My research is focused on (keywords) smooth transition models, state-space models, macroeconometrics, financial econometrics, high-dimensional analysis, cointegration, long memory, panel data analysis, directional statistics, Bayesian, MCMC and related computational methods.
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I obtained my PhD degree in 2012 at CREATES, Department of Economics and Business, Aarhus University, Denmark, with the thesis "Modelling Nonlinear Vector Economic Time Series". I also hold a Cand. Polit. from Department of Economics, University of Copenhagen, Denmark, and a B.Eng from Shanghai Jiao Tong University, China.
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