董朝华
2015-10-09 20:07:44   来源:   评论:0 点击:

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西南财经大学 经济学院 副教授
邮箱:dongch@swufe.edu.cn
办公室:格致楼1001
 
个人信息:
经济学博士,2015年加入西南财大。Journal of time series analysis,Journal of econometrics, Journal of nonparametric statistics, Journal of testing and evaluation and African journal of business management 等期刊的匿名审稿人。

教育背景:
博士后研究员:澳大利亚莫纳什大学(Monash University),2015
经济学博士:  澳大利亚阿德莱德大学(the University of Adelaide),2012


研究兴趣:
时间序列模型,面板数据模型,微观计量和金融计量,非参数和半参数方法.
 
主要研究成果:
Specification testing for nonlinear multivariate cointegrating Regressions,with Jiti Gao, Dag Tjostheim and Jiying Yin, Journal of Econometrics , 200, 104-117, 2017.
Specification testing driven by orthogonal series for nonlinear cointegration with endogeneity, with Jiti Gao, Econometric Theory , 2017, forthcoming.
Expansion and estimation of Levy process functionals in nonlinear and nonstationary time series regression, with Jiti Gao.  Econometric Reviews 2016, forthcoming.
Estimation for single-index and partially linear single-index nonstationary time series models,  with Jiti Gao and Dag Tjostheim,  Annals of Statistics, 44,425-453,2016.
Semiparametric single-index panel data models with cross-sectional dependence, with Jiti Gao and Bin Peng, Journal of Econometrics, 188, 301-312, 2015.
Solving replication problems in a complete market by orthogonal series expansion, with Jiti Gao, North American Journal of Economics and Finance, 25, 306-317, 2013.
Semiparametric penalty function method in partially linear model selection, with Jiti Gao and Howell Tong, Statistica Sinica, 17, 99-114, 2007.
 
项目基金
项目主持人,国家自然科学基金面上项目2017-2020,题目:具有平稳性,非平稳性和时间趋势的非参数面板数据模型:理论和应用。项目批准号71671143。

工作论文
Number of sellers and quantal response equilibria for oligopolistic market games, with Ralph Bayer and Hang Wu.
Additive nonparametric models with time variable and both stationary and nonstationary regressors,with Oliver Linton,2016. 
Estimation in a semiparametric panel data model with nonstationarity, with Jiti Gao and Bin Peng, 2016.

著作
金融数学:衍生证券定价原理,中国科学技术出版社 ,2006,独著。
 
荣誉和奖励
Sieve Method in Econometrics, 荣誉课程,北京大学光华管理学院,2017年4月22日。

 Visiting Fund, Monash University, Australia, January, 2016.
Travel Expense of Visiting Scholar, The University of Bergen, Norway, Nov, 2014.
The University Doctoral Research Medal 2012, the University of Adelaide.
 Endeavor International Postgraduate Research Scholarship (2008-2011). This is established by Australian government to bestow excellent PhD applicants to Australian universities all over the world.
The University of Adelaide Scholarship (2008-2011).
 
学术报告
The third China Meeting of Econometric Society, Chengdu, China, Jun 2016
Australian Statistical Conference in conjunction with the Institute of Mathematical Statistics Annual Meeting (ASC-IMS2014), Sydney, Jul 2014
Guest Lecture, Department of Mathematics, The University of Bergen, Bergen, Norway, Nov 2014
Symposium Econometric Theory and Application (SETA2013), Seoul, Jul 2013
The Econometric Society Australian Meeting (ESAM2011), Adelaide, Jul 2011 
Symposium Econometric Theory and Application (SETA2011), Melbourne, Apr 2011
The Australia Conference of Economists (ACE2009), Adelaide, Oct 2009
 Ecosta2017, 香港科技大学,2017年6月
 Seta2017, 北京大学,2017年6月

 

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