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.

Working Papers

5. Testing and Ranking of Asset Pricing Models Using the GRS Statistic (joint with Mark Kamstra, August 2021, under review) [R code]

4. Breusch and Pagan’s (1980) Test Revisited (joint with Jinyong Hahn, June 2021, under review)

3. The Influence Function of Semiparametric Two-step Estimators with Estimated Control Variables (joint with Jinyong Hahn, Zhipeng Liao and Geert Ridder, November 2021, R&R at Journal of Econometrics)

2. An Averaging Estimator for Two Step M Estimation in Semiparametric Models (February 2021, R&R at Econometric Theory)

1. Identification and Estimation of Nonparametric Hedonic Equilibrium Model with Unobserved Quality (December 2020, under review, new draft available soon)


3. What Time Use Surveys Can (And Cannot) Tell Us About Labor Supply (joint with Cheng Chou, January 2021, forthcoming at Journal of Applied Econometrics) [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.

Dormant Projects

1. Utilizing Two Types of Survey Data to Enhance the Accuracy of Labor Supply Elasticity Estimation (joint with Cheng Chou, July 2020)




Awards and Fellowships

As Assistant Professor

As Student