个人简介

Dr Jiajing Sun, Associate Professor in Econometrics and Statistics, Co-Head of Quality.

联系方式

邮件：j.sun.5@bham.ac.uk

任职及教育经历

PhD in Management Studies (Econometrics), University of Liverpool, 2011.

MSc in Economics, University of Edinburgh, 2005.

研究领域

Dr Jiajing Sun is a Chartered Financial Analyst (CFA) and a Fellow of the Institute of Mathematics and its Applications (FIMA). She earned her PhD from the University of Liverpool and an MSc from the University of Edinburgh. Over the years, Dr Sun has held academic positions in various British and Chinese universities.

She has successfully secured two grants from the National Natural Sciences Foundation of China and possesses expertise in securing external funding. Her primary research areas include statistics and econometrics, with a particular focus on the development of the adjusted-range based self-normalisation approach. Additionally, she is deeply interested in applying statistical and econometric techniques to finance and economics.

This empirical focus highlights her significant contributions to broader research areas, particularly in understanding the complexities of economic, societal, and governance structures. Her insights make her work invaluable to a diverse audience, ranging from academics to policymakers. Dr Sun's research findings have been featured in reputable journals, and she maintains a strong record of emerging publications.

代表学术出版物

Hong, Y, Linton, O, McCabe, B, Sun, J & Wang, S 2024, 'Kolmogorov-Smirnov type testing for structural breaks: A new adjusted-range based self-normalization approach', Journal of Econometrics, vol. 238, no. 2, 105603. https://doi.org/10.1016/j.jeconom.2023.105603

Hong, Y, Linton, O, McCabe, B & Sun, J 2022, 'A score statistic for testing the presence of a stochastic trend in conditional variances', Economics Letters, vol. 213, 110394. https://doi.org/10.1016/j.econlet.2022.110394

Sun, J, Hong, Y, Linton, O & Zhao, X 2022, 'Adjusted-range self-normalized confidence interval construction for censored dependent data', Economics Letters, vol. 220, 110873. https://doi.org/10.1016/j.econlet.2022.110873

Jiang, W, Cole, M, Sun, J & Wang, S 2022, 'Innovation, carbon emissions and the pollution haven hypothesis: Climate capitalism and global re-interpretations', Journal of Environmental Management, vol. 307, 114465. https://doi.org/10.1016/j.jenvman.2022.114465

Shao, C, Guan, X, Sun, J, Cole, M & Liu, G 2022, 'Social media interactions between government and the public: A Chinese case study of government WeChat official accounts on information related to COVID-19', Frontiers in Psychology, vol. 13, 955376. https://doi.org/10.3389/fpsyg.2022.955376

Sun, J, Cole, M, Huang, Z & Wang, S 2019, 'Chinese leadership: Provincial perspectives on promotion and performance', Environment and Planning C: Politics and Space. https://doi.org/10.1177/2399654418791580

Cui, W, Cheng, H & Sun, J 2018, 'An RKHS-based approach to double-penalized regression in high-dimensional partially linear models', Journal of Multivariate Analysis. https://doi.org/10.1016/j.jmva.2018.07.013

Li, Z, Sun, J & Wang, S 2013, 'An information diffusion-based model of oil futures price', Energy Economics. https://doi.org/10.1016/j.eneco.2012.10.009

Sun, J & McCabe, BP 2013, 'Score statistics for testing serial dependence in count data: SCORE STATISTICS FOR TESTING THE SERIAL DEPENDENCE', Journal of Time Series Analysis. https://doi.org/10.1111/jtsa.12014

Sun, J, Chernick, MR & LaBudde, RA 2011, 'A Bootstrap Test for Comparing Two Variances: Simulation of Size and Power in Small Samples', Journal of Biopharmaceutical Statistics. https://doi.org/10.1080/10543406.2011.611082