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Zizhong Yan PhD in Economics

Room S.2.110, Department of Economics, University of Warwick, CV4 7AL, UK

Welcome to my homepage

I am Zizhong Yan and I studied as a PhD student at the Department of Economics of the University of Warwick from 2012 to 2018 (degree awarded in 2017). I have also worked as a part-time Research Officer at the University of Surrey (2017-18) and a Research Fellow at the University of Southampton (2018).

I was on the job market for 2017/2018. From September 2018, I will be joining the Center for Econometrics and Microdata Practice (CEMP) at the Institute for Economics and Social Research (IESR) of Jinan University.

  • My research interests are econometrics, applied econometrics and the economics of education.
  • I am particularly interested in i) estimating treatment effects using both frequentist and Bayesian methods; ii) the Bayesian approach to missing data problem; and iii) higher education and education in developing countries.

Research paper

(Job market paper) "Estimating Average Treatment Effects in Evaluation Studies: Using Dirichlet Process Mixtures" - (May 2018).

  • This paper focuses on the estimation of the average treatment effect on the treated (ATT) in evaluation studies under unconfoundedness. As an alternative to traditional matching and reweighting methods, I propose a constrained Dirichlet process mixture of normals (DPMN) model to consistently estimate the covariates distribution in the treatment group and match the control units to the treated so that the distributions of covariates are stochastically equivalent. I use this approach to build a matching estimator and a reweighting estimator with desirable properties. First, the DPMN matching estimator meets the balancing property by construction. Second, since DPMN yields consistent estimates of the propensity score, the reweighting estimator is semi-parametrically efficient. Traditional matching and propensity-score based methods are two-step approaches, which may result in incorrect standard errors. In this paper, the whole algorithm is integrated into a single efficient Markov Chain Monte Carlo scheme: the resulting marginal standard errors can account for errors arising from the first step estimation. I illustrate this new method with Monte Carlo experiments and an empirical application of the LaLonde(1986) data. The DPMN reweighting estimator is found to have a performance comparable to conventional reweighting estimators. I also find that the DPMN matching estimator is less biased and more efficient than traditional matching estimators, as a result of improved balance.

"A New Approach to Estimating the Ordinal Response Model with Censored Outcomes: An Application to the REF 2014", with Michael Pitt, (May 2017).

  • In this paper we investigate how the Research Excellence Framework (REF), last held in 2014 to assess the research quality in British higher education institutions over the period 2008-2013, perceive economics journals in their assessment system. Exploiting on-line published data on submitted research outputs of different REF quality standards, which is only available at the institutional level, we propose a novel algorithm within an ordered probit framework that allows us to distinguish the censored REF standards for each individual submission and to estimate how economics journals were perceived by the Economics and Econometrics sub-panel and the Business and Management Studies sub-panel. In particular, we develop an efficient Markov Chain Monte Carlo (MCMC) sampling scheme for the inference and also suggest a robust and weakly informative prior distribution to overcome the potential separation problem. This is the first paper to employ a standard regression model to directly predict the perception of journal quality for the REF 2014 exercise. The estimated results can be viewed as a directory for determining to what extent each economics journal meets the criteria set by the REF 2014. Our proposed method can be generalised to other generalised linear models where the outcomes are censored at an aggregate level.

"Empowering Mothers and Enhancing Early Childhood Investment: Effect on Adults Outcomes and Children Cognitive and Non-Cognitive Skills", with Victor Lavy, and Giulia Lotti, (2016) No. w22963. NBER.

  • Empowering women and enhancing children's early development are two important goals that are often pursued via independent policy initiatives in developing countries. In this paper we study a unique approach that pursues both goals at the same time: empowering mothers through tools that also advance their children's development. A program operated by AVSI, an Italian NGO, in a poor neighborhood of Quito, Ecuador, targets parents of children from birth to age 5. It provides family advisor-guided parent training sessions once every two weeks for groups of six to eight mothers and their children. We find that the program empowered women in various dimensions, including higher labor force participation and employment, higher likelihood of a full-time job in the formal-sector and higher wages. Treated mothers are also more likely to continue their education, make independent decisions regarding their own finances, have greater role in intra-household decisions, especially on issues involving children's education and discipline and increase parental inputs into their children's development. We find that treated children improve their cognitive and non-cognitive skills, for example, they are less likely to repeat a grade or temporarily drop-out from schooling, are less absent from and have improved behaviors in school, have better attitudes towards learning, and achieve higher scores on cognitive tests. Applying a recently suggested factor model of children's relative non-cognitive skills reaffirms our finding of significant gains in children non-cognitive skills. All results hold when we estimate aggregate treatment impacts, use summary indices instead of individual outcomes in order to account for multiple inference, when we use entropy balancing to adjust for differences in pre-treatment covariates, and when we use other robustness checks.

