Kuan-Pin Lin (1979) Ph.D.

Professor of Economics and Co-Director of Applied Economics Research Group; Fulbright-Hays Research Scholar, 1985-1986, Institute of Southeast Asian Studies, 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

Current Course Materials (Winter/Spring 2007)

• EC 571 Advanced Econometrics, Winter 2007.
• EC 510/472 Time Series Analysis and Forecasting, Winter 2007.
• EC EC 596/597 Research Project, Winter/Spring 2007 (A PSU WebCT Course).

Previous Course Materials

• EC 570 Econometrics, Fall 2006.
• EC 595 Applied Advanced Econometrics, Fall 2006.
• Lectures at Xiamen University, China, Winter/Spring 2006.
• Lectures at Tsinghua University, China, Spring 2005.
• Econometrics II, Spring 2002 (Ph.D. Program, School of Economics and Management, Tsinghua University, Beijing, China)

Research Interests

• Computational econometrics: financial time series, 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.

Recent Research Projects and Publications

• "Bootstrapping for Testing Spatial Econometric Models," (with Z. Long and M. Wu, in Chinese), Working Paper and Software.
• "A Spatial Investigation of Sigma-Convergence in China," (with Z. Long and M. Wu, in English), Working Paper and Software.
• "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.
• "China and the World Equity Markets: A Review of the First Decade," (with A. J. Menkveld and Z. Yang) Working Paper.
• Computational Econometrics: GAUSS Programming for Econometricians and Financial Analysts, ETEXT Publishing, 2001.
• "Stock Market Volatility in China," (with Z. Zhou) Working Paper.
• "Local Maximum Likelihood Estimation of a Disequilibrium Transition Model: The Case of Consumption Goods Market in China, 1954-1991," (with H. Hsu) Working Paper.
• "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