Yixiao Sun

Yixiao Sun is a Professor of Economics at the University of California, San Diego.

Sun received his Ph.D. in Economics from Yale University in 2002. and an associate editor of Journal of Econometrics and Journal of Business and Economic Statistics. Sun is a fellow of the Journal of Econometrics, a recipient of the Plura Scripsit Award (2019) and the Multa Scripsit Award (2007) from the journal Econometric Theory.

Sun's research focuses on time series econometrics, nonparametric methods, machine learning as well as causal inference methods. Recent publications Martinez‑Iriarte, J. & Sun, Y. (2024). "Identification and Estimation of Unconditional Policy Effects of an Endogenous Binary Treatment: An Unconditional MTE Approach." Journal of Econometrics. Sun, Y. (2021). "Fixed‑Smoothing Asymptotics in a Two‑Step Generalized Method of Moments Framework." Econometrica. Hwang, J. & Sun, Y. (2019). "Simple, Robust, and Accurate F and t Tests in Cointegrated Systems." Econometric Theory. Kaplan, D. M. & Sun, Y. (2017). "Smoothed Estimating Equations for Instrumental Variables Quantile Regression." Econometric Theory. Chen, X., Liao, Z. & Sun, Y. (2014). "Sieve inference on possibly misspecified semi‑nonparametric time series models." Journal of Econometrics.