Teaching

1. Teaching at NTU

ECON5169 Topics in Economics and Econometrics (advanced undergraduate to graduate)

Topics: social interactions, social networks, spatial econometrics, poverty, inequality, intergenerational mobility, Bayesian econometrics

ECON5179 Causal Inference and Prediction in Econometrics (advanced undergraduate to graduate)

Topics: causality, causal inference, identification, endogeneity, hypothesis testing, treatment effects, prediction, model selection, model averaging

ECON5180 Microeconometrics (advanced undergraduate to graduate)

Topics: moment-based methods, extremum-based methods, simulation-based methods, limited dependent variables, measurement error, missing data

ECON7026/8819 Econometric Theory 1 (graduate)

Topics: asymptotics, least squares, maximum likelihood, generalized method of moments, minimum distance estimations, restricted estimations, hypothesis testing

2. Teaching at HKU

Introduction to Economics 2 / Introductory Macroeconomics (introductory undergraduate)

Topics: macroeconomic data, economic growth, aggregate expenditure model, aggregate demand and supply model, monetary and fiscal policies, Phillips curve

Senior Seminar in Economics and Finance (a course for undergraduate students' final year projects)

Topics: review of basic economics and econometrics, research methods, model selection, social interactions, social networks, poverty, inequality, intergenerational mobility

Monetary Policy: Theory and Practice (graduate)

Topics: classical model, new Keynesian model, optimal control, robust control, model uncertainty, time-series econometrics, poverty, inequality, intergenerational mobility

Econometric Theory 2 (graduate)

Topics: generalized methods of moments, extremum estimators, panel data, spatial econometrics, model selection, high-dimensional econometrics, limited dependent variables

3. Suggested Readings

3.1. Probability

1. DasGupta, A., 2010. Fundamentals of Probability: A First Course. Springer.

2. DasGupta, A., 2008. Asymptotic Theory of Statistics and Probability. Springer.

3. DasGupta, A., 2011. Probability for Statistics and Machine Learning: Fundamentals and Advanced Topics. Springer.

4. Stoyanov, J.M., 2013. Counterexamples in Probability, 3rd ed. Dover Publications.

5. Durrett, R., 2019. Probability: Theory and Examples, 5th ed. Cambridge University Press.

3.2. Statistics

1. Maritz, J.S., Lwin, T., 1989. Empircial Bayes Methods, 2nd ed. CRC Press.

2. Wasserman, L., 2004. All of Statistics: A Concise Course in Statistical Inference. Springer.

3. Wasserman, L., 2010. All of Nonparametric Statistics. Springer.

4. Efron, B., 2010. Large-Scale Inference: Empirical Bayes Methods for Estimation, Testing, and Prediction. Cambridge University Press.

5. Konishi, S., 2014. Introduction to Multivariate Analysis: Linear and Nonlinear Modeling. CRC Press.

6. Bickel, P.J., Doksum, K.A., 2015. Mathematical Statistics: Basic Ideas and Selected Topics, Volume 1. CRC Press.

7. Bickel, P.J., Doksum, K.A., 2016. Mathematical Statistics: Basic Ideas and Selected Topics, Volume 2. CRC Press.

8. Efron, B., Hastie, T., 2016. Computer Age Statistical Inference: Algorithms, Evidence, and Data Science. Cambridge University Press.

3.3. Statistics: Model Selection and Model Averaging

1. Burnham, K.P., Anderson, D.R., 2002. Model Selection and Multimodel Inference: A Practical Information-Theoretic Approach, 2nd ed. Springer.

2. Claeskens, G., Hjort, N.L., 2008. Model Selection and Model Averaging. Cambridge University Press.

3. Konishi, S., Kitagawa, G., 2010. Information Criteria and Statistical Modeling. Springer.

3.4. Econometrics

1. Hayashi, F., 2000. Econometrics. Princeton University Press, Princeton.

2. Cameron, A.C., Trivedi, P.K., 2005. Microeconometrics: Methods and Applications. Cambridge University Press.

3. Wooldridge, J.M., 2010. Econometric Analysis of Cross Section and Panel Data, 2nd ed. The MIT Press.

4. Lee, M.J., 2010. Micro-econometrics: Methods of Moments and Limited Dependent Variables, 2nd ed. Springer.

5. Chan, J., Koop, G., Dale, J.P., Tobias, J.L., 2020. Bayesian Econometric Methods, 2nd ed. Cambridge University Press.

6. Hansen, B.E., 2022. Probability and Statistics for Economists. Princeton University Press.

7. Hansen, B.E., 2022. Econometrics. Princeton University Press.

3.5. Econometrics: Handbooks

1. Eatwell, J., Milgate, M., Newman, P. (Eds.), 1990. The New Palgrave: Econometrics. The Macmillan Press Limited.

2. Hassani, H., Mills, T.C., Patterson, K. (Eds.), 2006. Palgrave Handbook of Econometrics, Volume 1: Econometric Theory. Palgrave Macmillan.

3. Mills, T.C., Patterson, K. (Eds.), 2009. Palgrave Handbook of Econometrics, Volume 2: Applied Econometrics. Palgrave Macmillan.

4. Durlauf, S.N., Blume, L.E. (Eds.), 2010. Microeconometrics. Palgrave Macmillan.

5. Durlauf, S.N., Blume, L.E. (Eds.), 2010. Macroeconometrics and Time Series Analysis. Palgrave Macmillan.

3.6. Econometrics: Theory

1. Bierens, H.J., 1981. Robust Methods and Asymptotic Theory in Nonlinear Econometrics. Springer.

2. Bierens, H.J., 1996. Topics in Advanced Econometrics: Estimation, Testing, and Specification of Cross-Section and Time Series Models. Cambridge University Press.

3. Bierens, H.J., 2005. Introduction to the Mathematical and Statistical Foundations of Econometrics. Cambridge University Press.

3.7. Econometrics: Panel Data

1. Matyas, L., Sevestre, P. (Eds.), 2008. The Econometrics of Panel Data: Fundamentals and Recent Developments in Theory and Practice, 3rd ed. Springer.

2. Hsiao, C., 2014. Analysis of Panel Data. 3rd ed. Cambridge University Press.

3. Baltagi, B.H. (Ed.), 2015. The Oxford Handbook of Panel Data. Oxford University Press.

3.8. Econometrics: Spatial Econometrics

1. Kelejian, H., Piras, G., 2017. Spatial Econometrics. Academic Press

2. Lee, L.F., 2024. Spatial Econometrics: Spatial Autoregressive Models. World Scientific.

3.9. Econometrics: Causality and Treatment Effects

1. Lee, M.J., 2005. Micro-Econometrics for Policy, Program, and Treatment Effects. Oxford University Press.

2. Lee, M.J., 2016. Matching, Regression Discontinuity, Difference in Differences, and Beyond. Oxford University Press.

3.10. Economics and Econometrics: Social Interactions and Networks

1. Jackson, M.O., 2008. Social and Economic Networks. Princeton University Press.

2. Newman, M.E.J., 2010. Networks: An Introduction. Oxford University Press.

3. Easley, D., Kleinberg, J., 2010. Networks, Crowds, and Markets: Reasoning about a Highly Connected World. Cambridge University Press.

4. Bramoulle, Y., Galeotti, A., Rogers, B.W. (Eds.), 2016. The Oxford Handbook of The Economics of Networks. Oxford University Press.

5. Graham, B., de Paula, A. (Eds.), 2020. The Econometric Analysis of Network Data. Academic Press.