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Faculty

FAN Qingliang FAN Qingliang FAN Qingliang
FAN Qingliang
Associate Professor
+852 3943 8001
michaelqfan@cuhk.edu.hk
https://microfan1.github.io/
Room 903, Esther Lee Building
Education
  • PhD (NC State University)
Research Interest
  • Theoretical and Applied Econometrics
  • Big Data

‘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 & Economics Statistics, Journal of Econometrics, Journal of the Royal Statistical Society: Series B (Statistical Methodology), 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.

Publications

  • A Heteroskedasticity-Robust Overidentifying Restriction Test with High-Dimensional Covariates (with Z. Guo and Z. Mei), Journal of Business & Economic Statistics, forthcoming.
  • On the instrumental variable estimation with many weak and invalid instruments (with Y. Lin, F. Windmeijer, and X. Song), Journal of the Royal Statistical Society: Series B (Statistical Methodology), 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.
  • Time-varying minimum variance portfolio (with R. Wu, Y. Yang, and W. Zhong), Journal of Econometrics, 2024, 239(2), 105339.
  • 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: 11 July 2024

2025-2026:

2nd Term
ECON3121D: INTRODUCTORY ECONOMETRICS
ECON3121E: INTRODUCTORY ECONOMETRICS

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