Scholar
Qingliang Fan
Google Scholar ID: ekqLUKIAAAAJ
The Chinese University of Hong Kong
Citations & Impact
Citations
1,015
H-index
14
i10-index
15
Publications
20
Co-authors
0
Contact
Publications
Resume (English only)
Academic Achievements
- Published and working papers:
- - Endogenous Treatment Effect Estimation with a Large and Mixed Set of Instruments and Control Variables, with Yaqian Wu, published in the November 2024 issue of The Review of Economics and Statistics
- - A Heteroskedasticity-Robust Overidentifying Restriction Test with High-Dimensional Covariates, with Ziwei Mei and Zijian Guo, forthcoming at Journal of Business & Economic Statistics
- - Multiple working papers including Adaptive multi-task learning for multi-sector portfolio optimization, Single-index quantile factor model with observed characteristics, etc.
- - R package 'hdcate' released, supporting his 2022 JBES paper
Research Experience
- Associate Professor of Economics at The Chinese University of Hong Kong. Ongoing research projects relate to labor economics, financial economics, and decision science.
Background
- Research interests: both theoretical and applied econometrics, with a focus on micro-econometrics in a data-rich environment, and machine learning in finance.
Miscellany
- Contact information:
- - Department of Economics, The Chinese University of Hong Kong
- - Tel: (852) 3943-8001
- - Office: Room 903, Esther Lee Building, The Chinese University of Hong Kong
- - Social media links: Github, publons, ResearchGate, IDEAS, ORCID
Co-authors