Hi! I'm Shang Gao.

I am an assistant professor at the Wang Yanan Institute for Studies in Economics (WISE), Xiamen University.

My research focuses on theoretical econometrics, high-dimensional factor models, and machine learning, with applications in macroeconomics and finance.

Before joining WISE, I was a postdoctoral researcher at the School of Economics and Management, Tsinghua University. I received my Ph.D. in Economics from Fudan University in 2024, and my M.A. and B.A. in Economics from Lingnan College, Sun Yat-sen University in 2020 and 2018, respectively.

Shang Gao
gaoshang@xmu.edu.cn
Room A421, Economics Building
Xiamen University, Siming District
Xiamen, Fujian 361005, China
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Research

Publications

Testing for strict stationarity via the discrete Fourier transform

with Zhonghao Fu, Liangjun Su, and Xia Wang
Econometric Theory, 2024, 40, 511–557.

High-dimensional conditional factor model

with Zhonghao Fu, Liangjun Su, and Xia Wang
Journal of Econometrics, 2026, 254 (Part B): 106203.

Working Papers

On state-varying FAVAR models: estimation, inference and testing

with Zhonghao Fu, Liangjun Su, and Xia Wang

Detecting multiple distributional structural breaks via empirical characteristic functions and shrinkage estimation

with Zhonghao Fu, Liangjun Su, and Xia Wang