Ruoyao Shi (史若瑶)

I am an assistant professor at Department of Economics, University of California, Riverside. My research areas are econometrics methods and applied microeconomics.

Here is my CV. Here is my Google Scholar page.

Work in Progress

2. Identification and Estimation of Finite Mixture in Dynamic Discrete Choice Models with Unobserved Heterogeneity (joint with Cheng Chou and Nan Liu, draft available soon)

1. Deep Learning for Individual Heterogeneity with Generated Regressors by Adversarial Training (joint with Yifei Ding)

Working Papers

3. Econometric Inference Using Hausman Instruments (joint with Jinyong Hahn, Zhipeng Liao and Nan Liu, under review) [supplemental appendix]

2. Identification and Estimation of Nonstationary Dynamic Binary Choice Models (joint with Cheng Chou and Geert Ridder, (resubmission requested at Journal of Econometrics)

1. Identification and Estimation of Nonparametric Hedonic Equilibrium Model with Unobserved Quality (resubmission requested at Journal of Econometrics)

Publications

7. Mark Kamstra and Ruoyao Shi (2024), "Testing and Ranking of Asset Pricing Models Using the GRS Statistic." Journal of Risk and Financial Management, 17(4), 168. [R code]

6. Jinyong Hahn, Hyungsik Roger Moon and Ruoyao Shi (2024), "Test of Neglected Heterogeneity in Dyadic Models." Forthcoming at Journal of Econometrics. An earlier version was circulated under the title "Breusch and Pagan's (1980) Test Revisited". [working paper]

5. Jinyong Hahn, Zhipeng Liao, Geert Ridder and Ruoyao Shi (2023), "The Influence Function of Semiparametric Two-step Estimators with Estimated Control Variables." Economics Letters 231, 111277. [pre-proof] [supplemental appendices]

4. Ruoyao Shi (2024), "An Averaging Estimator for Two-Step M-Estimation in Semiparametric Models." Econometric Theory, 40(3), 652-687. [working paper and supplemental material]

3. Cheng Chou and Ruoyao Shi (2021), "What Time Use Surveys Can (And Cannot) Tell Us About Labor Supply." Journal of Applied Econometrics, 36(7), 917-937. [working paper] [online appendices] [data and program]

2. Xu Cheng, Zhipeng Liao and Ruoyao Shi (2019), "On Uniform Asymptotic Risk of Averaging GMM Estimators." Quantitative Economics, 10(3), 931-979.

1. Jinyong Hahn and Ruoyao Shi (2017), "Synthetic Control and Inference." Econometrics, 5(4): 52.

Teaching

PhD

Undergraduate

Awards and Fellowships

As Assistant Professor

As Student