Xuetao Shi
Welcome to my website! I am a Lecturer (US equivalent of Assistant Professor) in Economics at the University of Sydney.
My research interest lies in Econometric Theory, Machine Learning, and Industrial Organization.
Currently, I am working on improving the efficiency of moment selection procedures for GMM, developing computational tools for logistic regression with a large number of choices, and conducting inference with incomplete data.
I received my Ph.D. in Economics from the University of Washington in 2020. I also hold an M.A. in Economics from Vanderbilt University, an M.Sc. in Engineering from Ecole Centrale de Lyon, and an M.Eng. and a B.Eng. in Electrical Engineering from Xi’an Jiaotong University.
Publication
"Wald, QLR, and Score Tests When Parameters are Subject to Linear Inequality Constraints," with Yanqin Fan, Journal of Econometrics, 2023 [Working Paper Version]
Keywords: extremum estimator, inequality constraint, uniform inference, implicit nuisance parameter, polytope projection, Mincer regression, random coefficients model
"Partial Identification and Inference in Moment Models with Incomplete Data," with Yanqin Fan and Jing Tao, Journal of Econometrics, 2022 [Supplementary Appendix]
Keywords: copula theory, Bernstein copula, sieve estimation, inequality constraint, data combination, selection-on-observables, distributional treatment effects, counterfactual distribution
"Uniform Inference in a Generalized Interval Arithmetic Center and Range Linear Model," with Yanqin Fan, Econometric Theory, 2021
Keywords: interval data, extreme value theory, point process, uniform inference, inequality constraint, Bonferroni-type correction
Working Paper
"Estimation and Inference in Games of Incomplete Information with Unobserved Heterogeneity and Large State Space," with Yanqin Fan and Shuo Jiang, Revise and Resubmit at Quantitative Economics
Keywords: unobserved heterogeneity, matching-types problem, multistep moment selection, time complexity, space complexity
Publication in Engineering
"An approach for economic assessment on oil-paper insulation diagnosis through accelerated aging experiments," with Wen Cao et al., IEEE Transactions on Dielectrics and Electrical Insulation, 24(4), 1842-1850, 2014
"Improvement on condition assessment model for oil-paper insulation," with Yuan La et al., High Voltage Engineering, 39, 1974-1980, 2013
"The investigation on dispersion of characteristic parameters for assessment of insulating state and economic feasibility in oil-paper insulation diagnosis," with Wen Cao et al., 2012 IEEE International Conference on Condition Monitoring and Diagnosis, 913-916, 2012