Econometrics, Statistics, and Economics.

• October 2007 - July 2011, Management School, University of Liverpool, PhD Management Studies (Econometrics). 

• September 2004 - November 2005, College of Humanities and Social Science, University of Edinburgh, MSc in Economics.   

• September 2001 - July 2004, Tianjin University of Finance and Economics, Bachelor's Economics (I finished four years undergraduate programme within three years).

Selected Journal Articles in English:

Cole, M., Sun, J., Jiang, W., & Zang, L. (2024). Governmental Capabilities and Responsiveness: Global Investigations into CO2 Emissions and Decarbonization. International Journal of Public Administration, 1-19. https://doi.org/10.1080/01900692.2024.2386271 

Hong, Y., Linton, O., McCabe, B., Sun, J., & Wang, S. (2024). Kolmogorov-Smirnov type testing for structural breaks: A new adjusted-range based self-normalization approach. Journal of Econometrics, 238(2), 105603. https://doi.org/10.1016/j.jeconom.2023.105603

Hong, Y., Linton, O., McCabe, B., & Sun, J. (2022). A score statistic for testing the presence of a stochastic trend in conditional variances. Economics Letters, 213, 110394. https://doi.org/10.1016/j.econlet.2022.110394

Sun, J., Hong, Y., Linton, O., & Zhao, X. (2022). Adjusted-range self-normalized confidence interval construction for censored dependent data. Economics Letters, 220, 110873. https://doi.org/10.1016/j.econlet.2022.110873

Jiang, W., Cole, M., Sun, J., & Wang, S. (2022). Innovation, carbon emissions and the pollution haven hypothesis: Climate capitalism and global reinterpretations. Journal of Environmental Management, 307, 114465. https://doi.org/10.1016/j.jenvman.2022.114465

Shao, C., Guan, X., Sun, J., Cole, M., & Liu, G. (2022). Social media interactions between government and the public: A Chinese case study of government WeChat official accounts on information related to COVID-19. Frontiers in Psychology, 13, 955376. https://doi.org/10.3389/fpsyg.2022.955376

Sun, J., Cole, M., Huang, Z., & Wang, S. (2019). Chinese leadership: Provincial perspectives on promotion and performance. Environment and Planning C: Politics and Space. https://doi.org/10.1177/2399654418791580

Cui, W., Cheng, H., & Sun, J. (2018). An RKHS-based approach to double-penalized regression in high-dimensional partially linear models. Journal of Multivariate Analysis. https://doi.org/10.1016/j.jmva.2018.07.013

Li, Z., Sun, J., & Wang, S. (2013). An information diffusion-based model of oil futures price. Energy Economics. https://doi.org/10.1016/j.eneco.2012.10.009

Sun, J., & McCabe, B. P. (2013). Score statistics for testing serial dependence in count data. Journal of Time Series Analysis. https://doi.org/10.1111/jtsa.12014

Sun, J., Chernick, M. R., & LaBudde, R. A. (2011). A bootstrap test for comparing two variances: Simulation of size and power in small samples. Journal of Biopharmaceutical Statistics. https://10.1080/10543406.2011.611082

Comment on Published Work:

Hong, Y., Linton, O., Sun, J., & Zhu, M. (2023). Contribution to the Discussion of “the Discussion Meeting on Probabilistic and Statistical Aspects of Machine Learning.” Royal Statistical Society. Journal. Series B: Statistical Methodology. https://doi.org/10.1093/jrsssb/qkad152

Selected Journal Articles in Chinese:

Hong, Y., Sun, J., McCabe, B., & Wang, S. (2022). An adjusted-range based self-normalized statistic for testing structural breaks. Statistical Research, 39(4), 122-133. https://doi.org/10.19343/j.cnki.11–1302/c.2022.04.009

