Zhenhao Gong

Zhenhao Gong

Ph.D. Candidate in Economics

University of Connecticut

About me

My research focuses on factor analysis in high-dimensional datasets and large panel models with interactive fixed effects. My research interests include developing and applying new tools for economists using big data, machine learning, and forecasting. During my Ph.D. study at UConn, I have taught undergraduate courses in econometrics and time series forecasting. My teaching interests are quantitative methods for economics and business, machine learning, and open-source programming (i.e., R/Python).

Download my CV.

Interests
  • Econometrics
  • Causal Inference
  • Financial Econometrics
  • Machine Learning
  • Forecasting
Education

  • Ph.D. in Economics, Expected July 2022

    University of Connecticut

  • M.S. in Economics, Expected June 2022

    University of Connecticut

  • M.A. in Economics, 2017

    Syracuse University

  • B.A. in Economics, 2013

    Zhejiang Ocean University

Research

1. Improved Inference for Interactive Fixed Effects Model with Cross Sectional Dependence (Job Market Paper)
In this paper, we propose an improved inference procedure for the interactive fixed effects model in the presence of cross-sectional …
Zhenhao Gong, Min Seong Kim
PDF Code Slides
2. Non-robustness Issue for Estimating the Number of Factors in High Dimensional Dataset (Manuscript)
The idea of factor analysis is that it can use a few latent factors to capture the variations of a large number of economic variables …
Zhenhao Gong
PDF Slides
3. Interacive Fixed Effects Dynamic Panel Models, A Spatial Analytical Approach (Work in Progress)
A potential extension of the proposed method in my job market paper is to improve the inference for the dynamic panel data model with …
Zhenhao Gong

Teaching

Teaching Statement:

Instructor:

Teacher Assistant:

  • ECON 5315: Financial Econometrics (Fall 2019)
  • ECON 6310: Econometrics I (Ph.D. level) (Spring 2019)
  • ECON 2201: Intermediate Microeconomics Theory
    (Fall 2017, Spring 2018, Spring 2019)
  • ECON 1200: Principles of Economics (Fall 2018)

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