S4E18: Liyang Sun, Econometrics, University of College London

I'm excited to announce the newest episode to the podcast features a brilliant mind in econometrics and applied microeconomics: Dr. Liyang "Sophie" Sun from University College London. While Liyang has technically been a guest before, our previous conversation had been narrowly focused on econometric techniques. This time, we're shifting gears to align with the core purpose of the podcast—exploring the personal stories and journeys of living economists.

Many of you know Liyang by reputation or have cited her groundbreaking work. Her 2021 paper with Sarah Abraham in the Journal of Econometrics on difference-in-differences estimated using two-way fixed effects with leads and lags was recognized as one of the recipients of the Aigner award for 2022 —a remarkable achievement. That paper in particular helped clarify exactly what we were—and weren't—measuring in difference-in-differences event studies. Beyond diagnosing issues in existing approaches, they introduced a new and more accurate estimator, known formally as the interaction-weighted estimator, but which most of us now fondly call simply “SA” (Sun and Abraham). I love that paper; it has taught me a great deal.

Her research portfolio extends well beyond this, spanning instrumental variables, synthetic control methods, and other innovative approaches that have reshaped how we think about causal inference in economics.

In this episode, we'll dive into Liyang’s personal journey through growing up in China, coming to the United States as a high school student, and then through college, grad school and a career as a professional economist and econometrician. She generously shares the experiences, people and discoveries that have shaped her career and research directions. It was a genuine pleasure to hear more of her story, and I believe you'll find it both enlightening and inspiring.

Thank you again for all your support!

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