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. |
