朱家祥 |
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教师照片 | |||||||
教师名称 | 朱家祥 | ||||||
工作单位1(学校) | 北京大学 | ||||||
工作单位2(院系) | 中国经济研究中心 | ||||||
朱家祥 主要研究领域 | 计量经济学理论、时间序列分析、财务金融实证分析 | ||||||
职称 | 教授 | ||||||
职务 | |||||||
朱家祥 简介 | 美国加州大学(圣地亚哥分校)经济学博士(1990年) | ||||||
朱家祥 代表性学术成果 |
(1) Chu, C.S.J. and Halbert White (1992): "A Direct Test for Changing Trend", Journal of Business and Economics Statistics 10, 289?299. (2) Chu, C.S. J., K. Hornik and C.M. Kuan (1995): "A Moving Estimates Test for Parameter Instability", Econometric Theory 11, 699?720. (3) Chu, C.S. J. (1995): "Detecting Parameter Shift in GARCH Models", Econometric Reviews 14, 241?266. (4) Chu, C.S. J. (1995): "Time Series Segmentation: A Sliding Window Approach", Information Sciences, 1?28. (5) Chu, C.S. J., K. Hornik and C.M. Kuan (1995), "MOSUM Test for Parameter Constancy", Biometrika 82, No 3, 603-617. (6) Chu,C.S. J., M. Stinchcombe and H. White (1996), "Monitoring Structural Change," Econometrica 64, 1045-1066. (7) Chu, C.S. J. and Tung Liu (1996), "The Different Regimes of Stock Return and Volatility", Information Sciences 94, 179-190. (8) Chu,C.S. J. (1997), "Multiple Hypothesis Test for Parameter Constancy based on Recursive Residuals", Econometric Reviews 16, 353-360 (9) Levin, A., C.F. Lin and C.S.J. Chu (2002), “Panel Unit Root Test.” Journal of Econometrics 108, 1-24. (10) Chu, C.S. J. and H. M. Lu (2006): “Random walk hypothesis in exchange rate reconsidered,”Journal of Forecasting 25 v4, 275-290. |
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