个人简述:

Ph.D. in Economics, University of California, Riverside, CA, USA M.A. in Economics, University of California, Riverside, CA, USA M.A. in Statistics, Guanghua School of Management, Peking University, Beijing, China B.Sc. in Management Science, China Agricultural University, Beijing, China

科研工作:

Publications NonparametricandSemiparametricVolatilityModels:Specification,Estimation,andTesting.WithLiangjunSu,AmanUllah,andSantoshMishra.InHandbookinFinancialEngineeringandEconometrics:VolatilityModelsandTheirApplications(editors:L.Bauwens,C.Hafner,andS.Laurent).Wiley,NewYork,2012.(Forthcoming)AComparisonStudyontheSpatialDependenceofEconomicGrowthinYangtzeRiverDeltaandPearlRiverDelta.WithLiangjunSu.JournalofQuantitativeandTechnicalEconomics,2007(12).(InChinese)  PapersunderReview NonparametricRegressionEstimationwithGeneralParametricErrorCovariance:AMoreEfficientTwo-stepEstimator(WithLiangjunSuandAmanUllah) OnEfficiencyPropertiesofanR-squareCoefficientBasedonFinalPredictionErrorExactDistributionandDensityofMeanReversionEstimatorinContinuousTimeModel(withYongBaoandAmanUllah) WorkingPapers  NonparametricandSemiparametricEstimationoftheSeeminglyUnrelatedRegressionModels:AnApplicationonReturntoPublicCapitalinU.S. BiasintheMeanReversionEstimatorintheContinuousTimeGaussianandLévyProcesses(withAmanUllahandJunYu)主持和参与的科研项目：［1］主持国家自然科学基金青年项目“非参数与半参数回归方程组的计量经济理论及其应用”，2014；［2］主持对外经济贸易大学校级青年研究课题“金融连续时间序列LEVY过程中均值回归参数估计的偏差修正研究”，2014；［3］参与国家自然科学基金面上项目“碳排放权拍卖理论与应用”，2014；［4］参与国家自然科学基金青年项目“截面个体变系数面板数据模型中的分位数回归方法及其应用”2013；［5］参与对外经济贸易大学数量经济学理论与创新团队，2013-2015。