Office: Phillips Annex 105
Mail: Dept of Economics CB 3305, University of North Carolina Chapel Hill, NC 27599
I am a Ph.D. student in the Economics Department, University of North Carolina at Chapel Hill. My research interests are econometrics and financial econometrics. My adviser is Prof. Eric Renault . Before UNC, I received B.A. in Economics, Peking University, China, in 2007.
Currently I am working on estimating daily integrated variation (volatility) using high frequency data with serially dependent micro-structure noises. Another topic is on the optimal (block) diagonal weights of GMM. The "Research" page has more detail and related files and codes.
I have been the teaching assistant of "Introduction to Econometric Theory" (graduate level) for four semesters with Prof. Eric Renault and Prof. Jonathan Hill. I have also been the teaching assistant of "Intermediate Macroeconomics" with Mike Aguilar. Pages for classes and recitations are collected under "Teaching".
Mostly I use MATLAB, R and C++ for programming, LaTeX for writing reports, and vi for editting. Some tips and useful tutorials on computing, LaTex and some great lecture notes are shared in "Resource".
Although very unlikely, if you are interested in my boring personal life the page "Personal" has more character of me and links to various social media. On the left column there listed recent updates. On the top and bottom there is a google custom search box for this site. Enjoy!