Dr. Jiajing Sun is an Associate Professor and was appointed Deputy Director of the Department of Statistics and Data Sciences of the School in April 2022. Dr. Sun holds a PhD from the University of Liverpool, a MSc from the University of Edinburgh. Prior to joining the School of Economics and Management of the University of the Chinese Academy of Sciences, she worked for one year as an assistant professor in the Management School, University of Liverpool. Her research interests incorporate econometrics, and its application in finance and economics, and a diverse range of issues connected to the society and governance of China. She holds the Chartered Financial Analyst (CFA) credential and possesses a strong understanding of advanced investment analysis and real-world portfolio management skills. 



Research Areas

Econometrics/statistics, economics and finance. 

Education

  • 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).

Publications


Papers

Selected Journal Articles (in English):


  • 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, vol. 238, no. 2, 105603. https://doi.org/10.1016/j.jeconom.2023.105603

  • Hong, Y, Linton, O, Sun, J & Zhu, M 2023, 'Yongmiao Hong, Oliver Linton, Jiajing Sun, and Meiting Zhu’s 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

  • 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, vol. 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, vol. 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 re-interpretations', Journal of Environmental Management, vol. 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, vol. 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, BP 2013, 'Score statistics for testing serial dependence in count data: Score Statistics for Testing the Series Dependence', Journal of Time Series Analysis. https://doi.org/10.1111/jtsa.12014

  • Sun, J, Chernick, MR & LaBudde, RA 2011, 'A Bootstrap Test for Comparing Two Variances: Simulation of Size and Power in Small Samples', Journal of Biopharmaceutical Statistics. https://doi.org/10.1080/ 


Selected Journal Articles (in Chinese):

 

  • Hong, Y., Sun, J., McCabe, B., & Wang, S. (2022). An Adjusted-range Based on Self-normalized Statistic for Testing Structural Breaks. Statistical Research, 39(4) 122-133. 10.19343/j.cnki.11–1302/c.2022.04.009 In Chinese

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


 


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.