"Heap: A command for estimating discrete outcome variable models in the presence of heaping at known points", with Wiji Arulampalan, Valentina Corradi, and Daniel Gutknecht, (2018), under review by the Stata Journal [Stata code]

  • Self-reported survey data are often plagued by the presence of heaping. Accounting for this measurement error is crucial for the identification and consistent estimation of the underlying model (parameters) from such data. This paper introduces two Stata commands. The first command, heapmph, estimates the parameters of a discrete-time mixed proportional hazard model with gamma unobserved heterogeneity, allowing for fixed and random right censoring, and different sized heap points. The second command, heapop, extends the framework to ordered probability models, subject to heaping. Suitable specification tests are also provided.


Teaching (2017/18 academic year)

  • Office hours: By appointment.
  • EC331 RAE econometric and technical helpdesk: Bookable via the RAE course website. click here ( If the time does not suit you, please contact me then we could arrange another time. )

Past Teaching Experience

Teaching Assistant

  • EC9A3 Advanced Econometric Theory (MRes/PhD level, University of Warwick), second terms in 2014-2015, 2015-2016 and 2016-2017.
  • EC226 Econometrics (UG second year level, University of Warwick), 2013-2014, 2014-2015, and 2015-2016. (I acted as the examination moderator for the EC226 module during 2014-2015.)

    Econometric and Technical Helpdesk

  • Economics undergraduate final year project (EC331), University of Warwick, 2014-2015, 2015-2016, 2016-2017, 2017-2018
  • MSc Time series dissertation helpdesk, University of Warwick, 2015 summer, 2016 summer. (I have met and tutored more than 500 students individually to help with their econometric and software related questions in their dissertations.)
  • Short-courses

  • Workshops of Data Management (UG final year level), 12/2016
  • Stata seminars for MSc students in the Department of Economics (MSc level), 10/2016, 10/2017

Curriculum vitae

Please click the download button.


Econometric Softwares

Stata Commands
  • "MSEFFECT: Stata module to estimate the mean effect size of (binary/multiple group) treatment on multiple outcomes", (2017), Statistical Software Components S458290, Boston College Department of Economics. (RePEc and SSC archive)
  • "Heap: A command for estimating discrete outcome variable models in the presence of heaping at known points", with Wiji Arulampalan, Valentina Corradi, and Daniel Gutknecht, (2018), under review by the Stata Journal [Stata code]
  • Stata Editor
  • "Improved Stata Editor for Mac OS Users", available at Sublime text package control (with Chuhong Wang) - VERSION 1.3.3. August 2017
  • "Vim Plugin for Running Selected Do-File in Stata", available at Github repository (with Chuhong Wang)

Miscellaneous information

  • I practice Tai-chi and Xing-Yi (形意拳) . Some of my past videos of Martial Arts can be found here: [1], [2] (in Chinese)
  • My given name "Zizhong" is a two-syllable word (pronounced as "Zee" followed by "Jon"), and the family name is "Yan". My friends also call me Yan.


    Professor Sascha O. Becker

    Department of Economics,

    University of Warwick, UK

    Tel: +44 (0)24 765 24247


    Professor Victor Lavy

    Department of Economics,

    University of Warwick, UK

    Hebrew University of Jerusalem, Israel

    Tel: +44 (0)24 765 23032


    Assistant Professor Mingli Chen

    Department of Economics,

    University of Warwick, UK

    Tel: +44 (0)24 765 22901


    Professor Jeremy Smith

    Department of Economics,

    University of Warwick, UK

    Tel: +44 (0)24 765 23336