Ph.D., Yale University, 2007.
Dr. Xu's research focuses on econometrics, developing statistical methodologies, and theories to analyze economic models and data. He has written and published on various topics, including (more recently) local projections, predictive regression, discontinuity-based quasi-experimental designs, non-parametric and semi-parametric models of volatility and risk, and (earlier) structure change, continuous-time diffusions, quantile regression, trends, and cointegration. The main theme of his research is to design statistical estimation and inference methods for economic models that accommodate features like endogeneity, nonlinearity, heterogeneity, and persistency, without imposing strong constraints on the data generating process.
Before joining Indiana University Bloomington in 2016, Dr. Xu was Associate Professor of Economics and Rothrock Fellow of Liberal Arts at Texas A&M University in College Station, and Assistant Professor of Finance and Management Science and Pearson Fellow and Canadian Utilities Fellow of School of Business at University of Alberta, Canada. He also held visiting associate professor positions in economics at Yale University and the University of Texas at Austin. Dr. Xu is a Fellow of the Journal of Econometrics and received the Multa Scripsit award from Econometric Theory. He obtained Ph.D. at Yale University in 2007, and received pre-doctoral education in China, with M.S. and B.S. degrees at the University of Science and Technology of China and Wuhan University.