Kuan-Pin Lin, Ph.D.

Professor Emeritus of Economics
Portland State University, Portland, Oregon

Professor of Economics, 1979-2017, Portland State University Visiting Professor of Economics, Xiamen University, 2004-, China Visiting Professor of Economics, Tsinghua University, 1998-2003, China Fulbright-Hays Research Scholar, 1985-1986, ISEAS, Singapore Post Doctorate Research Fellow in Economics, 1979, Harvard University M.A. 1973, Ph.D. 1977 State University of New York, Stony Brook B.L. 1970 National Chengchi University (Taiwan, China)

Teaching Fields

Econometrics, Mathematical Economics, Research Methods.

Current Course Materials

• Topics on Big Data Econometrics
• Teaching and Learning Econometrics in the Era of Big Data

Previous Course Materials

• EC 570 Econometrics
• EC 571 Advanced Econometrics
• EC 572/472 Time Series Analysis and Forecasting
• EC 575 Applied Advanced Econometrics
• EC 595 Applied Advanced Econometrics
• EC 510/410 Economic Data Analysis Using R
• EC 510/410 Econometric Analysis of Panel Data
• Lectures at WISE Xiamen University, China, Nov. 8-19, 2010
• Lectures at HIT (Harbin Institute of Technology), China, May 23 - June 1, 2012
• Lectures at SOE/WISE Xiamen University, China, May 7-15, 2016
• Lectures at SOE/WISE Xiamen University, China, April 10-20, 2017

Research Interests

• Computational econometrics: big data econometrics, financial econometrics, spatial econometrics, Bayesian econometrics.
• Computer applications in economics: artificial intelligence, qualitative reasoning, neural networks, and generic algorithms.
• Internet economics: Internet resources allocation problems, measuring the Internet economy.
• Computable or applied general equilibrium (CGE) models.
• Chinese Economy.

Book Projects

• Econometric Analysis by Examples (with WISER-Club, in progress)
• Computational Econometrics: GAUSS Programming for Econometricians and Financial Analysts, ETEXT Publishing, 2001; Chinese Edition, Tsinghua University Press, 2003.

Selected Journal Publications

• "Hierarchically spatial autoregressive and moving average error mode," (with Q. Ye, H. Liang, and Z. Long), Economic Modelling 76, 2019, 14-30.
• "Testing in a Random Effects Panel Data Model with Spatially Correlated Error Components and Spatially Lagged Dependent Variables," (with Ming He), Econometrics 3, 2015, 761-796.
• "Testing Spatial Effects and Random Effects in a Nested Panel Data Model," (with Ming He), Economics Letters 135, 2015, 85-91.
• "Mongolian and World Equity Markets: Volatilities and Correlations," (with Yertai Tanai), Eurasian Economic Review 3:2, Fall 2013, 136-164.
• "Locally Adjusted LM Test for Spatial Dependence in Fixed Effects Panel Data Models," (with Ming He), Economics Letters 121, 2013, 59-63.
• "The Size and Power of Bootstrap Tests for Spatial Dependence in a Linear Regression Model," (with Z. Long and B. Ou), Computational Economics 38:2, August 2011, 153-171.
• "Chinese and World Equity Markets: A Review of Volatilities and Correlations in the First Fifteen Years," (with A. J. Menkveld, and Z. Yang), China Economic Review 20, 2009, 29-45.
• "Spatial Econometric Analysis Using GAUSS," presented at The Fifth World Congress of the Spatial Econometrics Association, Toulouse France, July 6-8, 2011.
• "The Application of Bootstrap Methods in Diagnostic Checking of a Spatial Econometric Model," (with Z. Long and M. Wu) Economic Science (in Chinese), Serial No. 160, 2007 (4), 84-93.
• "A Spatial Investigation of Sigma-Convergence in China," (with Z. Long and M. Wu) Journal of Quantitative and Technical Economics (in Chinese), Vol. 23, No. 4, 2006, 14-21.
• "A Spatial Econometric Analysis of Regional Economic Convergence in China: 1978-2002," (with Z. Long and M. Wu) China Economic Quarterly (in Chinese), Vol. 4, No. 2, 2005.
• "Artificial Intelligence in Economics and Management," (with A. M. Farley) in the Encyclopedia of Computer Science and Technology, Vol. 36, 1-13, ed. by J. M. Williams, Marcel Dekker, New York, 1997.
• "Causal Reasoning in Econometric Models," (with A. M. Farley), Decision Support Systems, 15, 167-177, North-Holland, 1995.
• "Qualitative Economic Reasoning: A Disequilibrium Perspective," (with A. M. Farley), Computer Science in Economics and Management (now Computational Economics), 1991, 107-113.
• "Qualitative Reasoning in Economics," (with A. M. Farley), Journal of Economic Dynamics and Control, 1990, 465-490.

For further information, contact: Kuan-Pin Lin

(last updated: 5/23/2019)