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Yixiao Sun

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.