Qingsong Yao
Assistant Professor, Department of Economics, Louisiana State UniversityEmail: yaoq@lsu.edu
Education: PhD in Economics, Boston College, 2024
Research Field:
Statistical LearningSemi- and Non-parametric Econometrics
CV
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Publications
Publications
"Estimating High Dimensional Monotone Index Models by Iterative Convex Optimization." Journal of Econometrics, 2025,, 252(Part B), 105901 (with Shakeeb Khan, Xiaoying Lan, and Elie Tamer).
"Quantile Control via Random Forest." Journal of Econometrics, 2025, 249 (Part A), 105789 (with Qiang Chen and Zhijie Xiao).
"Model Averaging for Nonlinear Regression Models." Journal of Business & Economic Statistics, 2022, 40(2): 785-789 (with Yang Feng, Qingfeng Liu, and Guoqing Zhao).
"Model Averaging Estimation for Conditional Volatility Models with an Application to Stock Market Volatility Forecast." Journal of Forecasting, 2020, 39(5): 841-863 (with Qingfeng Liu and Guoqing Zhao).
Working Papers
Working Papers
Stochastic Learning of Semiparametric Monotone Index Models with Large Sample Size (with Yang Feng and Wei Liu).
Inference on High Dimensional Selective Labeling Models (with Shakeeb Khan and Elie Tamer).
Random Forest with Learned Features (with Zhijie Xiao).
Online Learning in Semiparametric Econometric Models (with Xiaohong Chen and Elie Tamer).
Teaching
Teaching
ECON 4630 Introduction to Econometrics (2024/2025 Fall, 2025/2026 Spring)
ECON 7630 Econometric Methods (2025 Fall)
ECON 7632 Microeconometrics (2024/2025 Fall)
Last Update: 2026 March
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