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. The Influence Function of Semiparametric Two-step Estimators with Estimated Control Variables (joint with Jinyong Hahn, Zhipeng Liao and Geert Ridder, July 2022, under review)

4. Test of Neglected Heterogeneity in Dyadic Models (joint with Jinyong Hahn and Hyungsik Roger Moon, February 2022, under review; an earlier version of this paper was circulated under the title "Breusch and Pagan's (1980) Test Revisited")

3. An Averaging Estimator for Two Step M Estimation in Semiparametric Models (June 2022, R&R at Econometric Theory)

2. Testing and Ranking of Asset Pricing Models Using the GRS Statistic (joint with Mark Kamstra, August 2021, R&R at Journal of Banking & Finance) [R code]

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


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. [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