Zhijie Xiao, professor, economics
Ph.D., Yale University
Representative publication: “Inference on the Quantile Regression Process,” Econometrica
Time series econometrics, that’s my specialty. I work on the study of data in which there is a natural sequential ordering provided by the date of observation, as in interest rates or the consumer price index. As an econometrician, I am particularly interested in the types of time series that are related to economics, such as the GNP or GDP. My study of economic time series involves several primary concerns: the data, the models to be used, the inferential methods, and the presentation of results. I am interested in both theoretical study and applications in time series analysis.
I have been working on time series analysis for several years. This subject is closely related to our life. Look at stock prices, interest rates, and many other economic variables—these are variables that we see frequently in our daily life. This is a great field.