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孙一啸

孙一啸(1971-)，加州大学圣地亚哥分校经济系终身教授。

1989-1993年，就读于武汉大学数学系(本科)；

1993-1996年，就读于武汉大学管理学院(硕士);

1998-2000年，就读于耶鲁大学经济系(硕士);

1998-2002年，就读于耶鲁大学经济系(博士)，师从Donald Andrews和Peter Phillips。

2002年7月-2008年6月，加州大学圣迭戈分校经济系教授；

2007年7月-2008年3月，耶鲁大学经济系访问教授；

2008年7月至今，加州大学圣迭戈大学经济系教授。

2009年1月至今，担任Econometric Theroy编辑

1. National Science Foundation Grant.On smothing parameter choice for interval estimatin and hypothesis test in semiparametric models, Principal Investigator, $150000,2008-2011
2. Econometrics Theory Award. In Recognition of Research and Contributions, multascriptsit, to the Science of Econometrics, 2007.

3.Entry in 'Who is Who in America'. 2009 Edition.

4.Committee on Research Grant(UCSD), 2004, 2005.

5.Econometric Society World Congress Travel Grant, 2005.

6.Dissertation Fellowship, Yale University, 2001-2002.

7.John Perry Miller Fellowship, Yale University, 2000-2001.

8.Carl Anderson Fellowship, Cowles Foundation for Research In Economics, 2000-2001.

9.University Fellowship, Yale Universtiy, 1998-2000.

10.Graduate Student Summer Fellowship, Cowles Foudnation, 1999, 2000.

Spring 2007

Economics 120C/H [WebCT] [Syllabus]
Economics 220C: Panel Data and Cross Section Econometrics [WebCT]
Econometrics Seminar
Winter 2007

Economics 280: Computation [WebCT]
Economics 221: Advanced Econometrics [WebCT] (Nonparametric and Semiparametric Methods in Econometrics)

Winter 2009

Economics 280: Computation [WebCT]
Economics 227: Advanced Econometrics [WebCT] (Nonparametric and Semiparametric Methods in Econometrics)

Nonlinear Log-Periodogram Regression Estimation of Long-Range Dependence for Perturbed Fractional Processes
(with Peter Phillips), Journal of Econometrics, Vol. 115 (2003), No. 2, pp. 355-389.

Adaptive Local Polynomial Whittle Estimation of Long Range Dependence
(with Donald Andrews), Econometrica 72(2) (2004) 569-614

Understanding the Fisher Equation
(with Peter Phillips), Journal of Applied Econometrics 19 (2004) 869-886

A Convergent t-statistic in Spurious Regressions
Econometric Theory 20 (2004) 943-962

Estimation of the Long-run Average Relationship in Nonstationary Panel Time Series
First Version (March 2003) Revised Version (Sept 2003)
Econometric Theory 20 (2004) 1227-1260

Spectral Density Estimation and Robust Hypothesis Testing using Steep Origin Kernels without Truncation
(with Peter Phillips and Sainan Jin). International Economic Review, Vol. 47 (2006), pp. 837-894

Consistent HAC Estimation and Robust Regression Testing Using Sharp Origin Kernels with No Truncation
(with Peter Phillips and Sainan Jin). Journal of Statistical Planning and Inference, Vol. 137 (2007), pp. 985-1023

Spurious Regressions Between Stationary Generalized Long Memory Processes
Economics Letters, Vol. 90 (2006), pp. 446?454

A New Approach to Heteroskedasticity and Autocorrelation Robust Inference in Cointegration?
(with Peter Phillips and Sainan Jin). Economics Letters, Vol. 91 (2006), pp. 300-3006

Bias-Reduced Log-Periodogram and Whittle Estimation of the Long-Memory Parameter Without Variance Inflation
(with Patrik Guggenberger ) Econometric Theory, vol 22 (2006), pp. 863?912

The Tobit Model with a Nonzero Threshold
Carson, Richard, The Econometrics Journal, (2007), 10, pp. 488?502.

Optimal Bandwidth Selection in Heteroscedasicity-Autocorrlation Robust Testing
(with Peter Phillips and Sainan Jin), Econometrica, Vol. 76(1), (2008), pp. 175?194.

Non-orthogonal Hilbert Projections in Trend Regression
(with Peter Phillips), Econometric Theory, Vol. 17(4), 2001

Regression with an Evaporating Logarithm Trend
(with Peter Phillips), Econometric Theory, Vol. 18(3), 2002.

E-mail: yisun at ucsd.edu
Webpage: www.econ.ucsd.edu/~yisun

Office Address: Econ 219

Tel: (858) 534-4692
Fax: (858) 534-7040

Mailing Address:
Department of Economics
University of California, San Diego
9500 Gilman Dr (map it)
La Jolla, CA 92093-0508

Research Areas: Econometric Theory and Applied Econometrics