Emeritus Professor of Economics

Professor of Economics (1979-2017)
Fulbright-Hays Research Scholar, 1985-1986, ISEAS, Singapore;
Post Doctorate Research Fellow in Economics, 1979, Harvard University;
M.A. 1973, Ph.D. 1977 State University of New York, Stony Brook;
B.L. 1970 National Chengchi University (Taiwan, China)

Teaching Fields

Econometrics, Mathematical Economics, Research Methods.

Current Lecture Materials

• Topics on Big Data Econometrics
• Teaching and Learning Econometrics in the Era of Big Data

Research Interests

• Computational econometrics: big data econometrics, financial econometrics, spatial econometrics, Bayesian econometrics.
• Computer applications in economics: artificial intelligence, qualitative reasoning, neural networks, and generic algorithms.
• Internet economics: Internet resources allocation problems, measuring the Internet economy.
• Computable or applied general equilibrium (CGE) models.
• Chinese Economy.

Book Projects

• Econometric Analysis by Examples (with WISER-Club, in progress)
• Computational Econometrics: GAUSS Programming for Econometricians and Financial Analysts, ETEXT Publishing, 2001; Chinese Edition, Tsinghua University Press, 2003.

Selected Journal Publications

• "Hierarchically spatial autoregressive and moving average error mode," (with Q. Ye, H. Liang, and Z. Long), Economic Modelling 76,  2019, 14-30.
• "Testing in a Random Effects Panel Data Model with Spatially Correlated Error Components and Spatially Lagged Dependent Variables," (with Ming He), Econometrics 3, 2015, 761-796.
• "Testing Spatial Effects and Random Effects in a Nested Panel Data Model," (with Ming He), Economics Letters 135, 2015, 85-91.
• "Mongolian and World Equity Markets: Volatilities and Correlations," (with Yertai Tanai), Eurasian Economic Review 3:2, Fall 2013, 136-164.
• "Locally Adjusted LM Test for Spatial Dependence in Fixed Effects Panel Data Models," (with Ming He), Economics Letters 121, 2013, 59-63.
• "The Size and Power of Bootstrap Tests for Spatial Dependence in a Linear Regression Model," (with Z. Long and B. Ou), Computational Economics 38:2, August 2011, 153-171.
• "Chinese and World Equity Markets: A Review of Volatilities and Correlations in the First Fifteen Years," (with A. J. Menkveld, and Z. Yang), China Economic Review 20, 2009, 29-45.
• "Spatial Econometric Analysis Using GAUSS," presented at The Fifth World Congress of the Spatial Econometrics Association, Toulouse France, July 6-8, 2011.
• "The Application of Bootstrap Methods in Diagnostic Checking of a Spatial Econometric Model," (with Z. Long and M. Wu) Economic Science (in Chinese), Serial No. 160, 2007 (4), 84-93.
•  "A Spatial Investigation of Sigma-Convergence in China," (with Z. Long and M. Wu) Journal of Quantitative and Technical Economics (in Chinese), Vol. 23, No. 4, 2006, 14-21.
• "A Spatial Econometric Analysis of Regional Economic Convergence in China: 1978-2002," (with Z. Long and M. Wu) China Economic Quarterly (in Chinese), Vol. 4, No. 2, 2005.
• "Artificial Intelligence in Economics and Management," (with A. M. Farley) in the Encyclopedia of Computer Science and Technology, Vol. 36, 1-13, ed. by J. M. Williams, Marcel Dekker, New York, 1997.
• "Causal Reasoning in Econometric Models," (with A. M. Farley), Decision Support Systems, 15, 167-177, North-Holland, 1995.
• "Qualitative Economic Reasoning: A Disequilibrium Perspective," (with A. M. Farley), Computer Science in Economics and Management (now Computational Economics), 1991, 107-113.
• "Qualitative Reasoning in Economics," (with A. M. Farley), Journal of Economic Dynamics and Control, 1990, 465-490.

For further information, contact: Kuan-Pin Lin

(last updated: 5/23/2019)