Sombut Jaidee

PhD Candidate at Monash Business School


I am a third year PhD student in the Department of Econometrics and Business Statistics at Monash University.

Contact information:


Building H, Level 5, Room H5.77

Econometrics and Business Statistics

Monash University Caulfield East, Vic 3145

Research Field:

  • High-Dimensional Econometrics

  • Random Matrix Theory

  • Time Series Econometrics


Professor Jiti Gao

Dr Yi He


  • 2018 - Present Ph.D. Candidature in Econometrics, Monash University, Australia.

  • 2017 Master of Applied Econometrics, Monash University, Australia.

  • 2010 - 2013 Master of Arts in Economics (Research Master’s degree), Thammasat University, Thailand.

  • 2005 - 2008 Bachelor of Arts in Economics, Thammasat University, Thailand.


  • "Most powerful test against high dimensional local alternatives", with Yi He and Jiti Gao, revised & resubmitted to Journal of Econometrics. (Link)

  • "Testing against high-dimensional alternatives for infinite-order vector moving average models" with Yi He and Jiti Gao, In progress.

Teaching experience:

  • ETF2121/ETF5912 - Data analysis in business, Monash University, 2019, Teaching Associate.

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