Yixiao Sun

Yixiao Sun
Academic background
Alma mater
Doctoral advisorPeter C.B. Phillips; Donald W.K. Andrews
Academic work
DisciplineEconometrics
Institutions

Yixiao Sun is a Professor of Economics at the University of California, San Diego.[1]

Sun received his Ph.D. in Economics from Yale University in 2002.[1] He earned an undergraduate degree in mathematics in 1993 and a master's degree in economics in 1996 from Wuhan University in China.[1]

Sun joined the Department of Economics at UCSD in 2002.[1] He is currently a Professor of Economics and served as the Clive Granger Endowed Chair in Econometrics from 2016 to 2021.

He is currently an editor-in-chief of Econometric Theory alongside Patrik Guggenberger and Liangjun Su.[2] and an associate editor of Journal of Econometrics and Journal of Business and Economic Statistics. Sun is a fellow of the Journal of Econometrics,[3] a recipient of the Plura Scripsit Award (2019)[4] and the Multa Scripsit Award (2007)[5] from the journal Econometric Theory.

Sun's research focuses on time series econometrics, nonparametric methods, machine learning as well as causal inference methods.

Recent publications

  • Martinez‑Iriarte, J. & Sun, Y. (2024). "Identification and Estimation of Unconditional Policy Effects of an Endogenous Binary Treatment: An Unconditional MTE Approach." Journal of Econometrics.[6]
  • Sun, Y. (2021). "Fixed‑Smoothing Asymptotics in a Two‑Step Generalized Method of Moments Framework." Econometrica.[7]
  • Hwang, J. & Sun, Y. (2019). "Simple, Robust, and Accurate F and t Tests in Cointegrated Systems." Econometric Theory.[8]
  • Kaplan, D. M. & Sun, Y. (2017). "Smoothed Estimating Equations for Instrumental Variables Quantile Regression." Econometric Theory.[9]
  • Chen, X., Liao, Z. & Sun, Y. (2014). "Sieve inference on possibly misspecified semi‑nonparametric time series models." Journal of Econometrics.[10]

References

  1. ^ a b c d "Curriculum Vitae – Yixiao Sun" (PDF). University of California, San Diego. Retrieved 18 January 2026.
  2. ^ "ET Announces New Editors-in-Chief". Cambridge University Press. Retrieved 18 January 2026.
  3. ^ "Journal of Econometrics Fellows". Journal of Econometrics.
  4. ^ "Econometric Theory Award Recipients". Cambridge University Press.
  5. ^ "Multa Scripsit Award". JSTOR.
  6. ^ Martinez-Iriarte, Julian; Sun, Yixiao (2024). "Identification and estimation of unconditional policy effects of an endogenous binary treatment: An unconditional MTE approach". Journal of Econometrics. 244 (1) ((105858)). doi:10.1016/j.jeconom.2024.105858. Retrieved 2 March 2026.
  7. ^ Sun, Yixiao (2014). "Fixed-Smoothing Asymptotics in a Two-Step Generalized Method of Moments Framework: Fixed-Smoothing Asymptotics". Econometrica. 82 (6): 2327–2370. doi:10.3982/ECTA11684. Retrieved 2 March 2026.
  8. ^ Hwang, Jungbin; Sun, Yixiao (2018). "SIMPLE, ROBUST, AND ACCURATE F AND t TESTS IN COINTEGRATED SYSTEMS". Econometric Theory. 34 (5): 949–984. doi:10.1017/S026646661700038X. ISSN 0266-4666. Retrieved 2 March 2026.
  9. ^ Kaplan, David M.; Sun, Yixiao (2017). "Smoothed Estimating Equations for Instrumental Variables Quantile Regression". Econometric Theory. 33 (1): 105–157. doi:10.1017/S0266466615000407. ISSN 0266-4666. JSTOR 26172565. Retrieved 2 March 2026.
  10. ^ Chen, Xiaohong; Liao, Zhipeng; Sun, Yixiao (2014). "Sieve inference on possibly misspecified semi-nonparametric time series models". Journal of Econometrics. 178: 639–658. doi:10.1016/j.jeconom.2013.10.002. Retrieved 2 March 2026.
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