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Ping Yu
Prof. Ping YU
Economics
Associate Professor

3917 8358

KK 1110

https://pweb.fbe.hku.hk/~pingyu/

Academic & Professional Qualification
  • Ph.D., M.S., University of Wisconsin-Madison
  • M.S., B.A., Peking University
Biography

Dr. Ping YU graduated from Peking University in 2000 with a B.S. in Mathematics and Economics, and in 2002 with an M.S. in Finance.  He obtained his M.S. in Economics in 2005, and Ph.D. in Economics in 2009, both from the University of Wisconsin-Madison.  Before joining the Faculty of Business of Economics at The University of Hong Kong as Assistant Professor in 2014, he was a lecturer at the University of Auckland, New Zealand for five years.

Ping’s research interests are in theoretical and applied microeconometrics, especially in threshold regression and treatment effects evaluation.  He has published several papers in academic journals including Journal of Econometrics, Econometric Theory, and Journal of Business & Economic Statistics among others.

Research Interest
  • Threshold Regression
  • Treatment Effects Evaluation
Awards and Honours
  • The Research Excellence Award 2013 by the University of Auckland Business School
  • The RBNZ-NZESG Award in Econometrics by the New Zealand Econometrics Study Group (NZESG), 2012
Selected Publications
  • “Threshold Regression With a Threshold Boundary,” (with Xiaodong Fan), Journal of Business & Economic Statistics, 39, 2021, pp. 953-971.
  • “Robust Estimation of Derivatives Using Locally Weighted Least Absolute Deviation Regression“, (with Wenwu Wang, Lu Linand Tiejun Tong), Journal of Machine Learning Research, 20(60), 2019, pp. 1-49.
  • “Threshold Regression with Endogeneity,” (with Peter Phillips), Journal of Econometrics, 203, 2018, pp. 50-68.
  • “Regression Discontinuity with Unknown Discontinuity Points: Testing and Estimation,” (with Jack Porter), Journal of Econometrics, 189, 2015, pp. 132-147.
  • “Adaptive Estimation of the Threshold Point in Threshold Regression,” Journal of Econometrics, 189, 2015, pp. 83-100.
  • “The Bootstrap in Threshold Regression,” Econometric Theory, 30, 2014, pp. 676-714.
  • “Likelihood Estimation and Inference in Threshold Regression,” Journal of Econometrics, 167, 2012, pp. 274-294.
Recent Publications
More
22Oct
Prof. Ping YUDr. Yifei ZHANG
Cyber Immortality: When Your Skills Are Distilled

When “Colleague.skill” went viral in April 2026, it showed how a departing employee’s chats, documents and emails could be distilled into an AI “digital double”. In an article for FT Chinese, Prof. Ping Yu, Associate Professor in Economics, and Dr. Yifei Zhang, Senior Lecturer in Economics at HKU Business School, argue that this overturns a core assumption of labour economics: that human capital leaves with the worker. Once codifiable skills can be copied at near-zero cost, wages will reflect only the tacit judgement that cannot be distilled, and bargaining power weakens. Their advice: work out how much of your pay rewards each, and invest in the latter.

22 Oct 2026