Zhongjian Lin

Assistant Professor

Department of Quantitative Theory & Methods

Assistant Professor

The Department of Economics

Office: 332 Rich Memorial Building

Phone: 404-727-7833

Email: zhongjian.lin@emory.edu

Additional Contact Information

Mailing Address:

Emory University

1602 Fishburne Drive

Atlanta, GA 30322

Additional Websites


  • Ph.D., Economics, Texas A&M University, 2014
  • M.S., Finance, Singapore Management University, 2009
  • M.A., Economics, Xiamen University, 2010
  • B.S., Mathematics, Zhejiang University, 2006


Semiparametric Methods and Econometrics of Games


  1. Z. Lin, and H. Xu, 2017, "Estimation of Social-Influence-Dependent Peer Pressures in a Large Network Game", The Econometrics Journal, 20(3), 86-102.
  2. Ai, C., H. Li, Z. Lin, and M. Meng, 2015 "Estimation of Panel Data Partly Specified Tobit Regression with Fixed Effects", Journal of Econometrics 188(2) 316-326.
  3. Li, H., Z. Lin, and C. Hsiao, 2015, "Testing Purchasing Power Parity Hypothesis: A Semiparametric Varying Coefficient Approach", Empirical Economics. 48(1), 427-438
  4. Liang, Z., Z. Lin, and C. Hsiao, 2015, "Local Linear Estimation of a Nonparametric Cointegration Model", Econometric Reviews 34, 881-905.
  5. Lin, Z., Q. Li, and Y. Sun, 2014, "A Consistent Nonparametric Test of Parametric Regression Functional Form in Fixed Effects Panel Data Models", Journal of Econometrics 178(1), 167-179.
  6. Fang, Y., L. Qi, and Z. Lin, 2013, "China's Internal Borders: Evidence from Business-Cycle Correlations Across Chinese Cities", The Chinese Economy 46(3), 41-60.

Working Papers

  1. Social Interactions Quantiles.
  2. Misclassification and the Hidden Silent Rivalry, with Yingyao Hu.
  3. Identification of Multiplex Interdependent Durations Model, with Ruixuan Liu. 
  4. Local Composite Quantile Regression Smoothing: Flexible Data Structure and Cross-validation, with Xiao Huang. [Online Supplement].
  5. Functional-Coefficient Regression Models for Panel Data under Cross-sectional Dependence, with Xiao Huang.