Haihan Tang

Education Background:Ph.D. in Economics, University of Cambridge

Research Interests:Econometric Theory, Financial Econometrics, Applied Econometrics

Primary Email:hhtang@fudan.edu.cn

Overview

Selected Publications

Haihan Tang, Associate Professor (untenured) of Finance at Fanhai International School of Finance, Fudan University.

His research interests mainly focus on econometric theory, financial econometrics and applied econometrics.

His research has been funded by Shanghai 2018 CHEN GUANG Project, Shanghai 2019 PU JIANG Talent Project, and 2019 National Natural Science Foundation of China. His research articles have appeared in Journal of Econometrics and Econometric Theory.

Professor Tang earned his PhD in Economics from Cambridge University in 2017, master degree in Economic Research from Cambridge University in 2012, and bachelor degree in Econometrics and Mathematical Economics from London School of Economics and Political Science in 2011.


(Updated by July 2021)

  • Oliver B. Linton and Haihan Tang, Estimation of the Kronecker Covariance Model by Quadratic Form, Econometric Theory, 2020, First View, Pages 1-54.
  • Christian Hafner, Oliver Linton, and Haihan Tang, Estimation of a Multiplicative Correlation Structure in the Large Dimensional Case, Journal of Econometrics, 2020, Volume 217, Issue 2, Pages 431-470.
  • Anders Bredahl Kock, and Haihan Tang, Uniform Inference in High-Dimensional Dynamic Panel Data Models With Approximately Sparse Fixed Effects, Econometric Theory, 2019, Volume 35, Issue 2, Pages 295-359.