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Draft:Yixiao Sun

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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] and a recipient of the Plura Scripsit Award (2019) [4] and the Multa Scripsit Award (2007) [5] from Econometric Theory.

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

Recent publications

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  • 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. [1]
  • Sun, Y. (2021). "Fixed‑Smoothing Asymptotics in a Two‑Step Generalized Method of Moments Framework." Econometrica. [2]
  • Hwang, J. & Sun, Y. (2019). "Simple, Robust, and Accurate F and t Tests in Cointegrated Systems." Econometric Theory. [3]
  • Kaplan, D. M. & Sun, Y. (2017). "Smoothed Estimating Equations for Instrumental Variables Quantile Regression." Econometric Theory. [4]
  • Chen, X., Liao, Z. & Sun, Y. (2014). "Sieve inference on possibly misspecified semi‑nonparametric time series models." Journal of Econometrics. [5]
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References

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  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.

Category:American economists Category:University of California, San Diego faculty Category:Yale University alumni Category:Econometricians