Ping Yu
January, 2014
Department of Economics
University of Auckland
Owen G. Glenn Building
12 Grafton Road, Auckland
EDUCATION
2005-2009
Ph.D. (Economics) University of Wisconsin–Madison
2003-2005
M.S. (Economics) University of Wisconsin–Madison
2000-2002
M.S. (Finance) Peking University
1996-2000
B.A. (Mathematics/Economics) Peking University, Summa Cum Laude
EMPLOYMENT
July 2009-Present
Lecturer, Department of Economics, University of Auckland
RESEARCH INTERESTS
Theoretical and Applied Microeconometrics
PUBLICATIONS
[1] "Likelihood Estimation and Inference in Threshold Regression”, 2012, Journal of Econometrics,
167, 274-294.
[2] "The Bootstrap in Threshold Regression", forthcoming, Econometric Theory.
[3] "Asymptotics for Threshold Regression Under General Conditions", (with Yongqiang Zhao),
2013, Econometrics Journal, 16, 430-462.
[4] "Inconsistency of 2SLS Estimators in Threshold Regression with Endogeneity", 2013,
Economics Letters, 120, 532-536.
[5] "Understanding Estimators of Treatment Effects in Regression Discontinuity Designs",
forthcoming, Econometric Reviews.
[6] "Adaptive Estimation of the Threshold Point in Threshold Regression", forthcoming, Journal of
Econometrics.
SUBMITTED WORKING PAPERS
[7] "Rationalizing Beliefs", R&R, Rationality and Society.
[8] "Integrated Quantile Threshold Regression and Distributional Threshold Effects", R&R, Journal
of Econometrics.
[9] "Regression Discontinuity with Unknown Discontinuity Points: Testing and Estimation", (with
Jack Porter).
UNSUBMITTED WORKING PAPERS
[10] "Parametric Optimal Testing: Theory and Applications", November 2008.
[11] "Identification of Treatment Effects in Regression Discontinuity Designs with Measurement
Error", February 2011.
[12] "Threshold Regression with Endogeneity", October 2012, Job Market Paper.
[13] "Marginal Quantile Treatment Effect and Counterfactual Analysis", October 2013.
[14] "A Note on Average Derivative Estimation", January 2014.
WORK IN PROGRESS
- “Efficient Estimation in Threshold Regression with Shrinking Threshold Effects”.
- “Bootstrap Validity when the Asymptotic Distribution Involves a Brownian Motion”.
- “Uniform Inference of the Threshold Point in Threshold Regression”.
- “Dynamic Panel Threshold Model with Random Effects”.
- “Policy Analysis Based on Marginal Quantile Treatment Effects”.
- “Threshold Regression with Misspecification”.
- “Estimation and Testing For Threshold Regression with Endogeneity Using Instruments”.
- “Identifiability of Endogenous Threshold Regression with Shrinking Threshold Effects”, (with Peter
Phillips).
- “The Role of STC in the Pattern of International Trade: A Panel Data Analysis with Attrition”, (with
Singa Wang and Xuewan Xu).
TEACHING EXPERIENCE
Graduate
Microeconometrics
Fall 2010, 2011, 2012
Applied Time Series
Fall 2010
Undergraduate
Introduction to Econometrics
Spring 2010, 2011, 2012, 2013, Fall 2012, 2013
Intermediate Econometrics
Fall 2010
Foundations of Economic Analysis
Fall 2013
REFEREEING
Bayesian Analysis (1×), Economics Bulletin (1×), Econometric Reviews (1×), Econometric Theory
(3×), Journal of Business and Economic Statistics (1×), Journal of Econometrics (6×), Journal of
Money, Credit, and Banking (7×), Statistica Sinica (2×)
SEMINAR PRESENTATION
2008-2009
Auckland, Concordia, GSM/PKU, HKUST and UW-Madison
2009-2010
ESWC 2010, G.ttingen, NZAE, NZESG, Southern Methodist, UW-Madison
2010-2011
ESAM , Otago, Stat/Iowa, UW-Milwaukee
2011-2012
NIU, NZESG, ISBIS, ICISE
2012-2013
NUS, NASM, UNSW, ANU
PUBLIC SERVICES
- External reviewer for Northern Illinois University’s Research and Artistry internal grant program.
- Interviewee of WTV, the largest Chinese TV station in New Zealand.
PRIZES AND AWARDS AFTER GRADUATION
- The RBNZ-NZESG Award in Econometrics by the New Zealand Econometrics Study Group
(NZESG) in 2012.
- The Research Excellence Award 2013 by the University of Auckland Business School.