Castor Professor of Economics
Fields of Interest
Biography
Ph.D., Economics, University of Western Ontario, London, Ontario, Canada, 1990
Curriculum Vitae
(227.48 KB)
I currently serve as a co-editor of Journal of Econometrics (Jan. 2025---).
Research
Selected Research
- Fan, Y., Henry, M., Pass, B., & Rivero, J. A. (2022). Lorenz map, inequality ordering and curves based on multidimensional rearrangements. arXiv preprint arXiv:2203.09000. https://arxiv.org/abs/2203.09000 Download PDF
- Fan, Y., X. Shi, and J. Tao (2022), "Partial Identification and Inference in Moment Models with Incomplete Data,” Forthcoming at Journal of Econometrics.
- Fan, Y. and M. Henry (2021), “Vector Copulas,” Forthcoming at Journal of Econometrics.
- Fan, Y., F. Han, W. Li, and X-H. Zhou (2020), "On Rank Estimators in Increasing Dimensions,” Journal of Econometrics 214, 379-412.
- Yanqin Fan and Sang Soo Park, "Nonparametric Inference for Counterfactual Means: Bias-correction, Confidence Sets, and Weak IV," Journal of Econometrics 178 (2014), 45-56.
- Heng Chen, Yanqin Fan, and Jisong Wu, "A Flexible Parametric Approach to Estimating Switching Regime Models and Treatment Effect Parameters," Journal of Econometrics 181 (2014), 77-91.
- Yanqin Fan, Robert Sherman, and Matthew Shum. "Identifying Treatment Effects Under Data Combination." Econometrica 82 (2014), 811-22.
- Fan, Yanqin, Serge Darolles, Jean-Pierre Florens, and Eric Renault. "Nonparametric Instrumental Regression." Econometrica 79.5 (2011): 1541-565. Web.
- Fan, Yanqin, and Jisong Wu. "Partial Identification of the Distribution of Treatment Effects in Switching Regime Models and Its Confidence Sets." Review of Economic Studies 77.3 (2010): 1002-041. Web.
- Chen, Xiaohong, Yanqin Fan, and Viktor Tsyrennikov. "Efficient Estimation of Semiparametric Multivariate Copula Models." Journal of the American Statistical Association 101.475 (2006): 1228-240. Web.
- Fan, Yanqin, and Qi Li. "Consistent Model Specification Tests: Omitted Variables and Semiparametric Functional Forms." Econometrica 64.4 (1996): 865-90. Web.
Courses Taught
Autumn 2025
Spring 2025
Autumn 2024
Spring 2024
Autumn 2023
Spring 2023
Autumn 2022
Spring 2022
Affiliations
Home Department