Professor, School of Economics and Management/School of Social Sciences, 2022.1-Now

Professor, School of Economics, Singapore Management University, 2015.7-2021.12

Associate Professor, School of Economics, Singapore Management University, 2008.7-2015.6

Associate Professor, Guanghua School of Management, Peking University, 2007.8-2008.6

Assistant Professor, Guanghua School of Management, Peking University, 2004.8-2007.7

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Econometric Theory, Panel Data Models

JOURNAL PUBLICATIONS

1. SU, L., X. WANG, and S. JIN "Sieve Estimation of Time Varying Panel Data Models with Latent Structures." Journal of Business and Economic Statistics,forthcoming.

2. JIN, S., V. CORRADI and N. SWANSON, 2017, "Robust Forecast Comparison," Econometric Theory 33, 1306-1351. As of January, 2018

3. JIN, S., L. SU, and Z. XIAO, 2015. "Adaptive Nonparametric Regression with Conditional Heteroskedasticity," Econometric Theory, 31, 1153-1191.

4. SU, L., S. JIN, and Y. ZHANG, 2015. "Specification Test for Panel Data Models with Interactive Fixed Effects," Journal of Econometrics,186, 222-244.

5. JIN, S., L. SU, and Y. ZHANG, 2015. "Nonparametric Testing for Anomaly Effects in Empirical Asset Pricing Models," Empirical Economics, 48, 9-36.

6. PHILLIPS, P. C. B. and S. JIN, 2014. "Testing the Martingale Hypothesis," Journal of Business & Economic Statistics 32, 537-554.

7. JIN, S., L. SU, and A. ULLAH, 2014. "Robustify Financial Time Series Forecasting," Econometric Reviews 33, 575-605.

8. JIN, S. and L. SU, 2013. "Nonparametric Tests for Poolability in Panel Data Models with Cross Section Dependence," Econometric Reviews 32, 469-512.

9. SU, L. and S. JIN, 2012. "Sieve Estimation of Panel Data Models with Cross Section Dependence," Journal of Econometrics 169, 34-47.

10. SUN, Y., P. C. B. PHILLIPS, and S. JIN, 2011. "Power Maximization and Size Control in Heteroscedasticity and Autocorrelation Robust Tests with Exponentiated Kernels," Econometric Theory 27, 1320-1368.

11. SU, L. and S. JIN, 2010. "Profile Quasi-maximum Likelihood Estimation of Spatial Autoregressive Models," Journal of Econometrics 157, 18-33.

12. JIN, S., 2009. "Discrete Choice Modeling with Nonstationary Panels Applied to Exchange Rate Regime Choice," Journal of Econometrics 150, 312-321.

13. SUN, Y., P. C. B. PHILLIPS, and S. JIN, 2008. "Optimal Bandwidth Selection in Heteroskedasticity-Autocorrelation Robust Testing," Econometrica 76, 175-194.

14. PHILLIPS, P. C. B., S. JIN, and L. HU, 2007. "Nonstationary Discrete Choice: A Corrigendum and Addendum," Journal of Econometrics 141, 1115-1130.

15. PHILLIPS, P. C. B., Y. SUN, and S. JIN, 2007. "Long Run Variance Estimation and Robust Regression Testing Using Sharp Origin Kernels with No Truncation," Journal of Statistical Planning and Inference 137, 985-1023.

16. JIN, S. and L. SU, 2007. "Nonparametric Analysis and Prediction of CPR in China," Applied Economics 39, 2189-2195.

17. PHILLIPS, P. C. B., Y. SUN, and S. JIN, 2006. "Spectral Density Estimation and Robust Hypothesis Testing using Steep Origin Kernels without Truncation," International Economic Review 47, 837-894.

18. JIN, S., P. C. B. PHILLIPS, and Y. SUN. 2006. "A New Approach to Robust Inference in Cointegration," Economics Letters 91, 300-306.

19. HU, J., L. SU, S. JIN, and W. JIANG, 2006. "The Rise in House Prices in China: Bubbles or Fundamentals," Economics Bulletin 3, 1-8.

20. SU, L. and S. JIN, 2005. "A Bootstrap Test for Conditional Symmetry," Annals of Economics and Finance 6, 251-261.

21. PHILLIPS, P. C. B. and S. JIN, 2002. "The KPSS Test with Seasonal Dummies,"Economics Letters 77, 239-243.

OTHER JOURNAL PUBLICATIONS (In Chinese)

1. JIANG, W., S. JIN, L. SU, and J. HU. "Bottle-necks to Build an Innovative Country: from the Risk Management Perspective,"Management World, 2008(3).

2. JIN, S. and D. HU. "Empirical Analysis of Institutional Holdings and Stock Market Volatility in China’s A Share Market," Financial Research, 2007 (4). As of January, 2018

3. HU, J., L. SU, S. JIN, and W. JIANG. "Early-Warning Modeling Analysis for the Real Estate in Beijing," Statistical Research, 2006(5).

4. SU, L., Y. HE, and S. JIN. "A Panel Cointegration Study of the Relationship between Income and Consumption in China," World Economy, 2006(5).

5. JIN, S. and L. SU. "Forecasting the CPR in China," Statistics and Decision, 2006(2). 6. HU, J., L. SU, S. JIN, and W. JIANG. "The Rise in House Prices in China: Bubbles or Fundamentals?" Statistical Research, 2006(1).

7. JIN, S. and L. SU. "The New Development of Econometrics and Its Applications in China," Journal of Quantitative and Technical Economics, 2005(9).

8. SU, L., Y. HE and S. JIN. "Does Temporary Income Really Affect Consumption?—Evidence from a Rural Panel Study in China,"Management World, 2005(7).

BOOKS

1. Advanced Econometrics II, with Yunhui Jin, Peking University Press, 2012.