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Dr. Ping YU


Assistant Professor

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Dr. Ping YU

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Dr. Ping YU graduated from Peking University in 2000 with a B.S. in Mathematics and Economics, and in 2002 with an M.S. in Finance.  He obtained his M.S. in Economics in 2005, and Ph.D. in Economics in 2009, both from the University of Wisconsin-Madison.  Before joining the School of Economics and Finance at The University of Hong Kong as Assistant Professor in 2014, he was a lecturer at the University of Auckland, New Zealand for five years.

Ping’s research interests are in theoretical and applied microeconometrics, especially in threshold regression and treatment effects evaluation.  He has published several papers in academic journals including Journal of Econometrics, Econometrics Journal, Economic Letters, Econometric Theory, Rationality and Society, Econometric Reviews, and Computational Statistics & Data Analysis.


Areas of Interests

  • Theoretical and Applied Microeconometrics
  • Threshold Regression and Treatment Effects Evaluation


  • Ph.D., M.S., University of Wisconsin-Madison
  • M.S., B.A., Peking University

Awards and Honors

  • The Research Excellence Award 2013 by the University of Auckland Business School
  • The RBNZ-NZESG Award in Econometrics by the New Zealand Econometrics Study Group (NZESG), 2012


Selected Publications

  • “Asymptotically Optimal Differenced Estimators of Error Variance in Nonparametric Regression”,
    (with Wenwu Wang), Computational Statistics & Data Analysis, 105, 2017, pp. 125-143.
  • “Understanding Estimators of Treatment Effects in Regression Discontinuity Designs,”
    Econometric Reviews, 35, 2016, pp. 586-637.
  • “Regression Discontinuity with Unknown Discontinuity Points: Testing and Estimation,”
    (with Jack Porter), Journal of Econometrics, 189, 2015, pp. 132-147.
  • “Adaptive Estimation of the Threshold Point in Threshold Regression,”
    Journal of Econometrics, 189, 2015, pp. 83-100.
  • “Consistency of the Least Squares Estimator in Threshold Regression with Endogeneity,”
    Economics Letters, 131, 2015, pp. 41-46.
  • “Rationalizing Beliefs,”
    (with Li Zeng), Rationality and Society, 26, 2014, pp. 425-445.
  • “The Bootstrap in Threshold Regression,”
    Econometric Theory, 30, 2014, pp. 676-714.
  • “Inconsistency of 2SLS Estimators in Threshold Regression with Endogeneity,”
    Economics Letters, 120, 2013, pp. 532-536.
  • “Asymptotics for Threshold Regression Under General Conditions,”
    (with Yongqiang Zhao), Econometrics Journal, 16, 2013, pp. 430-462.
  • “Likelihood Estimation and Inference in Threshold Regression,”
    Journal of Econometrics, 167, 2012, pp. 274-294.

For a full and up-to-date profile, please visit


Office Room 1108, KK Leung Building
Tel. (852) 2857 8358

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