Prof. WAN Tze-Kin Alan (温子堅教授)

PhD - Econometrics (University of Canterbury)
MCom - Economics and Econometrics (University of Canterbury)
BEcon - Economics and Econometrics (University of Sydney)

Head (MS)
Professor

Prof. WAN Tze-Kin Alan (温子堅教授)

Contact Information

Address: 7-249, Lau Ming Wai Academic Building
City University of Hong Kong
Phone: +852 34427146
Fax: +852 34420189
E-mail:
msawan@cityu.edu.hk
Personal Web:
https://sites.google.com/view/profalanwan/

Research Areas

  • Model Averaging and Selection
  • Varying-Coefficient Semi-parametric Models
  • Missing and Censored Data
  • Quantile Regression

Professor Alan Wan is Head of the Department of Management Sciences and President of the Hong Kong Statistical Society.  Alan spent the bulk of his youth in Australia and New Zealand, where he attended the University of Sydney and the University of Canterbury for this undergraduate and postgraduate studies respectively.  A paper from his Ph.D thesis was awarded the A.R. Bergstrom Prize in Econometrics, a prize open to New Zealanders under the age of 26.  He was on the faculty at the University of New South Wales before returning to his native Hong Kong.  Alan has co-edited 1 book and published 96 refereed journal articles in the fieds of econometrics and statistics.  The subjects of his current research include model averaging and selection, distributed inference, missing and censored data, varying-coefficient models, and pre-test and shrinkage estimation.  His publications have appeared in leading journals including the Journal of the American Statistical Association, Biometrics, Journal of Econometrics, Journal of Business and Economic Statistics, Econometric Theory and INFORMS Journal on Computing.  Alan's research work has been funded by the Hong Kong Research Grants Council, the National Natural Science Foundation of China, the Australian Research Council, and the British Academy.  He is on the editorial board of  Applied Stochastic Models in Business and Industry,  Communications in Statistics, and Econometrics and Statistics.   Alan was a recipient of the CityU President's Award in 2016. 

Awards

Award Title Institution
President's Award City University of Hong Kong
A.R. Bergstrom Prize in Econometrics New Zealand Association of Economists

Research Grant

  • PI: "New developments of model averaging in Econometrics and Statistics", General Programme - National Natural Science Foundation of China , Amount: RMB 500,000 (2020-2023) , Alan Wan, Geoffrey Tso, Yuying Sun, Yan Gao, Wei Zhao, Lanjie Chen, Xianpeng Zong
  • PI: "Statistical inference after model averaging", General Research Fund - Hong Kong Research Grants Council , Amount: $441,000 (2019-2021) , Alan Wan, Xinyu Zhang
  • PI: "Quantile regression analysis with missing and length-biased data", General Research Fund - Hong Kong Research Grants Council , Amount: $230,554 (2014-2016) , Alan Wan, Yong Zhou
  • PI: "Some aspects of frequentist model averaging in Statistics", General Research Fund - Hong Kong Research Grants Council , Amount: $312,000 (2009-2011) , Alan Wan
  • PI: "Wavelet Methods for change-point detection in Econometrics", Competitive Earmarked Research Grant - Hong Kong Research Grants Council , Amount: $198,250 (2008-2010) , Alan Wan, Yong Zhou
  • PI: "Missing data and estimating equations", Competitive Earmarked Research Grant - Hong Kong Research Grants Council , Amount: $298,200 (2007-2009) , Alan Wan
  • PI: "A Bayesian econometric study of immigration and earnings inequality in Hong Kong", Competitive Earmarked Research Grant - Hong Kong Research Grants Council , Amount: $247,926 (2004-2006) , Alan Wan, Hikaru Hasegawa
  • PI: "On the sensitivity of econometric estimators and tests to covariance misspecification", Competitive Earmarked Research Grant - Hong Kong Research Grants Council , Amount: $348,720 (2002-2004) , Alan Wan

Publications

Journal Publications and Reviews
Chapters, Conference Papers, Creative and Literary Works