鬼才 发表于 2010-11-7 15:06 
这人很牛吗?介绍一下
国际期刊
"Serial Correlation and Serial Dependence",forthcoming in The New Palgrave Dictionary in Economics, 2nd Edition.
"Asymmetries in Stock Returns: Statistical Tests and Economic Evaluation", with J. Tu and G. Zhuo, Review of Financial Studies 20 (2007), 1547-1581.
"Can the Random Walk Model be Beaten in Out-of-Sample Density Forecasts: Evidence from Intraday Foreign Exchange Rates", with H. Li and F. Zhao, Journal of Econometrics 141 (2007), 736-776.
"Model-Free Evaluation of Directional Predictability in Foreign Exchange Markets", with J. Chung, Journal of Applied Econometrics 22 (2007), 855-889.
"An improved generalized spectral test for time series models with conditional heteroskedasticity of unknown form", with Y. Lee, Econometric Theory 23 (2007), 106-154.
"Validating Forecasts of the Joint Probability Density of Bond Yields: Can Affine Models Beat Random Walk?", with A. Egorov and H. Li, Journal of Econometrics 135 (2006), 255-284.
"Asymptotic theory for entropy-based measure of serial dependence", with H.White, Econometrica 73 (2005), 837-901.
"Generalized spectral testing for conditional mean models in time series with conditional heteroskedasticity of unknown form", with Y. Lee, Review of Economic Studies 72 (2005), 499-541.
"Nonparametric specification testing for continuous-time models with applications to interest rate term structure", with H. Li, Review of Financial Studies 18 (2005), 37-84.
"Wavelet-based consistent testing for serial correlation in panel models", with C. Kao, Econometrica 72 (2004), 1519-1563.
"Out-of-sample performance of discrete-time short-term interest models", with H. Li and F. Zhao, Journal of Business and Economic Statistics 22 (2004), 457-473.
"Inference on predictability of foreign exchange rates via generalized spectrum and nonlinear time series models", with T. H. Lee, Review of Economics and Statistics, 85 (2003), 1048-1062.
"Diagnostic checking for the adequacy of nonlinear time series models", with T. H. Lee, Econometric Theory 19 (2003), 1065-1121.
"A test for volatility spillover with application to foreign exchange rates", Journal of Econometrics 103 (2001), 183-224.
"Generalized spectral tests for serial dependence", Journal of the Royal Statistical Society, Series B(Statistical Methodology), 62 (2000), 557-574.
"Hypothesis testing in time series via the empirical characteristic function: a generalized spectral density approach", Journal of the American Statistical Association 94 (1999), 1201-1220.
"Testing for independence between two covariance stationary time series", Biometrika 83 (1996), 615-625.
"Consistent testing for serial correlation of unknown form", Econometrica 64 (1996) 873-864.
"Consistent specification testing via nonparametric series regressions", with H. White, Econometrica 63 (1995), 1133-1159.
"China’s evolving managerial labor market", with T. Groves, J. McMillan and B. Naughton, Journal of Political Economy 103 (1995), 873-892.
"Autonomy and incentives in Chinese state enterprises",with T. Groves, J. McMillan and B. Naughton, Quarterly Journal of Economics CIX (1994), 183-209