Email

ziweimei@um.edu.mo

Tel

+853 8822-9243

Office

E22-1027
Faculty of Business Administration
University of Macau, E22
Avenida da Universidade,
Taipa, Macau, China

Homepage

https://ziweimei.github.io/

Assistant Professor in Business Economics

Academic Qualifications

  • Ph.D. in Economics, The Chinese University of Hong Kong, 2025.
    • Visiting Ph.D. Student, University of Oxford, Spring 2024.
  • B.A. in Economics, Sun Yat-sen University, 2020.
  • B.Sc. in Mathematics, Sun Yat-sen University, 2020.

Related Working Experiences

  • Assistant Professor, Faculty of Business Administration, University of Macau, 2025 – present.

Awards

  • Postgraduate Research Output Award, The Chinese University of Hong Kong, 2025.
  • Best Academic Performance Award, Department of Economics, The Chinese University of Hong Kong, 2021.

Research Projects

  • (Co-Investigator) Social Science Faculty, the Chinese University of Hong Kong Direct Grant No. 4052328, “Panel Predictive Regression with Persistent Regressors,” 2024-2026.

Research Interests

  • Econometric Theory
  • High-Dimensional Econometrics and Statistics
  • Causal Inference with Instrumental Variables
  • Time Series and Panel Data Econometrics
  • Machine Learning Methods for Economic and Financial Big Data

Selected Journal Papers

  1. Ziwei Mei and Zhentao Shi (2024). “On LASSO for high dimensional predictive regression”, Journal of Econometrics, 242(2), 105809.
  2. Qingliang Fan, Zijian Guo, and Ziwei Mei (2024). “A heteroskedasticity-robust overidentifying restriction test with high-dimensional covariates”, Journal of Business & Economic Statistics, 43(2), 413-422.
  3. Ziwei Mei, Peter C.B. Phillips, and Zhentao Shi (2024). “The boosted Hodrick‐Prescott filter is more general than you might think”, Journal of Applied Econometrics, 39(7), 1260-1281.
  4. Jianhao Lin, Ziwei Mei, Liangyuan Chen, and Chuanqi Zhu (2023), “Is the People’s Bank of China consistent in words and deeds?”, China Economic Review, 78, 101919.

Working Papers

  1. “Nickell Bias in Panel Local Projection: Finanial Crises Are Worse Than You Think”, with Liugang Sheng and Zhentao Shi, 2025.
  2. “Econometric Inference for High Dimensional Predictive Regressions“, with Zhan Gao, Ji Hyung Lee, and Zhentao Shi, 2024.
  3. “Nickell Meets Stambaugh: A Tale of Two Biases in Panel Predictive Regressions”, with Chengwang Liao and Zhentao Shi, 2024.
  4. “Inference for Nonlinear Endogenous Treatment Effects Accounting for High-Dimensional Covariate Complexity“, with Qingliang Fan, Zijian Guo, and Cun-Hui Zhang, 2024.
  5. “Identification Conditions and Uniform Inference for Multiple Treatment Effects with Possibly Invalid Instrumental Variables”, with Qingliang Fan and Zijian Guo, 2024.
  6. “Simultaneous Inference for Predictability with High Dimensional Mixed Roots”, 2024.

Selected Conference Papers and Invited Presentations

Seminars

  • 2024: Oxford Economics, Oxford Statistics, Upenn Center for Causal Inference (CCI), CUHK Brownbag Seminar.
  • 2022: CUHK Brownbag Seminar.

Conferences

  • 2025: SETA 2025 (Macau), The 3rd Joint Conference on Statistics and Data Science in China (Hangzhou), 2025 Econometric Society World Congress (Seoul).
  • 2024: The Inaugural Meeting of the Great Bay Econometrics Study Group (Macau), Workshop at Asian Summer School in Econometrics and Statistics (Dalian), AMES China (Hangzhou).
  • 2023: CMStatistics 2023 (Berlin), Hangzhou International Conference on Frontiers of Data Science (Hangzhou), AMES 2023 (Singapore), SETA 2023 (Singapore), The 7th IAER Econometrics Workshop (Dalian).
  • 2022: CMStatistics 2022 (London), AMES China 2022 (Shenzhen).