Associate Professor Thomas Yang

RSE

Research School of Economics

Position
Associate Professor
Email
tao.yang@anu.edu.au
Phone number
+61 2 612 57419
Office
Room 1025, HW Arndt Bld (25A)
Link
https://researchportalplus.anu.edu.au/en/persons/thomas-tao-yang
Research areas

Econometrics.

Biography

Thomas Tao Yang is an Associate Professor of Econometrics. Thomas’s research focuses on identification and estimation for a range of micro-economics models, specifically, the order threshold model, the linear probability model, the binary choice model with interactive effects, the panel data model with interactive effects, and the non-separable unobservable model with monotonicity assumption. Thomas’s research has been published in a number of top-ranked economics journals including Journal of Econometrics, Advances in Econometrics, Journal of Business and Economic Statistics and Canadian Journal of Economics.

View ORCID profile

Personal Website

CV

Research publications

Semiparametric Identification and Estimation of Discrete Choice Models for Bundles, technical appendix, with Fu Ouyang and Hanghui Zhang, Economics Letters, 2020.

Robust Estimation and Inference for Importance Sampling Estimators with Infinite Variance, with Joshua Chan and Chenghan Hou,Li, T., Pesaran, M. and Terrell, D. (Ed.) Essays in Honor of Cheng Hsiao (Advances in Econometrics, Vol. 41), Emerald Publishing Limited, pp. 255-285. Advances in Econometrics, 2020.

Semi-parametric Single-Index Panel Data Models with Interactive Fixed Effects: Theory and Practice, Supplement, with Guohua Feng, Bin Peng, and Liangjun Su, Journal of Econometrics, 2019

Binary Choice Model with Interactive Effects, with Sen Xue, Qiankun Zhou, Economic Modelling, April 2018, Vol. 70.

Identifying the Average Treatment Effect in a Two Threshold Model, with Arthur Lewbel, Journal of Econometrics. ,Nov, 2016, Vol. 195.

Testing for Monotonicity in Unobservables Under Unconfoundedness, with Stefan Hoderlein, Liangjun Su, and Halbert White, Journal of Econometrics, July 2016, Vol. 193, Issue 1. 

Estimation of High-Frequency Volatility: An Autoregressive Conditional Duration Approach, with Yiukuen Tse, Journal of Business and Economics Statistics, Oct 2012, Vol. 30, No. 4.

Comparing features of convenient estimators for binary choice models with endogenous regressors, with Arthur Lewbel and Yingying Dong, Canadian Journal of Economics, May 2012, Vol. 45, No. 3.

Teaching

Current Teaching:

EMET4308/8008 Advanced Econometrics II

EMET 3004/6008 Econometrics II: Econometric Modelling


Other Teaching:

EMET4314/8014 Advanced Econometrics I