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  • Research Fields
  • Enrollment and Training
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  • Academic Achievements
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Chaojun Li

  • About

    • Department: Faculty of Economics and Management
    • Gender: female
    • Post: Assistant Professor
    • Graduate School: Indiana University-Bloomington
    • Degree: PhD
    • Academic Credentials: PhD
    • Tel:
    • Email: cjli@fem.ecnu.edu.cn
    • Office: Science Building A1513
    • Address: 3663 North Zhongshan Road, Shanghai 200062, China
    • PostCode: 200062
    • Fax:

    WorkExperience

    East China Normal University, Assistant Professor  Sep 2020-present

    Education

    Indiana University, Bloomington (Ph.D. Economics) Aug 2014-June 2020

    Shanghai Jiao Tong University (B.A. Economics)      Sep 2010-June 2014


    Resume

    EMPLOYMENT

    Sep 2020-present  East China Normal University, Assistant Professor

    EDUCATION

    Aug 2014-June 2020 Indiana University, Bloomington (Ph.D. Economics)

    Sep 2010-June 2014 Shanghai Jiao Tong University (B.A. Economics)

    RESEARCH FIELDS

    Econometrics, Financial Econometrics, Time Series, Large-Dimensional Analysis

    WORKING PAPERS

    "Asymptotic Properties of the Maximum Likelihood Estimtor in Endogenous Regime-Swiching Models," with Yan Liu

    "Asymptotic Properties of Approximated Maximum Likelihood Estimator in Markov-Switching State-Space Models."

    "Estimating Large-Dimensional Factor Models with Multiple Structural Changes."

    SEMINARS AND CONFERENCE PRESENTATION

    Oct 2019  Midwest Econometrics Group Conference 2019                           

    Oct 2019  Economics Graduate Student Conference 2019                           

    Sep 2019  Indiana University Econometrics Workshop                            

    Oct 2018 Midwest Econometrics Group Conference 2018                           

    TEACHING

    Introduction to Microeconomics, Indiana University, Spring 2019, Fall 2019

    Statistical Analysis for Business & Economics (Lab Session), Indiana University, Fall 2015, Spring 2016

    OHTER INFORMATION

    Language: Chinese (Native), English (Fluent)

    Computer Skills: Matlab, Fortran, Stata

    Other Appointments

    Research Fields

    Econometrics, Time Series, Financial Econometrics, Large-Dimensional Data Analysis

    Enrollment and Training

    Course

    Econometrics, undergraduate

    Economic Statistics, undergraduate

    Scientific

    National Science Foundation of China (Young Scholar), principal investigator, 
    No. 72303068, “Theory and application of large-dimensional factor models with Markov switching", 2024 – 2026




    Academic Achievements

    Working papers

    “Asymptotic Properties of the Maximum Likelihood Estimator in Endogenous Regime-Switching Models,” with Yan Liu.

    “Asymptotic Properties of Approximated Maximum Likelihood Estimator in Markov-Switching State-Space Models.”

    “Estimating Large-Dimensional Factor Models with Multiple Structural Changes.”

    Honor

    Henry M. Oliver Award for Excellence in Graduate Economic Theory, Indiana University, 2018

    Graduation with Distinction, Shanghai Jiao Tong University, 2014