Details of the Researcher

PHOTO

Dai Runyu
Section
Graduate School of Economics and Management
Job title
Assistant Professor
Degree

  • PhD in Economics (Tohoku University)

  • Master of Arts in Economics (Carleton University)

  • Honours Bachelor of Science with Distinction (University of Toronto)

e-Rad No.
10994949

Research History 1

  • 2023/10 - Present
    Tohoku University　Graduate School of Economics and Management　Assistant Professor

Education 3

  • Tohoku University　Graduate School of Economics and Management & Graduate Program in Data Science

    2018/10 - 2023/09

  • Carleton University　Department of Economics

    2017/09 - 2018/06

  • University of Toronto　Faculty of Art and Science

    2013/09 - 2017/06

Research Areas 1

  • Humanities & social sciences / Economic statistics / Econometrics, Financial Econometrics, Applied Econometrics, High-dimensional data analysis

Papers 3

  1. Estimation of High-Dimensional Volatility Matrices with Dynamic Conditional Correlation-embedded Mixed Factor Structures

    Runyu Dai, Yasumasa Matsuda

    Data Science and Service Research Discussion Paper, Tohoku University　2026/05

  2. Generative AI: The Transformative Impact of ChatGPT on Systemic Financial Risk in Chinese Banks Peer-reviewed

    Yikai Zhao, Runyu Dai, Jun Nagayasu

    Pacific-Basin Finance Journal　2025/10

    DOI： 10.1016/j.pacfin.2025.102829 　

  3. Estimation of Large Covariance Matrices with Mixed Factor Structures Peer-reviewed

    The Econometrics Journal　2024/01

    DOI： 10.1093/ectj/utad018 　

Presentations 6

  1. A Bias-Correction Method for Cross-Sectional and Serial Dependencies and Heteroskedasticities in Large Linear Panel Models with Interactive Effects

    The 8th International Conference on Econometrics and Statistics (EcoSta 2025)　2025/08/21

  2. A bias-correction method for correlated errors in large panel data with interactive fixed effects,

    Kansai Keiryo Keizai Gakkai　2025/01/11

  3. Bias-corrections for Cross-Sectional and Serial Dependencies and Heteroskedasticities in Large Linear Panel Models with Interactive Effects

    The 7th International Conference on Econometrics and Statistics (EcoSta 2024)　2024/07/18

  4. Bias-corrections for Cross-Sectional and Serial Dependencies and Heteroskedasticities in Large Linear Panel Models with Interactive Effects

    2024 Annual Spatial Econometrics Association Conference, Groningen, Netherlands　2024/06

  5. Bias-corrections for Cross-Sectional and Serial Dependencies and Heteroskedasticities in Large Linear Panel Models with Interactive Effects

    2023 Annual Spatial Econometrics Association Conference, San Diego, US　2023/11

  6. Estimation of Large Covariance Matrices with Mixed Factor Structures

    The 6th International Conference on Econometrics and Statistics (EcoSta 2023)　2023/08

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Research Projects 1

  1. Estimations, inferences and applications of dependent structures of idiosyncratic errors in large dimensional panel data models with interactive fixed effects.

    Offer Organization: Japan Society for the Promotion of Science

    System: Grants-in-Aid for Scientific Research

    Category: Grant-in-Aid for Research Activity Start-up

    Institution: Tohoku University

    2024/07/31 - 2026/03/31

Teaching Experience 2

  1. Applied Data Science　Tohoku University Postgraduate

  2. Econometrics I　Tohoku University Postgraduate