Jihai Yu

Dr.Yu jihai is now professor of department of Business Statistics and Econometrics in Peking university. He got his bachelor and master degrees in economics in Fudan university and then he got his master degree and his Ph.D in Economics from Ohio State University. His recent research interests include Spatial Econometrics, Panel Data. He teaches Econometric I, II.

Research Areas

• spatial econometrics
• panel data

Education Background

• 2007 Ohio State University Economics
  
• 2002 Ohio State University Economics
  
• 2000 Fudan University Economics
  
• 1998 Fudan University Economics
  

Career Experience

• 2015-present Professor, Guanghua School of Management, Peking University
• 2010-2015 Associate Professor, Guanghua School of Management, Peking University
• 2007-2010 Assistant Professor, Gatton College of Business and Economics, University of Kentucky

Publications

• Yu, J., R. de Jong and L.F. Lee, 2008. Quasi-Maximum Likelihood Estimators for Spatial Dynamic Panel Data With Fixed Effects When Both n and T Are Large. Journal of Econometrics 146, 118-134.
• Lee, L.F., and J. Yu, 2009. Spatial Nonstationarity and Spurious Regression: The Case with Row-Normalized Spatial Weights Matrix. Spatial Economic Analysis 4:3, 301-327.
• Lee, L.F., and J. Yu, 2010. Estimation of Spatial Autoregressive Panel Data Models with Fixed Effects. Journal of Econometrics 154, 165-185.
• Lee, L.F., and J. Yu, 2010. A Spatial Dynamic Panel Data Model With Both Time and Individual Fixed Effects. Econometric Theory 26, 564-597.
• Yu, J. and L.F. Lee, 2010. Estimation of Unit Root Spatial Dynamic Panel Data Models. Econometric Theory 26, 1332-1362.
• Lee, L.F., and J. Yu, 2010. Some Recent Developments in Spatial Panel Data Models. Regional Science and Urban Economics 40, 255-271.
• Lee, L.F., and J. Yu, 2011. Estimation of Spatial Panels. Foundations and Trends in Econometrics, NOW publisher.
• Lee, L.F., and J. Yu, 2011. A Unified Transformation Approach for the Estimation of Spatial Dynamic Panel Data Models: Stability, Spatial Cointegration and Explosive Roots. In: Ullah, A., Giles, D.E.A. (Eds.), Handbook on Empirical Economics and Finance, 397-434，Taylor & Francis Group, New York.
• Yu, J., R. de Jong and L.F. Lee, 2012. Estimation for Spatial Dynamic Panel Data with Fixed Effects: the Case of Spatial Cointegration. Journal of Econometrics 167, 16-37.
• Lee, L.F., and J. Yu, 2012. QML Estimation of Spatial Dynamic Panel Data Models with Time Varying Spatial Weights Matrices. Spatial Economic Analysis 7, 31-74.
• Lee, L.F., and J. Yu, 2012. Spatial Panels: Random Components vs. Fixed Effects. International Economic Review 53, 1369-1412.
• Lee, L.F., and J. Yu, 2012. The C(a)-type Gradient Test for Spatial Autoregressive Models. Letters in Spatial and Resource Sciences 5, 119-135.
• Yu, J. and L.F. Lee, 2012. Convergence: A Spatial Dynamic Panel Data Approach. Global Journal of Economics 1, 125006 (36 pages).
• Tao, J and J. Yu, 2012. The Spatial Time Lag Term in Panel Data Models. Economics Letters 117, 544-547.
• Lee, L.F., and J. Yu, 2013. Near Unit Root in the Spatial Autoregressive Model. Spatial Economic Analysis 8, 314-351.
• Yu., J and G. Zhu, 2013. How Uncertain is Household Income in China. Economics Letters 120, 74-78.
• C. Ho, W. Wang and J. Yu, 2013. Growth Spillover through Trade: A Spatial Dynamic Panel Data Approach. Economics Letters 120, 450-453.
• Lee, L.F., and J. Yu, 2013. Spatial Panel Data Models. Oxford Handbook of Panel Data, forthcoming.

Book Review

• Introduction to Spatial Econometrics by James LeSage and R. Kelley Pace. Geographical Analysis 42 (2010) 356-359.

Working Papers

• Lee, L.F., and J. Yu, 2010. Efficient GMM Estimation of Spatial Dynamic Panel Data Models. Supplement.
• Lee, L.F., and J. Yu. Estimation of Fixed Effects Panel Regression Models with Separable and Nonseparable Space-time Filters. Supplement.
• Lee, L.F. and J. Yu. Identification of spatial panel Durbin models.
• Yu, J., L.A. Zhou and G. Zhu. Strategic Interaction in Political Competition: Evidence from Spatial Effects across Chinese Cities.