金沙电子游戏,澳门皇冠金沙网站官方网站

   
 English  邮箱登录
金沙电子游戏 学院概述 师资队伍 社科基地 学术刊物 学术信息 论坛会议 研究生教育 合作交流 培训教育 留学生 就业
公告栏 更多>> 
友情链接  
耶鲁大学
北京大学国家发展研究院
康奈尔大学
哈佛大学
普林斯顿大学
芝加哥大学
厦门大学经济学院
联系大家  
通讯地址:山东省济南市山大南路27号金沙电子游戏
邮政邮编:250100
联系电话:0531-88364000 88364128
传 真:0531-88364981
电子信箱:cer@sdu.edu.cn
当前位置: 金沙电子游戏 >> 研究生教育 >> 暑期学校 >> 正文
主讲专家学者(三)洪永淼教授概况
金沙电子游戏:2008年04月25日 00:00   编辑:worthdoor   点击:[]

洪永淼教授

Yongmiao Hong(Cornell University and Xiamen University)

Ph.D. University of California, San Diego, 1993, Professor of Economics and Statistics.

FIELDS

Econometric theory, financial econometrics, economics of China.

SELECTED PUBLICATIONS

"Wavelet-Based Testing for Serial Correlation of Unknown Form in Panel Models," with C. Kao, forthcoming in Econometrica;

"A Test for Volatility Spillover with Application to Exchange Rates"Journal of Econometrics, 2001;

"One-Sided Testing for ARCH Effects Using Wavelets" (with Jin Lee),Econometric Theory, 2001;

"Testing Serial Correlation of Unknown Form via Wavelet Methods" (with Jin Lee),Econometric Theory, 2001;

"Hypothesis Testing in Time Series via the Empirical Characteristic Function: A Generalized Spectral Density Approach"Journal of American Statistical Association, 1999;

"Testing for Pairwise Serial Independence via the Empirical Distribution Function,"Journal of the Royal Statistical Society. Series B, 1998;

"Consistent Testing for Serial Correlation of Unknown Form"Econometrica, 1996; "Consistent Specification Testing via Nonparametric Series Regression" (with H. White),Econometrica, 1995;

"China's Evolving Managerial Labor Market" (with T. Groves, J. McMillan and B. Naughton),Journal of Political Economy, 1995;

"Autonomy and Incentives in Chinese State Enterprises" (with T. Groves, J. McMillan and B. Naughton),Quarterly Journal of Economics, 1994.

CURRENT RESEARCH

Time series and generalized spectral analysis; serial independence tests; diagnostic checking of time series models; wavelet analysis; heteroskedasticity and auto correlation consistent covariance matrix estimation; inference and forecast of exchange rates; nonparametric specification testing for continuous-time diffusion models; evaluation of out-of-sample probability density forecasts and value-at-risk forecasts; China's economic reforms.

上一条:主讲专家学者(四)罗晓博士概况 下一条:主讲专家学者(二)白聚山教授概况

关闭

 

版权所有:金沙电子游戏(中心)
Copyright 2001-2010 The Center For Economic Research, Shangdong University, All Rights Reserved
XML 地图 | Sitemap 地图