Sun, J., McCabe, B., Cui, W., & Li, G. (2020). Integer valued autoregressive process with Katz arrivals and its application in predicting the count of respiratory disease cases. Chinese Journal of Applied Probability and Statistics, 36(6), 551-568. http://lib.cqvip.com/Qikan/Article/Detail?id=7103807087  

Selected Book Chapters:

Li, Z., Sun, J., & Cole, M. (2015). Mechanisms and performance of Chinese bear markets and policy suggestions. In Li, Z., & Cheng, S. (Eds.), The Chinese Stock Market Volume II (pp. 125-189). Palgrave Macmillan, London, UK. Available at https://link.springer.com/chapter/10.1057/9781137464699_3

Li, Z., & Sun, J. (2015). Mechanisms and performance of Chinese bear markets and policy suggestions. In Li, Z., & Cheng, S. (Eds.), China's Stock Market Review and Outlook: 2002-2013. Science Press, Beijing, China.

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• 75th European Meeting of the Econometric Society, August 29, 2024, Rotterdam, Netherlands, “Confidence interval construction based on the adjusted-range self-normalization approach,” session presentation.

• 2024 Asian Meeting of the Econometric Society, June 28, 2024, Hangzhou, China, “Sequential change point detection for time series – an adjusted-range based approach,” session presentation.

• Gregory C. Chow’s Young Scholar Forum, April 18, 2022, Beijing, China, “Kolmogorov-Smirnov type testing for structural breaks: A new adjusted-range based self-normalization approach,” invited speech.

• CFE-CMStatistics, December 18-20, 2021, London, UK, “Confidence interval construction - a new self-normalization approach based on adjusted-range,” online presentation.

• Tsinghua University Statistics and Data Science Young Scholar Forum, October 23-24, 2021, Beijing, China, “Confidence interval construction - a new self-normalization approach based on adjusted-range,” session presentation.

• Australian Meeting of the Econometric Society, July 7-9, 2021, University of Melbourne, Melbourne, Australia, “Testing for structural breaks - a new self-normalization approach based on the adjusted sample range,” online presentation.

• Thirteenth Annual SoFiE Conference (North America), June 15-17, 2021, Rady School of Management at the University of California, San Diego, USA, “A score statistic on testing the presence of stochastic trends in conditional variance,” online presentation.

• 2021 North American Summer Meeting of the Econometric Society, June 13-19, 2021, Université du Québec à Montréal, Montreal, Canada, “Testing for structural breaks - a new self-normalization approach based on the adjusted sample range,” online presentation.

• 13th International Conference of the ERCIM WG on Computational and Methodological Statistics - 14th International Conference on Computational and Financial Econometrics, December 19-21, 2021, London, UK, “Testing structural breaks - a new self-normalization approach based on the adjusted sample range,” online presentation.

• Young Scholars Forum, April 23, 2021, School of Economics and Management, University of Chinese Academy of Sciences (UCAS), Beijing, China, “Kolmogorov-Smirnov type testing for structural breaks: A new adjusted-range based self-normalization approach,” session presentation.

• The 4th China Econometricians Forum, December 19-20, 2020, Shanghai Academy of Social Sciences, Shanghai, China, “Testing structural breaks - a new self-normalization approach based on the adjusted sample range,” session presentation.

• 12th Econometric Society World Congress, August 17-21, 2020, Milan, Italy, “Model averaging of integer-valued autoregressive model with covariates,” online presentation.

• 2019 Asian Meeting of the Econometric Society, June 14-16, 2019, Xiamen University, China, “Model averaging of integer-valued autoregressive model with covariates,” session presentation.

• CES (China Economic Society), June 8-9, 2019, annual conference, Dongbei University of Finance and Economics, Dalian, China, “The subjective well-being of internal migrants: lessons from China,” session presentation.

• 9th ERCIM WG on Computational and Methodological Statistics; 10th International Conference on Computational and Financial Econometrics, December 9, 2016, University of Seville, Spain, “RKHS-based approach to SCAD-penalized regression in high-dimensional partially linear models,” session presentation.

