Yiu Lim LUI -- Faculty -- IAER

Yiu Lim LUI Associate Professor Email: allenlui@dufe.edu.cn Office: Room I-217, Boxue Building Office Hour: TBD CV: Yiu_Lim_LUI

Dr. Lui is currently an associate professor in Institute for Advanced Economic Research, Dongbei University of Finance and Economics. He received his PhD degree from Singapore Management University in 2020. Dr. Lui's research interests are econometric theory, non-stationary time series and financial econometrics.
Ph.D. in Economics, Singapore Management University, 2020
Master of Economics, The University of Hong Kong, 2014
BBA, Applied Economics, Hong Kong Baptist University, 2012
Time Series Econometrics, Econometric Theory and Financial Econometrics
Papers
1. Lui, Y.L., Xiao, W. and Yu, J. (2021), Mildly Explosive Autoregression with Anti‐persistent Errors. Oxford Bulletin of Economics and Statistics, 83(2), 518-539.
2. Lui, Y.L., Xiao, W. and Yu, J. (2022), The Grid Bootstrap for Continuous Time Models. Journal of Business and Economic Statistics, 40(3), 1390-1402.
3. Lui, Y.L., Phillips, P.C.B. and Yu, J. (2024), Robust Testing for Explosive Behavior with Strongly Dependent Errors. Journal of Econometrics, 238(3).
Textbook Chapter
1. Lui, Y.L. (forthcoming), In-fill Asymptotic Theory and Applications in Financial Econometrics. Chapter 5 in Financial Econometrics – Theory and Applications, Cambridge University Press.
Chapter 5 in Financial Econometrics – Theory and Applications