Assistant Professor

Phone: +86-15927585928

Email: BiqingCai@hust.edu.cn

Academic Areas: Econometrics; Time Series Analysis; Nonparametric Method; Financial Econometrics

Research Interests:

Education background

2007.9-

2012.6 Ph.D. in Economics

Wang Yanan Institute for Studies in Economics (WISE), Xiamen University

Major: Quantitative Economics

Dissertation: Integrable cointegration: theory and application, supervised by

Professor Yongmiao Hong

2005.9-

2007.7 Master in Economics

School of Economics, Renmin University of China

Major: Economics

Thesis: Public expenditure and economic growth, supervised by Professor Jie

Guo

2001.9-

2005.7 Bachelor of Science

School of Mathematics and System Science, Xinjiang University

Major: Information and Computation Science

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research interests

Econometrics; Time Series Analysis; Nonparametric Method; Financial

Econometrics

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teaching interests

Econometrics; Time Series Analysis; Financial Econometrics

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working experience

2012.8-

2013.8 Postdoc, Department of Econometrics and Business

Statistics, Monash University

2013.10-

2015.10 Postdoc, Department of Mathematics, University of Bergen

2016.4-now Assistant Professor, School of Economics, Huazhong

University of Science and Technology

Modified KSS test with application to China’s inflation rate (in Chinese),

Systems Engineering–Theory and Practice, 2014, 34, 313-322, with Yongmiao

Hong

 Nonparametric regression estimation for multivariate null recurrent processes,

Econometrics, 2015, 3(2), 265-288, doi:10.3390/econometrics3020265, with Dag

Tjøstheim

 A new class of bivariate threshold cointegration models, 2015, with Jiti Gao

and Dag Tjøstheim, Journal of Business & Economic Statistics, forthcoming.

Available at

http://www.tandfonline.com/doi/abs/10.1080/07350015.2015.1062385#.Vb93wPmqqko.

 Estimation of nonlinear cointegration models using Hermite series, 2015, with

Chaohua Dong and Jiti Gao, R&R for Journal of Econometrics

Nonlinear cointegration with stationary-like regressand, 2013, with Yongmiao

Hong, Xiamen University working paper

Testing cointegration using Hermite series, 2013, with Haiqiang Chen and

Yongmiao Hong, Xiamen University working paper

Nonparametric series estimation for functional coefficient cointegration

models, 2014, with Jiti Gao, Monash University working paper.

 Threshold Estimation in Autoregressive Null Recurrent Processes, with Dag

Tjøstheim, work in progress.

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conference presentation

Nonlinear cointegration with stationary-like regressand, December 21, 2011,

The 2011 International Forum on Modern Statistics and Econometrics, Wang

Yanan Institute for Studies in Economics, Xiamen University, China

Testing nonlinear cointegration using Hermite series, May 19-20, 2012, The

3rd WISE-Humboldt Workshop in Nonparametric Nonstationary

High-dimensional Econometrics Program, Wang Yanan Institute for Studies in

Economics, Xiamen University, China Predictive regression with Hermite series, April 29, 2014, The Young

Statistician Day, Department of Mathematics, University of Bergen, Norway

A new class of bivariate threshold cointegration models, June 15-18, 2015, The

Biannual Norwegian Statistical Society Meeting, Solstrand, Norway

Nonparametric regression estimation for multivariate null recurrent processes,

June 25-27, 2015, The 2nd Annual Conference of the International Association

for Applied Econometrics, University of Macedonia, Greece

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referee experience

Journal of Econometrics (4 manuscripts)

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