• IEEE Symposium on Analytics and Risk, August 14, 2015, University of Chinese Academy of Sciences, Beijing, China, “Commodity shocks and the macroeconomy,” session presentation.

Students Previously Advised:

• Cao Songfei - Master's Student in Business Administration. Founded Shanxi Yimiao Supply Chain Management Co., Ltd. after graduation.
• Li Jiamin - Master's Student in Management Science and Engineering. Currently pursuing a doctoral degree at Renmin University of China due to her outstanding academic performance.
• Wu Junda - Master's Student in Finance. Received honors such as Excellent League Member and Outstanding Student. 
• Cao Zhong - Master's Student in Business Administration 
• Liu Xin - Master's Student in Finance 
• Wang Weiguang - Master's Student in Finance 
• Shi Can - Master's Student in Business Administration 
• Xu Yang - Master's Student in Quantitative Economics. Former president of the College's Student Union, honored as an Outstanding Student, Excellent Student Leader, and part of the Excellent League Member. 
• Yu Gaoqi - Master's Student in Business Administration 
• Wang Lei - Master's Student in Business Administration 

Current Students Advised:

• Zhang Zijing - Master's Student in Quantitative Economics. Honors include Outstanding Student and deputy class leader, and received the First Prize in the 2023 Science and Fantasy Competition.
• Han Yupei - Master's Student in Quantitative Economics 
• Xu Xinyi - Master's Student in Finance 
• Zhang Xi - Master's Student in Finance 

Jointly Supervised Master's Students (with Prof. Yongmiao Hong):

• Li Yitong - Awarded honors for Excellent Student, Excellent Communist Youth League Member.
• Cheng Zhanbo - Awarded honors for Excellent Student.
• Zhang Zhenwei - Awarded honors for Excellent Student.

Jointly Supervised PhD Students (with Prof. Yongmiao Hong):

• Lin Zhuo - Received the Hua Luogeng Scholarship from the Academy of Mathematics and Systems Science. 
• Zhu Meiting (currently studying at Xiamen University) - Received first prize at the 5th Tianjin University Doctoral Academic Forum. 

• The course "Financial Statistics and Econometrics" won the Young Teacher Teaching Special Award from the School of Management for the 2017-18 academic year and the Excellent Postgraduate Course Award in 2019.
• The course "Financial Data Modeling and Analysis" received the Excellent Postgraduate Course Award for the year 2022.
• In May 2023, Dr. Jiajing Sun was awarded the Third Prize in the Young Teacher's Basic Teaching Skills Competition.

• "Adjusted Range-Based Self-normalization in Time Series Analysis", Principal Investigator, NSFC Project, January 2022 - December 2025.
• "Economic Theories and Empirical Research on Employment, Subjective Well-being, Public Service Satisfaction, and Labor Market Efficiency in Major Chinese Cities", Principal Investigator, Chinese Academy of Sciences Program, January 2019 - December 2020.
• "Sparse Parameter Models in Big Data", Principal Investigator, Chinese Academy of Sciences Program, September 2015 - December 2017.
• "Spatial Integer-Valued Autoregressive Moving Average Models and Their Application in Socio-Economic Analysis", Principal Investigator, NSFC Project, January 2015 - December 2017.
• "Basic Research on Financial Futures Market Monitoring and Early Warning from the Perspective of Major Asset Classes", Participant, Domestic Commissioned Project, January 2018 - December 2018.
• "Investor Sentiment and Stock Market Policy Failure: Analysis and Empirical Evidence Based on Internet Big Data", Participant, NSFC Project, January 2017 - December 2020.
• "Nonlinear Mixed Frequency Data Models and Their Application in Economics", Participant, Ministry of Education, January 2015 - December 2017.
• "Risk Assessment and Optimization of Emergency Material Distribution Systems Under Sudden Natural Disasters", Participant, NSFC Project, January 2015 - December 2017.