Working experience
Assistant Professor at Wang Yanan Institute for Studies in Economics (WISE) and Department of Statistics, School of Economics, Xiamen University, September 2016-
Education
Ph.D. in Econometrics, Monash Business School, Monash University, August 2016
Research Master in Economics, Xiamen University, July 2013
Bachelor of Economics, Xiamen University, July 2010
Bachelor of Law, Xiamen University, July 2010
Research interests
Panel Data Analysis, Factor Models, High Dimensional Statistical Inference, Variable Selection, Applied Econometrics.
Publication and Forthcoming:
1. Gao, J., Xia, K. and Zhu, H. (2020), Heterogeneous Panel Data Models with Cross-Sectional Dependence, Journal of Econometrics，219(2), 329-353.
2. Zhu, H., Sarafidis, V. and Silvapulle, M.J. (2020), A New Structural Break Test for Panels with Common Factors, The Econometrics Journal，23(1), 137-155.
3. Han, X., Peng, B., Yang, Y. and Zhu, H. (2021), Shrinkage Estimation of the Varying-Coefficient Model with Continuous and Categorical Covariates, Economics Letters, 202(507):109819.
Working Papers:
1. “Variable Selection in Heterogeneous Panel Data Models with Cross-Sectional Dependence”, with Xiaolin Mei and Bin Peng.
2. “Mean-Variance Portfolio Selection with Estimation Risk”, with Xiaolin Mei and Chongzhu Chen.
3. “Sieve Bootstrap for High-Dimensional Time Series: A Factor Model Approach”, with Daning Bi, Hanlin Shang and Yanrong Yang.
4.Robust M-Estimation for High Dimensional Regression on Large Panel Data” with Jiti Gao and Yanrong Yang.
5.“Estimation of Panel Data Models with Cross-sectional Dependence”, with Jiti Gao, Vasilis Sarafidis, and Mervyn Silvapulle.
1. 国家自然科学基金青年科学基金项目，71903166，异质性的高维面板数据的稳健估计方法理论与应用研究，2020/01-2022/12，主持。
2. 教育部人文社会科学研究青年基金项目，19YJC790206，高维面板分位数回归模型：理论与应用研究，2019/01-2021/12，主持。
3. 福建省自然科学面上基金项目，2019J01034，基于高维面板数据的稳健估计方法的理论与应用研究，2019/07-2022/06，主持，已结项。
4. 中央高校基本科研业务费项目，20720171071，高维面板数据的稳健统计分析方法及其应用，2017/03-2019/12，主持，已结项。
