Sombut Jaidee
Departmental Research Fellow: Economics Division
Nanyang Technological University
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Profile:
Profile:
I have been appointed as a departmental research fellow at Nanyang Technological University (Economics Division) since May, 2022. Before holding a position at NTU, I completed the second master's degree and PhD, degree in the Department of Econometrics and Business Statistics at Monash University.
Contact information:
Contact information:
Email: sombut.jaidee@ntu.edu.sg
Building SHHK, Level 4, Room SHHK-04-43
School of Social Sciences (Economic Division)
Nanyang Technological University, 48 Nanyang Ave, Singapore 639818.
Research Fields:
Research Fields:
High-dimensional Statistics
Econometric Theory
Random Matrix Theory
Monetary Economics
Citation:
Citation:
Coding Skills:
Coding Skills:
MATLAB
R
STATA
EVIEWS
SQL
Education:
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.
Research & Publications:
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".
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".
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:
Conferences:
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. (Paper accepted)
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:
Teaching experiences:
2023-2024 Teaching Associate (Nanyang Technological University)
AE6103 - Applied Econometrics (2 Sessions)
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
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