Welcome to
Chunrong AI WEBSITE
Dr. Chunrong Ai joined The Chinese University of Hong Kong, Shenzhen, in July 2020. He is a Professor of Economics and SFI Chair Professor in the School of Management and Economics. He serves as the Associate Director of the Shenzhen Finance Institute and the Associate Dean of the School of Management and Economics. Before that, he was a Professor of Economics and Florida Term Professor at the University of Florida.
Dr. Ai’s primary research interests are econometrics, machine learning and policy learning, empirical industrial organization, empirical finance, and the Chinese economy. Recently, he focused on interdisciplinary research in data science and behavioral big data. His research outputs have been published in reputable scholarly journals. He has earned the Most Cited Scholar honor from Elsevier for many years. His research has been recognized nationally (as a national expert, etc.) and internationally (as a Fellow of the Econometric Society and a Fellow of the Journal of Econometrics). He has served as the principal investigator for numerous National Science Foundation grants, including key projects and international collaborative initiatives.
PUBLICATION (2015 – )
Refereed Journal Articles
1. Jiawei Shan, Ting Wang, Wei Li, Chunrong Ai (2025). Nonparametric Estimation of Path-specific Effects in the Presence of Nonignorable Missing Covariates. Forthcoming in the Scandinavian Journal of Statistics.
2. Chunrong Ai, Jiawei Shan, Liping Zhu (2025). Kernel Estimation of Average Treatment Effects in Models with Unmeasured Confounders. Forthcoming in Canadian Journal of Statistics.
3. Lingli Xu, Chunrong Ai, Jonathan Hamilton (2024). Gender preference in China: A study with an indirect utility function. Journal of Asian Economics 94, 101780
4. Yuanqing Zhang, Chunrong Ai, Yagin Feng (2024). Threshold Effect in Varying Coefficient Models with Unknown Heteroskedasticity. Computational Statistics 39, 1165-1181
5. Chunrong Ai, Li-Hsien Sun, Zheng Zhang, and Liping Zhu (2024). Testing Unconditional and Conditional Independence via Mutual Information. Journal of Econometrics 240(2). https://doi.org/10.1016/j.jeconom.2022.07.011
6. Feng Liu, Jie Xu, Chunrong Ai (2023). Heterogeneous Impacts of Oil Prices on China’s Stock Market: Based on a New Decomposition Method. Energy 268. https://doi.org/10.1016/j.energy.2023.126644
7. Yang Yang, Graziano Abrate and Chunrong Ai (2023). Econometric Analysis in Hospitality and Tourism Management. Okumus, F., Rasoolimanesh, S.M. and Jahani, S. (Ed.) Cutting Edge Research Methods in Hospitality and Tourism, Emerald Publishing Limited, Leeds, pp. 53-69. https://doi:10.1108/978-1-80455-063-220231005
8. Yingyi Chen, Shell Xu Hu, XI Shen, Chunrong Ai, and Johan A.K. Suykens (2022). Compressing Features for Learning with Noisy Labels. IEEE Transactions on Neural Networks and Learning Systems, pp. 1-15. https://Doi: 10.1109/TNNLS.2022.3186930
9. Chunrong Ai, Oliver Linton, Zheng Zhang (2022). Estimation and Inference for the Counterfactual Distribution and Quantile Functions in Continuous Treatment Models. Journal of Econometrics 228(1), 39-61.
10. Chunrong Ai, Lukang Huang, Zheng Zhang (2022). A Simple and Efficient Estimation of Average Treatment Effects in Models with Unmeasured Confounders. Statistica Sinica 32:1-20.
11. Chunrong Ai, Oliver Linton, Kaiji Motegi, Zheng Zhang (2021). A Unified Framework for Efficient Estimation of General Treatment Models. Quantitative Economics 12:779-816
12. Chunrong Ai, Lukang Huang, Zheng Zhang (2020). A Mann-Whitney test of distributional effects in a multivalued treatment. Journal of Statistical Planning and Inference 209:85-100.
13. Shi Yafeng, Ying Tingting, Yanlong Shi, Ai Chunrong (2020). A comparison of the conditional predictive ability of implied volatility and realized measures in forecasting volatility. Journal of Forecasting 39:1025-1034.
14. Chunrong Ai, Oliver Linton, and Zheng Zhang (2020). A Simple and Efficient Estimation Method for Models with Nonignorable Missing Data. Statistica Sinica 30:1949-1970
15. Chunrong Ai, Yuanqing Zhang (2017). Estimation of Partially Specified Spatial Panel Data Models with Fixed-Effects. Econometric Reviews, 36:6-22
16. Chunrong Ai, Hongjun Li, Zhongjian Lin, Meixia Meng (2015). Estimation of Panel Data Partly Specified Tobit Regression with Fixed Effects. Journal of Econometrics，188:316-326.
17. Chunrong Ai, Meixia Meng (2015). Endogeneity in Semiparametric Panel Binary Choice Model. Econometric Reviews, 34:798-826.
Refereed Journal Articles (in Chinese)
18. 张昊，艾春荣，褚挺进，尹建鑫（2022）“基于分组空间自回归模型的房价预测”，中国物价 11:3。
19. 艾春荣 （2021）“自然实验与政策评价”，中国科学基金 35（5）：2
20. 孟美侠 李培鑫 艾春荣 何青 （2019）“城市工资溢价：群聚、禀赋和集聚经济效应—基于近邻匹配法的估计”，经济学（季刊）2, 505-526.
21. 许玲丽，龚关，艾春荣（2016）“幸福，赚钱还是花钱？”，财经研究 6。
22. 施雅丰，艾春荣 （2016）“中国股市波动率的广义周内特征及其预测模型”，系统工程理论与实践 36(8), 1918-1927.
23. 许玲丽、艾春荣（2016）“高等教育回报的质量差异—对部属、省属与地方高校的比较研究”，经济理论与经济管理， 6(8), 102-112.
24. 艾春荣，张奕，崔长峰（2015）“债券流动性与违约风险相关性溢价及实证研究” , 管理科学学报，8， 87-94。
25. 汪伟，艾春荣 （2015）“人口老龄化与中国储蓄率的动态演化”，管理世界 6， 47-62。
