社会科学学院

Ph.D., Economics, Yale University, 2004

M.A., Economics, School of Economics, Peking University, 1999

B.A., Economics, School of Economics, Peking University, 1996

Tsinghua University, 2022.1 - present

Professor, School of Economics, Singapore Management University, 2015.7- 2021.12

Associate Professor, School of Economics, Singapore Management University, 2008.7-2015.6

Associate Professor, Guanghua School of Management, Peking University, 2007.8-2008.6

Assistant Professor, Guanghua School of Management, Peking University, 2004.7-2007.7

SMU Long Service Award, 2018

SMU School of Economics Research Excellence Award, 2013

SMU Long Service Award, 2013

Peking University Teaching Award, 2006

Best Student Paper Award, 11th International panel data conference, 2004

Econometric Theory, Applied Econometrics

1.Phillips, P. and S. Jin, 2021. Business Cycles, Trend Elimination, and the HP Filter，International Economic Review ，International Economic Review 62, 469-520.

2.JIN S., K. Miao and L. Su, 2021. On Factor Models with Random Missing: EM Estimation, Inference, and Cross Validation, Journal of Econometrics 222, 745-777.

3.Huang, W., JIN Sainan, P. C.B. Phillips, and L. Su, 2020. Nonstationary Panels with Latent Group Structures and Cross-Section Dependence, Journal of Econometrics 221, 198-222.

4.Huang, W., S. Jin, and L. Su, 2020. Identifying Latent Grouped Patterns in Cointegrated Panels，Econometric Theory 36, 410-456.

5.SU, L., X. WANG, JIN Sainan. 2019. Sieve Estimation of Time Varying Panel Data Models with Latent Structures, by Journal of Business and Economic Statistics, 37, 334-349.

6.JIN Sainan., V. CORRADI and N. SWANSON, 2017. “Robust Forecast Comparison,” Econometric Theory 33, 1306-1351.

7.JIN Sainan., L. SU, and Z. XIAO, 2015. Adaptive Nonparametric Regression with Conditional Heteroskedasticity, Econometric Theory, 31, 1153-1191.

8.SU, L., JIN Sainan, and Y. ZHANG, 2015. Specification Test for Panel Data Models with Interactive Fixed Effects, Journal of Econometrics, 186, 222-244.

9.JIN Sainan, L. SU, and Y. ZHANG, 2015. Nonparametric Testing for Anomaly Effects in Empirical Asset Pricing Models, Empirical Economics, 48, 9-36.

10.PHILLIPS, P. C. B. and JIN Sainan, 2014. Testing the Martingale Hypothesis, Journal of Business & Economic Statistics 32, 537-554.

11.JIN Sainan, L. SU, and A. ULLAH, 2014. Robustify Financial Time Series Forecasting, Econometric Reviews 33, 575-605.

12.JIN Sainan. and L. SU, 2013. Nonparametric Tests for Poolability in Panel Data Models with Cross Section Dependence, Econometric Reviews 32, 469-512.

13.SU, L. and JIN Sainan, 2012. Sieve Estimation of Panel Data Models with Cross Section Dependence, Journal of Econometrics 169, 34-47.

14.SUN, Y., P. C. B. PHILLIPS, and JIN Sainan, 2011. Power Maximization and Size Control in Heteroscedasticity and Autocorrelation Robust Tests with Exponentiated Kernels, Econometric Theory 27, 1320-1368.

15.SU, L. and JIN Sainan, 2010. Profile Quasi-maximum Likelihood Estimation of Spatial Autoregressive Models, Journal of Econometrics 157, 18-33.

16.JIN Sainan, 2009. Discrete Choice Modeling with Nonstationary Panels Applied to Exchange Rate Regime Choice, Journal of Econometrics 150, 312-321.

17.SUN, Y., P. C. B. PHILLIPS, and S. JIN, 2008. “Optimal Bandwidth Selection in Heteroskedasticity-Autocorrelation Robust Testing,” Econometrica 76, 175-194.

18.PHILLIPS, P. C. B., S. JIN, and L. HU, 2007. “Nonstationary Discrete Choice: A Corrigendum and Addendum,” Journal of Econometrics 141, 1115-1130.

19.PHILLIPS, P. C. B., Y. SUN, and S. JIN, 2007. “Long Run Variance Estimation and Robust Regression Testing Using Sharp Origin Kernels with No Truncation,” Journal of Statistical Planning and Inference 137, 985-1023.

20.JIN, S. and L. SU, 2007. “Nonparametric Analysis and Prediction of CPR in China,” Applied Economics 39, 2189-2195.

21.PHILLIPS, P. C. B., Y. SUN, and S. JIN, 2006. “Spectral Density Estimation and Robust Hypothesis Testing using Steep Origin Kernels without Truncation,” International Economic Review 47, 837-894.

22.JIN, S., P. C. B. PHILLIPS, and Y. SUN. 2006. “A New Approach to Robust Inference in Cointegration,” Economics Letters 91, 300-306.

23.HU, J., L. SU, S. JIN, and W. JIANG, 2006. “The Rise in House Prices in China: Bubbles or Fundamentals,” Economics Bulletin 3, 1-8.

24.SU, L. and S. JIN, 2005. “A Bootstrap Test for Conditional Symmetry,” Annals of Economics and Finance 6, 251-261.

25.PHILLIPS, P. C. B. and S. JIN, 2002. “The KPSS Test with Seasonal Dummies,” Economics Letters 77, 239-243.

1.Ministry of Education, AcRF Tier-2 (MOE2012-T2-2-021). Automated Inference in Large Dimensional Panel Data Models via Shrinkage, co-principal investigator, 2013.7-2016.6.

2.SKBI research grant. Testing the Martingale Hypothesis, principal investigator, 2012-2013.

3.SMU research grant. Testing for Linearity in Panel Data Models with Interactive Fixed Effects, principal investigator, 2011-2012.

4.SMU research grant. Robustify Financial Time Series Estimation and Forecasting, principal investigator, 2010-2011.

5.SMU research grant. Adaptive Nonparametric Regression with Conditional Heteroskedasticity, principal investigator, 2009-2010.

6.SMU research grant. Nonparametric Tests for Poolability in Panel Data Models with Cross Section Dependence, principal investigator, 2008-2009.

7.NSFC (NSF in China) 70601001, Large Dimensional Panel Data Models: Theory and Applications, principal investigator, 2007.1-2009.12.

8.NSFC 70501001, Semiparametric Analysis of Spatial Dependence Models, co-principal investigator, 2006.1-2008.12.