Yoosoon Chang, Professor
Ph.D., Yale University, 1995

Econometrics

Professor Chang’s research and teaching interests are in econometrics, with a special focus in time series and panel data models and their applications in macroeconomics and finance. She has studied various nonstationary and nonlinear time series and panel models and developed new methodologies for valid inference in such nonstandard yet more realistic models for economic data. Her recent research focuses on panels at high frequencies where she uses the data collected at higher frequencies to deal with inferential difficulties in models estimated at conventional low frequencies. Chang’s research has been published in Review of Economic Studies, Journal of Econometrics, Econometric Theory, Econometric Reviews, Journal of Time Series Analysis and Econometrics Journal. Before joining the faculty of Indiana University, Chang spent eleven years at Rice University as an assistant and tenured associate professor of economics, and three years at Texas A&M University as a full professor and head of the department of economics and Naomi Lewis faculty fellow of liberal arts. She is an associate editor of Time Series Econometrics, a program committee member of the International Symposium on Econometric Theory and Applications, an external fellow of Granger Centre for Time Series Econometrics at Nottingham University, an external associate of Centre for Econometric Analysis at Cass Business School in London.

Curriculum Vitæ