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教研人員

范青亮 范青亮 范青亮
范青亮
副教授
+852 3943 8001
michaelqfan@cuhk.edu.hk
https://microfan1.github.io/
利黃瑤璧樓903室
學歷
  • PhD (NC State University)
研究領域
  • 理論及應用計量學
  • 大數據

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 & Economics Statistics, Journal of Econometrics, JRSSB, 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。

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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