热搜词:

董朝华
2016-04-23 09:32:49   


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姓名:董朝华
联系方式:
办公室:格致楼1001
电子邮箱:dongch@swufe.edu.cn
教育经历:
博士:澳大利亚阿德莱德大学,经济学,2012
博士后:澳大利亚莫纳什大学,经济学,2015
研究领域:
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.
代表性论文与著作:
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

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