Thomas Yang (杨涛)

Current Position

2024 ~, Associate Professor, Research School of Economics, The Australian National University

Email: tao.yang@anu.edu.au

Recent CV: here.

Last update: May 2024           

Past employment

[2] 2017 ~ 2023 Senior Lecturer, Research School of Economics, The Australian National University

[1] 2016 Lecturer, Research School of Economics, The Australian National University                

Education

2015 Ph.D. in Economics, Department of Economics, Boston College, USA

2008 M.A. in Economics, Guanghua School of Management, Peking University, PR China

2006 B.S in Mathematics, School of Mathematical Science, Jilin University, PR China

Field of interests

Econometrics

Research - Publications

[13] Revisiting Panel Data Binary Choice Models with Lagged Dependent Variables, with Chris Dobronyi, and Fu Ouyang, 

[Computation Code in Simulations]

Journal of Business and Economic Statistics, accepted, 2024.

[12] A One-Covariate-at-a-Time Method for Nonparametric Additive Models,  with Liangjun Su, Yonghui Zhang, and Qiankun Zhou, 

[Computation Code in Simulations] [Computation Code for the Application and the Data]

Econometric Reviews, accepted, 2024.

[11] Semiparametric Estimation of Dynamic Binary Choice Panel Data Models, with Fu Ouyang,  

[Computation Code in Simulations]

Econometric Theory, accepted, 2024.

[10] Specification Tests for Time-Varying Coefficients Panel Data Models, with Alev Atak, Yonghui Zhang, and Qiankun Zhou, 

[Computation Code in Simulations]

Econometric Theory, forthcoming, 2023.

[9] Quasi-Bayesian Inference for Production Frontiers, with Xiaobin Liu and Yichong Zhang,  

Journal of Business and Economic Statistics, 2022

[8] Semiparametric Identification and Estimation of Discrete Choice Models for Bundles, technical appendix, with Fu Ouyang and Hanghui Zhang, 

[Computation Code in Simulations]

Economics Letters, 2020.

[7] Robust Estimation and Inference for Importance Sampling Estimators with Infinite Variance, with Joshua Chan and Chenghan Hou,  Li, T., Pesaran, M. and Terrell, D. (Ed.) Essays in Honor of Cheng Hsiao (Advances in Econometrics, Vol. 41), Emerald Publishing Limited, pp. 255-285. 

Advances in Econometrics,  2020.

[6] Semi-parametric Single-Index Panel Data Models with Interactive Fixed Effects: Theory and Practice,  Supplement, with Guohua Feng, Bin Peng, and Liangjun Su, 

Journal of Econometrics, 2019. 

[5] "Binary Choice Model with Interactive Effects," with Sen Xue, Qiankun Zhou,  

Economic Modelling,  2018.

[4] Identifying the Average Treatment Effect in a Two Threshold Model, with Arthur Lewbel, 

Journal of Econometrics, (Lead article),  2016.

[3] Testing for Monotonicity in Unobservables Under Unconfoundedness, with Stefan Hoderlein, Liangjun Su, and Halbert White, 

Journal of Econometrics,  2016. 

[2] Estimation of High-Frequency Volatility: An Autoregressive Conditional Duration Approach, with Yiukuen Tse, 

Journal of Business and Economics Statistics, 2012.

[1] Comparing features of convenient estimators for binary choice models with endogenous regressors, with Arthur Lewbel and Yingying Dong, 

Canadian Journal of Economics,  2012. 

Research - Working papers

[5]  Panel Stochastic Frontier Models with Latent Group Structures, with Kazuki Tomioka and Xibin Zhang, 2024.

[4] High Dimensional Binary Choice Model with Unknown Heteroskedasticity or Instrumental Variables, with Fu Ouyang, R&R, 2023.

[3] Estimation and Statistical Inference for Short Panel Models with both Interactive Effects and Threshold Effects, with Yimeng Xie and Qiankun Zhou, 2023.

[2] Semiparametric Discrete Choice Models for Bundles, with Fu Ouyang, 2023. 

[1] Asymptotic Trimming and Rate Adaptive Inference for Endogenous Selection Estimates, 2014. 

Referee experience

Econometric Review, Economics of Education Review, Economics Letters, Econometric Theory, Journal of Applied Econometrics, Journal of Econometrics, Oxford Bulletin of Economics and Statistics