Yixao Sun

Yixiao Sun is professor of economics at UC San Diego who specializes in econometrics. After earning his Ph.D. in economics from Yale University, he joined the UCSD faculty in 2002. His papers have appeared in Econometrica, Econometrics Theory, Journal of Business and Economic Statistics, Journal of Econometrics, and Review of Economics and Statistics, among others.

Professor Sun’s work encompasses several areas within econometrics, including econometrics of time series, panel data, and high-frequency financial data. His past research focused on developing robust inference methods in the presence of temporal, spatial, and spatio-temporal dependence of unknown forms. His current research focuses on econometric inference in nonparametric and semiparametric models in connection with causal inference.

Professor Sun is currently an associate editor of Journal of Econometrics and Journal of Business and Economic Statistics and a coeditor of Econometric Theory. He is a fellow of the Journal of Econometrics and has won the best associate editor award twice at the journal. He has also won two awards from Econometric Theory (multa scripsit in 2007 and plura scripsit in 2019)