Yinchu Zhu


 Yinchu Zhu
Assistant Professor of Operations and Business Analytics
Lundquist College of Business,
University of Oregon
Email: yzhu6@uoregon.edu

My main research area is high-dimensional econometrics and statistics with a focus on big data problems. The applications mainly target problems in economics, finance and business analytics. My other work includes time series analysis, inference under identification failure, quantile models and financial econometrics. 

  • Inference on manifolds, with Ivana Komunjer. (draft coming soon)
  • Limit theory of filtered historical simulation in GARCH models, with Brendan Beare and Lajos Horvath. (draft coming soon)