Fan, Qingliang (Michael)

Associate Professor


Phone:0592-2186065

Email:michaelqfan[at]gmail[dot]com

Office:D312

Homepage:http://michaelqfan.weebly.com/

Biography Research Papers Research Projects

Professional Experience
Associate Professor, Wang Yanan Institute for Studies in Economics (WISE), Xiamen University,                                                                                                          2017.8 - present
Assistant Professor, Wang Yanan Institute for Studies in Economics (WISE), Xiamen University,                                                                                                          2012.10 - 2017.7

Education
North Carolina State University, PhD in Economics                                May, 2012


Research Interests
Theoretical and appliec econometrics, big data

Office Hour:

Tuesday 14:30-16:30

Visiting Professor/Scholar Universities
The Ohio State University, January-February, 2017
Humboldt University of Berlin, Germany, January-February, 2016

Publications

The impact of temerature on gaming productivity: evidence from online games, Empirical Economics, forthcoming

Game Day Effect on Stock Market: Evidence from Four Major Sports Leagues in U.S.,  with T. Wang, Journal of Behavioral and Experimental Finance, 2018

 "Nonparametric Additive Instrumental Variable Estimator: A Group Shrinkage Estimation Perspective", with Wei Zhong, Journal of Business & Economic Statistics, 2018

A Functional Data Analysis Approach to Model Score Difference in Professional Basketball Games", with T. Chen, Journal of Applied Statistics, 2018

"The impact of sports sentiment on stock returns: a case study from professional sports leagues", accepted, proceedings of IEEE Global Conference on Signal & Information Processing (GlobalSIP), Symposium on Signal and Information Processing for Finance and Business, 2017

"Variable selection for structural equation with endogeneity", with W. Zhong, Journal of Systems Science and Complexity, forthcoming, 2017

"Virtual World Versus Real World: An Ecnomic Study of Cyber Games Participation", with X. Fu and S. Cai, the HCI International 2017 Conference Proceedings, 2017

"Designing an Intelligent Decision Support System for Effective Negotiation Pricing: A Systematic and Learning Approach", with X. Fu, X. Zeng, X. Luo, D. Wang and D. Xu, Decision Support Systems,  2017

 

"The Impact of Shanghai-Hong Kong Stock Connect Policy on A-H Share Price Premium", with Ting Wang, Finance Research Letters, 2017

“Hybrid GEL Estimators: Instrument Selection with Adaptive Lasso”, with Mehmet Caner, Journal of Econometrics, 2015.


Working Papers
"Discrete Choice Model Selection: A Bayesian Perspective"
"The L1 Penalized Instrumental Variable Quantile Regression"

Software package

naivereg: an R package

Editorial Board

Quantitiave Finance and Economics

High Dimensional Multiple Equations And Instrumental Variable Models: Theory And Applications, NSFC, 2017.1-2020.12

Semi-parametric Efficient Instrumental Variable: Selection, Estimation and Hypothesis Testing, NSFC, 2014.1-2016.12

High-dimensional instrumental variables and its application in the big data era, Natural Science Foundation of Fujian Province of China, 2016.4-2019.4