), 2215-2264
  • "Econometric Estimation with High-Dimensional Moment Equalities", 2016, Journal of Econometrics, 195, 104-119
  • "Estimation of Sparse Structural Parameters with Many Endogenous Variables", 2016, Econometric Reviews, 35(8-10): 1582-1608
  • ''Pitfalls in Market Timing Test'', with James Chu and Liping Lu, 2009, Economic Letters, 103(3), 123–126
  • "A Comparative Research on the Efficiency of China Mainland and Hong Kong Stock Markets", with Yaoguang Chen and Yuefei Zhang, 2006, Journal of Financial Research (金融研究), 6, 33-40 (in Chinese)
  • "An Analysis of Long-run Gold Price Determinants", with Liuyong Yang, 2004, Journal of Statistical Research (統計研究), 6 (2), 21-24 (in Chinese)

任教科目

2017-2018:
1st Term
ECON5121: ECONOMETRIC THEO & APPLICATION
ECON5121A: ECONOMETRIC THEO & APPLICATION
ECON5121B: ECONOMETRIC THEO & APPLICATION
2nd Term
ECON5170: COMPUTATIONAL METHODS IN ECON