The Federation Of Chinese Scholars In Australia


GAO Jiti

Birth Year 1962
Position Australian Professorial Fellow
Professor and Chair of Econometrics
Professional / Institution Affiliation and address
Department of Econometrics and Business Statistics, Monash University, Caulfield East, Victoria 3145, Australia
Telephone 0399031675
Mobile 0413812302

II. CAREER SUMMARY (Education and employment history, List major past positions and current positions):
Employment history

  2011- Australian Professorial Fellow, Professor and Chair of Econometrics, Monash University, Australia

  01/2008-12/2010: Professor of Economics and Chair of Econometrics, The University of Adelaide, Australia

  12/2004-12/2007: Professor of Statistics, The University of Western Australia, Australia

  12/1999-11/2004: Lecturer and then Senior Lecturer of Statistics, The University of Western Australia, Australia

Education and Qualifications

  01/2005, Awarded PhD of Economics by Monash University, Australia

  05/1993, Conferred Doctoral Degree of Science by the University of Science and Technology of China

  10/1998, Conferred Master Degree of Science by the University of Science and Technology of China

  07/1984, Conferred Bachelor Degree of Science by the University of Anhui, China

2012 Elected Fellow of the Academy of Social Sciences in Australia
2011 Elected Member of the International Statistical Institute
2010 Australian Professorial Fellow
2009 Founding Member of the Society for Financial Econometrics

2010-2011 Member of the Social, Behavioral and Economic Sciences’ Research Evaluation Committee of the Excellence for Research in Australia Initiative
2009-2013 Member of the Australasian Standing Committee of The Econometric Society
2012- Editorial Board of The Journal of Econometrics
2011- Editorial Board of The Australian and New Zealand Journal of Statistics
2007- Editorial Board of The Journal of Nonparametric Statistics

Theoretical and applied research in Nonparametric and Semiparametric Econometrics and Statistics has been a primary interest of mine over the last twenty years, as is evidenced by my publications in the area. I have achieved international recognition for my breakthrough work on Time Series Econometrics and Financial Econometrics. Since the beginning of 2002, I have been leading and co-ordinating a large group of Australian and international researchers working on Nonlinear and Nonstationary Time Series Econometrics and Financial Econometrics. The group currently works both actively and productively towards providing solutions to such problems that are at the frontiers of nonlinear and nonstationary time series econometrics and financial econometrics.

In addition to the publications of the two books by leading publishers, I already have had extensive journal publications. Some of the publications of mine have already been highly cited. According to the latest Econometrics Journals Impact ranking, several journals that I have already published over 20 papers with are at the top 20 among all the leading journals in Economics, Finance and Statistics. According to the Google scholar information, my publications have been cited over 3000+ times with the h-index being 22+. In addition, the publications of mine published during the period of 1988-1995 by Chinese journals in China have also been cited over 1000+ times.

VI. BRIEF DESCRIPTION OF YOUR MOST IMPORTANT PUBLICATIONS (publication number, impact and citations): 600 refereed journal papers, 13000 citation and h-index = 50
My main publications are in the field of nonparametric and semiparametric econometrics and statistics as well as in the field of nonlinear time series econometrics and financial econometrics. A brief description is given as follows. The first book by Wolfgang Hardle, Hua Liang and Jiti Gao on Partially Linear Models is being highly regarded as the standard reference book in the field, and has been cited over 500 times. Meanwhile, ten of my representative journal publications are being regarded as some of the major advancements in the respective fields, and each of them has already been highly cited in the literature. Details are available at

Mathematics and Statistics in Business and Economics;
Econometric and Statistical Modeling in Climatology, Economics, Environment and Finance.

VIII. VISIONS (related to China and Australia from the area of expertise):
As one of the leaders in the field of semiparametric statistics back to the late 80s and early 90s in China, I have been retaining collaborations and communications with old colleagues and co-authors in China. Meanwhile, I have been assisting in promoting and advancing the research achievements of my Chinese collaborators to the outside of China. In recent years, I have been regularly traveling back to visit various Universities in China, such as Xiamen University, The University of Science and Technology of China and the University of Anhui, as well as helping research grants applications. In the meantime, I have been offering public lectures and research workshops for fellow Chinese researchers. I have also been hosting visitors from China as well as training junior researchers in the fields of Econometrics and Statistics, in addition to supervising a large number of PhD students from China. In recent years, I have also been playing an important role in helping the establishment of various collaborations between Universities in China and some Australia’s Universities, such as between the University of Western Australia and Zhejiang University, the University of Adelaide and Monash University with Xiamen University for example.