Sombut Jaidee

Academic staff (Research & Teaching)

Econometrics and Business Statistics, Monash University

Profile:

I have been appointed as an academic staff member in teaching and research in the Department of Econometrics and Business Statistics at Monash University, following my tenure as the inaugural Departmental Research Fellow in the Economics Division at Nanyang Technological University (2022–2025). I completed both my second Master’s degree and my PhD in the Department of Econometrics and Business Statistics at Monash University.

Contact information:

Email: sombut.jaidee1@monash.edu

Building H 4.63, Monash University (Caulfield) 900 Dandenong Rd, Caulfield East VIC 3145

Research Fields:

High-dimensional Statistics
Data Analytics
Econometric Theory
Random Matrix Theory
Monetary Economics

Citation:

Google Scholar

Coding Skills:

MATLAB
R
SQL
STATA
EVIEWS

Education:

2018 - 2022 Doctor of Philosophy in Econometrics and Business Statistics, 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 (Magna cum laude), Thammasat University, Thailand.

Academic Research Fund:

Awarded the Ministry of Education (MOE) Academic Research Fund (AcRF) Tier 1/2025 (Singapore) on the project "Robust Testing in High-dimensional Linear Models with Applications to Large-Scale Economic and Financial Data".

Research & Publications:

He, Y., Jaidee, S., Gao, J., 2023, Most powerful test against a sequence of high dimensional local alternatives, Journal of Econometrics, 234, 151-177. (Link)
Jaidee, S.,2015., Self-fulfilling cyclical, chaotic fluctuation and suitable monetary policy in a small open economy, Thammasat Economics Journal, 33, 116-159. (Link)
Feng, Q., Jaidee, S., Pan, G., Zhu, W., submitted to Journal of Econometrics. "Robust testing in high-dimensional linear model".
Gao, J., Jaidee, S., Wei W., in progress. “Time-varying Cointegration Model with a presence of lagged-dependent variables”.
Feng, Q., He, Y., Jaidee, S., Pan, G., in progress. "Statistical inference in high-dimensional binary response models".
Feng, Q., He, Y., Jaidee, S., Wenjie, W., in progress. "Statistical inference in linear model with many weak instruments". (Link)
Lin, Z., Feng, Q., Jaidee, S., Pan, G., in progress. “Robust testing in high dimensional panel regression model with fixed effects”.
He, Y., Jaidee, S., Gao, J., in progress. "High-dimensional test for heteroskedastic regression model in the presence of nuisance parameters".

Conferences:

The Harbin International Conference on Econometrics and Statistics (ICES) 2025, Harbin Institute of Technology, China.
Joint Workshop of Chung-Ang University and Nanyang Technological University 2025, Nanyang Technological University, Singapore.
The International Association for Applied Econometrics (IAAE) 2024, Xiamen University, China.
The 31st Australia New Zealand Econometric Study Group Meeting (ANZESG) 2023, The University of Adelaide, Australia.
The International Symposium on Advance in Panel Data and Time Series Econometrics in Honor of Cheng Hsiao's 80th Anniversary, Xiamen University, China.
Asian Meeting of the Econometric Society (AMES) 2023, Nanyang Technological University, Singapore.
The 34th PhD Conference in Economics & Business 2021, The University of Queensland, Brisbane, Australia.
Monash/Xiamen Workshop on Finance, Econometrics, Economics and Statistics (FEES) 2020, Monash University, Caulfield East, Australia.
Rangsit University National Research Conference 2014, Rangsit University, Pathum Thani, Thailand.

Teaching experiences:

2025-2026 Academic Teaching Staff (Monash University)
- ETF3500/ETF5500 - High dimensional data analysis
- ETF3231/ETF5231 - Business forecasting
- ETC2420 - Statistical thinking
- ETF2121/ETF5921 - Data analysis in business
- ETX2100/ETF5910 - Introductory applied econometrics
- ETF2020/ETF5202 - Statistical foundations of business analytics
2023-2024 Academic Teaching Staff (Nanyang Technological University)
- AE6103 - Applied Econometrics
2019-2022 Teaching Associate (Monash University)
- ETF2121/ETF5912 - Data analysis in business
- ETX3250/ETX5932 - Predictive analytics and machine learning
- ETF3231/ETF5231 - Business Forecasting
- ETF3600/ETF5600 - Quantitative analysis of limited dependent variables
- ETF5930 - Financial econometrics

Disclaimer: This is a personal webpage. The ideas and information expressed on it have not been approved or authorised by Nanyang Technological University either explicitly or by implication. In no event shall Nanyang Technological University be liable for any damages whatsoever resulting from any action arising in connection with the use of this information or its publication, including any action for infringement of copyright or defamation.

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