3 Sep, 2024
We are thrilled to congratulate Prof Shi Zhentao has been awarded funding from the “National Science Fund for Distinguished Young Scholars”, which is the highest level of young research talent development program under the National Natural Science Foundation of China (NSFC), and for the first time opened its applications to researchers from Hong Kong and Macau this year.
As an econometric theorist, Prof Shi’s research focuses on the estimation and inference of machine learning methods for economic and financial big data. He has made original contributions to the estimation of panel data with latent heterogeneous group structures, high-dimensional dense models, boosting methods for nonstationary time series detrending, and shrinkage methods for large predictive regressions. His work has been published in leading economic journals such as Econometrica, Review of Economics and Statistics, International Economic Review, and Journal of Econometrics. He currently serves as Associate Editor of the Journal of Business & Economic Statistics and Young Editorial Board member of China Finance Review International.
For details, please click here.