Department of Economics and Related Studies
Rui Lin
PhD Student
Profile
Biography
I am a PhD student in the Department of Economics at the University of York, under the supervision of Professor Yongcheol Shin and Dr Paola Zerilli and funded by China Scholarship Council (CSC). My research interests include theoretical econometrics and applied econometrics in finance.
I hold an MSc in Financial Engineering with distinction from the University of York in 2016 and a BSc in Financial Engineering in Jinan University (Guangdong, China).
Research
Overview
Econometrics, Panel Data Models, Factor Models, Asset Pricing.
Projects
Canonical Correlation-based Model Selection for the Multilevel Factor (with In Choi and Yongcheo Shin, Accepted by Journal of Econometrics)
Industry Factors in Asset Pricing Models
Generalised Canonical Correlation Estimation for Multilevel Factor Models (work in progress)
Multilevel Factor Model under Hierarchical and Parallel Grouping (work in progress)
Supervision
Supervisors:
Professor Yongcheol Shin
Dr Paola Zerilli
Thesis Panel Advisor:
