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2007-11-26

 http://zouhengfu.blog.sohu.com/71070641.html#comment

http://zouhengfu.blog.sohu.com/71070641.html

 

热烈祝贺耶鲁大学经济系陈晓红教授刚刚成为ECONOMETRIC SOCIETY 的第一位从
中国大陆来美学习执教的FELLOW.不容易啊!
这是中国人民的骄傲.
这是武汉大学的骄傲.
这是CEMA的骄傲.

 

Xiaohong Chen

Professor of Economics
New York University
Contact Information
NYU Economics Department
19 West 4th Street
New York, NY, 10012
phone: 1-212-998-8970
e-mail: xiaohong.chen@nyu.edu
Cirriculum vitae
View a pdf file
Research interests
Semi-nonparametric econometrics estimation and testing
Non-linear time series and stochastic process modelling
Non-parametric adaptive learning
Selected forthcoming and working papers
1. Estimation of Possibly Misspecified Semiparametric Conditional Moment Restriction Models with Different Conditioning Variables with C. Ai, forthcoming in Journal of Econometrics
2. Nonparametric Likelihood Ratio Model Selection Tests between Parametric Likelihood and Moment Condition Models with H. Hong and M. Shum, forthcoming in Journal of Econometrics
3. Large Sample Sieve Estimation of Semi-Nonparametric Models forthcoming in Handbook of Econometrics , Vol. 6, eds J. Heckman and E. Leamer
4. Semi-Nonparametric IV Estimation of Shape Invariant Engel Curves with R. Blundell and D. Kristensen, forthcoming in Econometrica,
5. Semiparametric Efficiency in GMM Models of Nonclassical Measurement Errors, Missing Data and Treatment Effects with H. Hong and A. Tarozzi, a shortened version ``Semiparametric Efficiency in GMM Models with Auxiliary Data'' is forthcoming in The Annals of Staitstics
6. Land of Addicts? An Empirical Investigation of Habit-based Asset Pricing Models with S. Ludvigson
7. Principal Components and the Long Run with L.P. Hansen and J. Scheinkman
8. Identification and Inference of Nonlinear Models Using Two Samples With Arbitrary Measurement Errors with Yingyao Hu
Selected publications
1. Efficient Estimation of Models with Conditional Moment Restrictions Containing Unknown Functions with C. Ai, Econometrica, 2003, vol.71, p.1795-1843
2. Estimation of Semiparametric Models when the Criterion Function is not Smooth with O. Linton and I. van Keilegom, Econometrica, 2003, vol.71, p.1583-1600
3. Sieve Extremum Estimates for Weakly Dependent Data with X. Shen, Econometrica, 1998, p.289-314
4. Estimation of Copula-Based Semiparametric Time Series Models with Y. Fan, Journal of Econometrics, 2006, vol. 130, p.307-335
5. Measurement error models with auxiliary data with H. Hong and E. Tamer, Review of Economic Studies, 2005, vol.72, p.343-366.
6. Estimation and Model Selection of Semiparametric Copula-based Multivariate Dynamic Models under Copula Misspecification with Y. Fan, Journal of Econometrics , 2006, vol. 135, 125-154.
7. Nonparametric Adaptive Learning with Feedback with H. White, Journal of Economic Theory, 1998, p.190-222
8. A new semiparametric spatial model for panel time series with T. Conley, Journal of Econometrics, 2001, vol. 105, p.59-83.
9. Efficient Estimation of Semiparametric Multivariate Copula Models with Y. Fan and V. Tsyrennikov, Journal of the American Statistical Association , 2006, vol. 101, p. 1228-1240.
10. Asymptotic properties of some projection-based Robbins-Monro procedures in a Hilbert space with H. White, Studies in Nonlinear Dynamics and Econometrics, 2002, vol. 6, issue 1, article 1.
11. "Improved Rates and Asymptotic Normality for Nonparametric Neural Network Estimators" with H. White, IEEE Tran. Information Theory, 1999, p. 682-691
12. "Consistent Hypothesis Testing in Semiparametric and Nonparametric Models for Econometric Time Series" with Y. Fan, Journal of Econometrics, 1999, vol.91, p.373-401.
13. "Central limit and functional central limit theorems for Hilbert-valued dependent heterogeneous arrays with applications" with H. White, Econometric Theory, 1998, p.260-284.
14. "Laws of large numbers for Hilbert space valued mixingales with applications" with H. White, Econometric Theory, 1996, p.284-304.
15. Pseudo-Likelihood Ratio Tests for Semiparametric Multivariate Copula Model Selection with Y. Fan, Canadian Journal of Statistics , 2005, vol. 33, 389-414.
16. A Model Selection Test for Bivariate Failure-Time Data with Y. Fan, Econometric Theory , 2007, vol. 23, 414-439.

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2007-11-26 22:58:00

XIAOHONG CHEN
(updated: May 2007)
Department of Economics
New York University
19 West 4th Street , 6th Floor
New York, NY 10012, USA

Fields: Econometric Theory, Non-/Semiparametrics, Sieve Methods, Nonlinear Time
Series, Adaptive Learning, Copula.


Education:
Doctor of Philosophy (Economics), July 1993, University of California, San Diego
Master of Arts (Economics), May 1988, University of Western Ontario, Canada
USA-China joint Graduate Program, July 1987, The People’s University of China
Bachelor of Science (Mathematics), July 1986, Wuhan University, P.R. China


Employment History:
07/07-present Professor of Economics, Yale University
09/05-present Professor of Economics, New York University
04/07 Visiting Professor, Northwestern University
09/06-05/07 Cowles Foundation Visiting Professor, Yale University
03/06-04/06 Cowles Foundation Visiting Professor, Yale University
07/02-08/05 Associate professor, New York University
06/05-07/05 Visiting Professor, Humboldt University at Berlin
09/01-07/02 Visiting Scholar, Princeton University
08/01-09/01 Visiting Scholar, University of Illinois, Urbana- Champaign
05/00-05/00 Visiting Scholar, Universitat Pompeu Fabra, guest lecturing on learning
models
10/00-11/02 Reader, Department of Economics, London School of Economics
7/99-9/00 Lecturer, Department of Economics, London School of Economics
9/93-6/99 Assistant Professor, Department of Economics, University of Chicago
9/88-6/93 Teaching Assistant, Department of Economics, U.C. San Diego
9/88-9/89 Research Assistant, International Relations/Pacific Studies, U.C. San
Diego


Academic Affiliations:
05/07-present International Fellows of Cemmap/IFS, London, UK

06/06-present Special term professor of Shanghai University of Finance and Economics,
China
Professional Activities:
Panelist, the National Science Foundation advisory panel on economics.
Panelist, the National Science Foundation advisory panel on mathematical, social and
behavioral sciences.
Program committee member of 2007 North American Summer Meeting of the
Econometric Society, (Duke).
Program committee member of 2006 North American Winter Meeting of the
Econometric Society, (Boston).
Program committee member of the 9th World Congress Meeting of the Econometric
Society (2005), (London).
Program committee member of 2004 North American Winter Meeting of the
Econometric Society. (San Diego).
Program committee member of 2007 European Meeting of the Econometric Society
(ESEM), (Budapest).
Program committee member of 2006 European Meeting of the Econometric Society
(ESEM), (Vienna).
Program committee member of 2002 European Meeting of the Econometric Society
(ESEM), (Venice).
Program committee member of 2001 European Meeting of the Econometric Society
(ESEM), (Lausanne).
Program committee member of 2007 International Symposium on Financial Engineering
and Risk Management (FERM2007), Beijing/China.
Program committee member of 2003 IEEE Conference on Computational Intelligence in
Financial Engineering (CIFER), (Hong Kong).
Associate Editor, Econometric Theory, Jan. 2005 – present
Associate Editor, The Econometrics Journal, May 2007 - present
Associate Editor, The Berkeley Journal of Time Series Econometrics, May 2007 - present
Editorial Board, Review of Economic Studies, Jan. 2001 – Dec. 2004
Editorial Board, Annals of Economics and Finance, 1999 - present
Director of Chinese Economist Scholars Association, 1995-1996
Referee for Economics Journals: Econometrica, Journal of Political Economy, Review of
Economic Studies, Journal of Econometrics, Econometric Theory, Management Science,
The Review of Economics and Statistics, Econometric Review, Journal of Economic
Dynamics and Control, Journal of Business and Economic Statistics, National Science
Foundation (USA).

陈晓红教授1993年于UCSD毕业后,先后任教于芝加哥,LSE,NYU,YALE等名校经济系。

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2007-11-26 23:01:00
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2007-11-26 23:02:00

个人认为,白聚山教授和石寿永教授的贡献也到了获得ECONOMETRIC SOCIETY FELLOW的水平。

 年轻一代华人经济学家中,离这个荣誉最近的应该是洪翰。

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2007-11-27 00:31:00
以下是引用midi51在2007-11-26 23:02:00的发言:

个人认为,白聚山教授和石寿永教授的贡献也到了获得ECONOMETRIC SOCIETY FELLOW的水平。

 年轻一代华人经济学家中,离这个荣誉最近的应该是洪翰。

同意

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2007-12-1 04:31:00
以下是引用midi51在2007-11-26 23:02:00的发言:

个人认为,白聚山教授和石寿永教授的贡献也到了获得ECONOMETRIC SOCIETY FELLOW的水平。

 年轻一代华人经济学家中,离这个荣誉最近的应该是洪翰。

个人觉得这一次如果要多找一个time series 的fellow,那么白聚山教授极有可能入选。

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