My teaching interests include econometric analysis of endogeneity: causal inference, big data analytics: causal machine learning, econometrics, statistics, finance, and empirical asset pricing.
To equip student with the ability to understand economic phenomena, I teach econometric methodologies together with their empirical applications and identification strategies, and then build up students’ ability of evidence-based critical thinking. In particular, when teaching econometrics, I focus mainly on empirical examples pertaining to the instrumental variable quantile regression and causal machine learning techniques, and then we discuss how to conduct economic hypotheses and causal inferences in the framework of instrumental variable estimation and causal machine learning. When teaching undergraduate courses, I focus more on concepts and intuitions behind econometric methods than the derivation of estimators and models. I also encourage students on conducting research projects and on writing theses. Four of my advisees who graduated from National Taiwan University are currently doctoral students in economics at the University of California – San Diego, Johns Hopkins University, Washington University in St. Louis, and in statistics at the Stanford University. To enhance students’ academic and social network, I have organized the annual joint seminars with Kyushu University (Fukuoka, Japan) and Kyoto University (Kyoto, Japan), which provide my students with opportunities to present their term papers and group research projects outside the home university. Moreover, I taught an intensive short course, Special Study of Regional Economy and Business, at the Hokkaido Summer Institute 2018 held by Hokkaido University (Sapporo, Japan). I summarize my teaching experience below.
Tokyo International University: Econometrics、Statistics、Machine Learning in Economics and Finance、Big Data and Analytics – causal machine learning、Macroeconomics、Finance
National Graduate Institute for Policy Studies (GRIPS): Introduction to Applied Econometrics、Financial Economics
Hokkaido University: Special Study of Regional Economy and Business
National Taiwan University: Econometric Analysis of Endogeneity – Causal Inference (Fall Semesters 2016-17)、Topics in Advanced Econometrics (Spring 2017-18)、Asset Pricing (Spring 2015)、Econometric Theory IV (Spring Semesters 2013-18)、Econometric Theory I (Fall Semesters 2011-13)、Quantitative Methods (Fall Semesters 2011-14)、Econometrics Workshop (2013-15)
New York University: Statistics (Summer 2008/2009/2010, Adjunct Instructor)
Jauer 