Jiaying Gu

Associate Professor (on leave) Ph.D. (Illinois, Urbana-Champaign, 2015), M.A. (National University of Singapore, 2008), B.S. (Fudan University, 2006) Office: Max Gluskin House, 150 St. George Street, 270. Phone: 416-978-6655. Fax: 416-978-6713. Office: University of Toronto, Mississauga, 3266. Email address: Personal website: http://jiayinggu.weebly.com/ Research fields: Econometrics, Applied econometrics

Selected research

• Jiaying Gu and Stanislav Volgushev, "Panel Data Quantile Regression with Grouped Fixed Effects", Journal of Econometrics 213 (2019), 68–91.
• Jiaying Gu and Roger Koenker, "Unobserved Heterogeneity in Income Dynamics: An Empirical Bayes Perspective", Journal of Business and Economic Statistics 35 (1) (2017), 1–16.
• Jiaying Gu, "Neyman’s C(alpha) Test For Unobserved Heterogeneity", Econometric Theory 32 (6) (2016), 1483–1522.
• Jiaying Gu and Roger Koenker, "Nonparametric Maximum Likelihood Methods for Binary Response Models with Random Coefficients", Journal of American Statistical Association, forthcoming.