- Fields of Interest
Dr. Lui is currently an assistant 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
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 Economics Statistics, 40(3), 1390-1402.
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.