学术团队

姚丰

2016-07-11  


Home: 760 Meadowbrook Road, Morgantown, WV 26505, USA

Office: Department of Economics, West Virginia University

Morgantown, WV 26505, USA

Email: feng.yao@mail.wvu.edu Cell Phone: 1-609-356-9933

Website: http://community.wvu.edu/昂礀  6/

Personal: Born in 1977, Permanent Resident of the United States of America.

Education

Ph.D., Economics, Oregon State University (2004).

B.A., Trade and Economics, Renmin University, P.R. China (1999).

Dissertation

Title: “Three Essays on Nonparametric and Semiparametric Regression Models.”

Chair: Professor Carlos Martins-Filho.

Fields: Primary: Econometrics, Applied Econometrics. Secondary: Industrial

Organization.

Employment History

 Associate Professor, Economics, West Virginia University, 2013 to present.

 Assistant Professor, Economics, West Virginia University, 2008 to 2013.

 Research Fellow, MTID, International Food Policy Research Institute, 2012 to

2013.

 Assistant Professor, Economics, The Chinese University of Hong Kong, 2007 to

2008.

 Assistant Professor, Economics, University of North Dakota, 2004 to 2007.

 Graduate Teaching Assistantship, Economics, Oregon State University, 1999-2004.

Publications

1. “A note on the use of V and U statistics in nonparametric models of

regression” (with C.Martins-Filho), Annals of the Institute of Statistical

Mathematics, 58(2), 389-406, 2006.

2. “Estimation of value-at-risk and expected shortfall based on nonlinear models

of returndynamics and extreme value theory” (with C. Martins-Filho), Studies in

 Nonlinear Dynamics & Econometrics, 10(2), Article 4, 2006.

3. “Nonparametric frontier estimation via local linear regression” (with C.

Martins-Filho),Journal of Econometrics, 141(1), 283-319, 2007.

4. “A smooth nonparametric conditional quantile frontier estimator” (with C.

Martins-Filho),Journal of Econometrics, 143(2), 317-333, 2008.

5. “Nonparametric regression estimation with general parametric error

covariance” (with C.Martins-Filho), Journal of Multivariate Analysis, 100(3),

309-333, 2009.

6. “The effect of advertising on collusion in the U.S. brewing industry: a

trigger strategyapproach,” Atlantic Economic Journal, 40(1), 21-37, 2012.

7. “Kernel based estimation of semiparametric regression in triangular systems”

 (with C.Martins-Filho), Economics Letters, 115(1), 24-27, 2012.

8. “Efficient semiparametric instrumental variable estimation under conditional

heteroskedasticity,” Journal of Quantitative Economics, 10(1), 32-55, 2012.

Appendix to: Efficient semiparametric instrumental variable estimation under

conditional heteroskedasticity.

9. “Semiparametric stochastic frontier estimation via profile likelihood” (with

 C. MartinsFilho). Accepted at Econometric Reviews.

Technical supplement to “Semiparametric stochastic frontier estimation via

profile likelihood” (with C. Martins-Filho).

10. “High order conditional quantile estimation based on nonparametric models of

regression”(with C. Martins-Filho and M. Torero). Accepted at Econometric

Reviews.

11. “A nonparametric R-square test for the presence of relevant variables” (with

 A. Ullah),Journal of Statistical Planning and Inference, 143(9), 1527-1547, 2013.

12. “An asymptotic characterization of finite order U-statistics with sample

dependent kernels”(with C. Martins-Filho). Accepted at Communications in

Statistics-Theory and Methods.

13. “Efficient kernel-based semiparametric IV estimation with an application to

resolving apuzzle on the estimates of the return to schooling” (with J. Zhang).

Accepted at Empirical Economics.

Completed Manuscripts

1. “Nonparametric estimation of conditional value-at-risk and expected shortfall

 based onextreme value theory” (with C. Martins-Filho and M. Torero), revising

and resubmitting to Econometric Theory.

2. “The debt-equity choice of Japanese firms” (with T. T. Chong and T. Y. Law),

 revisedand resubmitted to Journal of Asian Business Studies.

Work in Progress

1. “Efficient estimation of partially linear models under nonparametric

endogeneity” (withC. Martins-Filho and J. Zhang).

2. “A nonparametric partial R-square test for omitted variables in additive

models” (with A.Ullah).

3. “Semiparametric estimation of generalized additive models” (with C. Martins-

Filho).

4. “Estimation of efficiency in stochastic production frontiers using

semiparametric smoothcoefficient models with panel data” (with S. C. Kumbhakar).

5. “Maximum likelihood estimation of multiplicative fixed effects dynamic panel

 data modelswith short time periods” (with C. Hsiao).

6. “Forecasting several North Dakota macroeconomic variables-an application of

Bayesianvector autoregressions.”

Grants

 Kennedy-Vanscoy fund for faculty development, College of business and economics,

 West Virginia University, $7000, 2010.

Funded research “Econometric model for the evolution of commodity price

returns,” International Food Policy Research Institute, 2010.

 West Virginia faculty travel grant, 2010, 2011, 2012, 2013.

 RGC Research Direct Grant, The Chinese University of Hong Kong, 39,000 HK$

(2007-2008).

 Summer Research Grant: College of Business and Public Administration, University

 of North Dakota, Summer 2006.

 Travel Grant: the Senate Scholarly Activities Committee(SSAC), Office of

Research & Program Development, University of North Dakota, Summer 2005, Fall

2005.

Fellowships and Scholarships

 The D. Barton DeLoach Distinguished Graduate Fellowship in Economics, Oregon

 State University (2003-2004).

 Oregon State University Foundation Fellowship Tuition Support Scholarship (2003-

2004).

 The D. Barton DeLoach Graduate Scholarship in Economics, Oregon State University

(2002-2003).

 Emery Castle Graduate Scholarship in Economics, Oregon State University (2001-

2002).

 The Emery Castle Award in Economics, Oregon State University (2001).

Conference Participation and Academic Visits

 Asian Meeting of the Econometric Society 2013, “Nonparametric estimation of

conditional value-at-risk and expected shortfall based on extreme value theory,”

 Singapore, August 2-4, 2013.

 New York Camp Econometrics VIII, “Efficient kernel-based semiparametric IV

estimation with an application to resolving a puzzle on the estimates of the

return to schooling,” Bolton Landing, NY, April 5-7, 2013.

 Midwest Econometrics Group Meeting 2012, “A nonparametric R-square test for the

presence of relevant variables,” Lexington, KY, USA, September 28-29, 2012.

 Invited seminars at University of Miami Department of Biostatistics “A

nonparametric R-square test for the presence of relevant variables,” and

Department of Economics “Nonparametric estimation of conditional value-at-risk

and expected shortfall based on extreme value theory”, Miami, FL, USA, October

 19, 2012.

 New York Camp Econometrics VII, “High order conditional quantile estimation

based on nonparametric models of regression,” Cooperstown, NY, April 13-15, 2012.

 “Modelling Price Volatility and Food Security” at ZEF Bonn, Germany, May 1-5,

2012.

 Invited presentation to 2011 Summer International Econometrics Symposium at

SWUFE in honor of A. Ullah, “A nonparametric partial R-square test for omitted

 variables,” Chengdu, China, May 24, 2011.

 Western Economic Association International 86th Annual Conference, “Efficient

semiparametric instrumental variable estimation under conditional

heteroskedasticity,” San Diego, CA July 2, 2011.


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