Yixiao Sun

Yixiao Sun
Academic background
Education
Peter C.B. Phillips; Donald W.K. Andrews
Academic work
DisciplineEconometrics
Institutions

Yixiao Sun is a Professor of Economics at the University of California, San Diego.

Sun received his Ph.D. in Economics from Yale University in 2002. He earned an undergraduate degree in mathematics in 1993 and a master's degree in economics in 1996 from Wuhan University in China.

Sun joined the Department of Economics at UCSD in 2002. He is currently a Professor of Economics and served as the Clive Granger Endowed Chair in Econometrics from 2016 to 2021.

He is currently an editor-in-chief of Econometric Theory alongside Patrik Guggenberger and Liangjun Su. and an associate editor of Journal of Econometrics and Journal of Business and Economic Statistics. Sun is a fellow of the Journal of Econometrics, a recipient of the Plura Scripsit Award (2019) and the Multa Scripsit Award (2007) from the journal Econometric Theory.

Sun's research focuses on time series econometrics, nonparametric methods, machine learning as well as causal inference methods.

Recent publications

References

  1. 1 2 3 4 "Curriculum Vitae – Yixiao Sun" (PDF). University of California, San Diego. Retrieved 18 January 2026.
  2. ↑ "ET Announces New Editors-in-Chief". Cambridge University Press. Retrieved 18 January 2026.
  3. ↑ "Journal of Econometrics Fellows". Journal of Econometrics.
  4. ↑ "Econometric Theory Award Recipients". Cambridge University Press.
  5. ↑ "Multa Scripsit Award". JSTOR.
  6. ↑ Martinez-Iriarte, Julian; Sun, Yixiao (2024). "Identification and estimation of unconditional policy effects of an endogenous binary treatment: An unconditional MTE approach". Journal of Econometrics. 244 (1) ((105858)). doi:10.1016/j.jeconom.2024.105858. Retrieved 2 March 2026.
  7. ↑ Sun, Yixiao (2014). "Fixed-Smoothing Asymptotics in a Two-Step Generalized Method of Moments Framework: Fixed-Smoothing Asymptotics". Econometrica. 82 (6): 2327–2370. doi:10.3982/ECTA11684. Retrieved 2 March 2026.
  8. ↑ Hwang, Jungbin; Sun, Yixiao (2018). "SIMPLE, ROBUST, AND ACCURATE F AND t TESTS IN COINTEGRATED SYSTEMS". Econometric Theory. 34 (5): 949–984. doi:10.1017/S026646661700038X. ISSN 0266-4666. Retrieved 2 March 2026.
  9. ↑ Kaplan, David M.; Sun, Yixiao (2017). "Smoothed Estimating Equations for Instrumental Variables Quantile Regression". Econometric Theory. 33 (1): 105–157. arXiv:1609.09033. doi:10.1017/S0266466615000407. ISSN 0266-4666. JSTOR 26172565. Retrieved 2 March 2026.
  10. ↑ Chen, Xiaohong; Liao, Zhipeng; Sun, Yixiao (2014). "Sieve inference on possibly misspecified semi-nonparametric time series models". Journal of Econometrics. 178: 639–658. doi:10.1016/j.jeconom.2013.10.002. Retrieved 2 March 2026.