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研究成果

2006年部分老师研究成果

时间:2007-03-30

金赛男

1. Nonstationary Discrete Choice: A Corrigendum and Addendum,(with Peter C. B. Phillips and Ling Hu), forthcoming inJournal of Econometrics.

2. Long Run Variance Estimation and Robust Regression Testing Using Sharp Origin Kernels with No Truncation,(with Peter C. B. Phillips and Yixiao Sun),Journal of Statistical Planning and Inference,Vol.137, 985-1023, 2007.

3.Spectral Density Estimation and Robust Hypothesis Testing using Steep Origin Kernels without Truncation, (with Peter C. B. Phillips and Yixiao Sun),International Economic Review,Vol. 47, Issue 3, 837-894, 2006.

4. A New Approach to Robust Inference in Cointegration, (with Peter C. B. Phillips and Yixiao Sun),Economics Letters91, 2006.

5.国家自然科学基金资助项目(70601001), 大维面板数据模型的相关理论及应用研究, 2007.1-2009.12 (主持)。

6.国家自然科学基金资助项目(70501001), 空间相关模型的半参数分析, 2006.1-2008.12 (参与)。

7.Guanghua-Wharton Joint Research Initiative on Firms and Markets in China, 2006.1-2007.12.

苏良军

1. “A Consistent Characteristic Function-Based Test for Conditional Independence”, Joint with Halbert White, 2006, Forthcoming inJournal of Econometrics.

2. “A Simple Test for Multivariate Conditional Symmetry,” Forthcoming inEconomics Letters, 2006.

3. “Nonparametric Analysis and Prediction of CPR in China”, Joint with Sainan Jin, Forthcoming inApplied Economics, 2006.

4. “Business Output and Business Experience -- Evidence from China's Non-governmental Businesses”, Forthcoming inApplied Economics Letters, 2006.

5. “Profile Likelihood Estimation of Partially Linear Panel Data Models with Fixed Effects,” (with Aman Ullah),Economics Letters92, 75-81, 2006.

6. “The Rise in House Prices in China: Bubbles or Fundamentals?” (With Jianying Hu, Sainan Jin and Wangjun Jiang)Economics Bulletin3(7), 1-8, 2006.

7.“More Efficient Estimation in Nonparametric Regression with Nonparametric Autocorrelated Errors,” (with Aman Ullah),Econometric Theory22, 98-126, 2006

8. 高校学费影响因素及空间相关性分析。2006年第4期, 《数理统计与管理》(与孙便霞)。

9. 中国城乡居民消费与收入关系的面板数据协整研究。《世界经济》,2006年第5期 ( 与何一峰,金赛男)。

10. 中国房地产预警模型的建立与应用:基于北京市数据的研究。《统计研究》,2006年第5期(与胡健颖, 金赛男, 姜万军) 。

11. 中国存在“库兹涅茨之谜”吗?—来自城乡面板数据的经验支持, 《经济科学》2006年第2期, (与何一峰)。

12. 我国轿车保有量的预测研究。《统计与决策》,2006年第1期 (与金赛男)。

13. 中国房地产价格有几成泡沫?《统计研究》,2006年第1期 (与胡健颖, 金赛男, 姜万军)。

14.国家自然科学基金资助项目(70501001), 空间相关模型的半参数分析, 2006.1-2008.12。

张俊妮

1.Zhang, J. L.,Rubin, D. B., and Mealli, F. (2006), “Evaluating the Effects of Job Training Programs on Wages through Principal Stratification,” Volume 21 of Advances in Econometrics: Modeling and Evaluating Treatment Effects in Econometrics, forthcoming.

2.国家自然科学基金项目:使用倾向分(Propensity Score)和主分层(Principal Stratification)进行因果推断

陈嵘

1. Liu, J.M, Liu, L-M and Chen, R. (2006) ‘Modeling hourly electricity loads using a semiparametric time series approach’,Journal of Forecasting, in press

2. Chen, C.T., Chen, R. and Basset, G. (2006) ‘Properties of the cross-sectional distribution of daily equity returns’,Finance Letters, in press.

3. Zhang, J., Chen, R. and Liang, J. (2006) ’Empirical potential function for simplified protein models: combining contact and local sequence structure descriptors’,PROTEINS: Structure, Function, and Bioinformatics, in press.

4. Wu, S, and Chen, R. (2006) ‘Threshold variable selection and threshold variable driven switching autoregressive models’,Statistica Sinica, in press

5.Constrained Sequential Monte Carlo and Its Applications in Structural Bioinformatics: From Surface Patterns and Spatial Motif to Protein Function and Stability.’ NIH grant R01 Gm068958. 2003-2007. Principal Investigator.

6.Collaborative Research: Advanced Sequential Monte Carlo Methods and Applications’ NSF grant DMS-0244541 (Focused Research Group Grant) 2003 - 2006. Principal Investigator.

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