It is my greatest fortunate to be advised by Dr. Cheng Hsiao, Dr. Hyungsik Roger Moon and Dr. M. Hashem Pesaran when I studied at University of Southern California. I would like to appreciate for their continuous guidance and advice. They are such great advisers! I have benefited greatly from them not only on conducting academic researches, but also on understanding the value of devotion of teaching and mentoring students.
In 2012, the journal Econometric Theory (ET) published a paper of interview of Dr. Cheng Hsiao. In my personal view, this interview is not only a life journey of Dr. Hsiao, but also a guideline for junior econometricians including myself. Dr. Hsiao has also pointed out the future research agenda and topics for econometrics in this interview. The full context of this interview can be found here.