
- yisun@ucsd.edu
- (858) 534-4692
- 858-534-7040
-
ECON 219
9500 Gilman Dr. #0508
La Jolla , CA 92093-0508
Type: Faculty
Name: Yixiao Sun
Title: Professor
Degree: Ph.D.
Degree From: Yale University
Degree Year: 2002
Fields of Research: Econometrics
Research Interest: Robust Inference for time series and panel data, Semiparametrics, Nonparametrics
Research Statement: Yixiao Sun has done research in different areas, including semiparametric estimation of long memory, robust inference in the presence of nonparametric error autocorrelation, modeling group structure using panel data, discovering new types of spurious regressions, realized volatility estimation using high frequency financial data. His recent research focuses on smoothing parameter choice for optimal interval estimation and hypothesis testing.