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Xu Han
Xu Han
Associate Professor
Department of Economics and Finance
City University of Hong Kong
83 Tat Chee Avenue, KL
Hong Kong S.A.R.
University web link: https://www.cb.cityu.edu.hk/staff/xuhan25/
My research interests are in the areas of econometric theory and applied econometrics. I am particularly interested in topics related to high dimensional modeling and big data, such as factor models, model selection, and shrinkage estimation. I also work on econometric methods with applications in empirical macroeconomics, such as the identification of structural shocks and the inference for estimated structural change points.
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