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.
Personal website: http://jiayinggu.weebly.com/
Research fields: Econometrics, Applied econometrics
- 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.
Courses taught 2021–2022
- ECO375H5S, section L0201 (UTM) • Applied Econometrics I
- ECO227Y5Y, section L9101 (UTM) • Quantitative Methods in Economics