個人簡介

'Michael' Qingliang Fan is an Associate Professor of Economics at The Chinese University of Hong Kong. His current research focuses on causal inference with machine learning and portfolio studies. His previous work was published in Econometrics Theory, Journal of Business and Economics Statistics, Journal of Econometrics, Review of Economics and Statistics, and Strategic Management Journal. Some of his ongoing research projects relate to labor economics, financial economics, and management science. He is a member of the executive and postgraduate committee of the Computational Social Science Laboratory at CUHK. Before joining CUHK in 2020, he was on the faculty of Xiamen University.

范青亮，香港中文大學經濟系副教授，他的主要研究興趣為計量經濟學理論，近期尤其關注於大數據環境下的因果推斷問題及其在各種經濟、金融、管理問題上的應用，和大規模資產組合理論。其主要研究成果發表於Econometrics Theory, Journal of Business and Economics Statistics, Journal of Econometrics, Review of Economics and Statistics和Strategic Management Journal等學術期刊。他的系列研究曾獲得國家自然科學基金委員會（NSFC）、研究資助局（RGC）的資助。他是香港中文大學計算社科實驗室行政和研究生委員會委員。在2020年加入港中大之前，他曾任教於廈門大學，也曾做為訪問學者在德國洪堡大學、澳洲莫納什大學、俄亥俄州大等高校進行訪問研究。

研究

Publications

Time-varying minimum variance portfolio (with R. Wu, Y. Yang, and W. Zhong), Journal of Econometrics, forthcoming

Endogenous treatment effect estimation with a large and mixed set of instruments and control variables (with Wu Y.), The Review of Economics and Statistics, forthcoming

Estimation of Conditional Average Treatment Effects with High-Dimensional Data (with Hsu Y.-C., Lieli, R. and Y. Zhang), Journal of Business & Economic Statistics, 2022, 40(1), 313-327.

CEO Early-Life Disaster Experience and Corporate Social Performance (with D. O'Sullivan and L. Zolotoy). Strategic Management Journal, 2021, 42(11), 2137-2161.

Credit expansion, bank liberalization, and structural change in bank asset accounts (with Liu K.), Journal of Economic Dynamics and Control, 2021, 124, 104066.

CEO Early-Life Disaster Experience and Stock Price Crash Risk (with Chen, Y., X., Yang, and L. Zolotoy), Journal of Corporate Finance, 2021, 68, 101928.

Large System of Seemingly Unrelated Regressions: A Penalized Quasi-Maximum Likelihood Estimation Perspective (with X. Han, G. Pan and B. Jiang), Econometric Theory, 2020, 36, 526-558.

Nonparametric Additive Instrumental Variable Estimator: A Group Shrinkage Estimation Perspective (with Zhong W.), Journal of Business & Economic Statistics, 2018, 36, 388-399.

Hybrid GEL Estimators: Instrument Selection with Adaptive Lasso (with Caner, M.), Journal of Econometrics, 2015, 187, 256-274.

Last update date: 25 Sep 2023

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