Welcome To Zheng Xu’s Home

Name: Zheng Xu

Phone: 515.231.5646

Office: 83, Heady Hall

Course Undergoing:

Stat 511 Methods II

Econ 673 Micro-econometrics

Term Paper and Third-Year Paper Undergoing:

(1) Corn Yield Determination and Technology Adoption

It is the third-year paper. I am trying to identify and test economics hypothesis about corn yield, based on a panel data analysis with consideration of spatial correlation and temporal correlation.

(2) MCMC in Specification and Estimation of Diffusion Process of Financial Markets

It is the term paper for financial economics. I am trying to use MCMC techniques with Bayes econometrics. Just start.

Abstract words: Data Augmentation, MCMC, Gibbs Sampling.

(3) Micro-econometrics Term Paper

Topic changed. Possibly I will finish it in the summer. This course is mainly regarding the estimation based on micro-data and limited data with theories from microeconomics such as Micro-individual survey with discussion of recreational demands, K-T conditions and utility evaluation, product differentiation and market segmentation. It includes Logit/ Probit/ Tobit /Truncated/ Censored/ Simulated Likelihood/ Mixed Techniques etc.

Current Tentative Interest:

Model Specification, Estimation, and Inference of diffusion process with derivation of hypothesis from economic theory such as Black-Scholes.

Nonparametric (Unknown now)

Econometrics Advanced Issues

Statistical Computing with computer-intensive methods

Bayes Econometrics/Statistics, Spatial Statistics/Econometrics

Advanced Time Series Analysis

Advanced Stochastic Process (No advanced course taken now)

Just Thinking and Possibly A lot of Confusion and Errors

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Home Page Under Construction Last Updated: April, 2008